Results 11 to 20 of about 183,596 (199)
Journal of Statistical Physics, 2010 14 pages with 1 ...
Antti Kemppainen +11 more
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Inference in non stationary asymmetric garch models [PDF]
, 2013 This paper considers the statistical inference of the class of asymmetric power-transformed GARCH(1,1) models in presence of possible explosiveness. We study the explosive behavior of volatility when the strict stationarity condition is not met. This
Francq, Christian, Zakoian, Jean-Michel
core +2 more sources
Stationarization via surrogates [PDF]
Journal of Statistical Mechanics: Theory and Experiment, 2009 The surrogate data method, classically used for non-linearity tests, amounts to the use of some constrained noise providing a reference for statistical testing. It is revisited here as a method for stationarization and this feature is put forward in the context of non-stationarity testing.
Borgnat, Pierre, Flandrin, Patrick
openaire +1 more source
Is Per Capita Real GDP Stationary in G-7 Countries? New Evidence from A Fourier Panel Unit Root Test
Cumhuriyet Üniversitesi İktisadi ve İdari Bilimler Dergisi, 2021 The stability of macroeconomic variables and whether the impact of a shock on these variables is permanent or temporary is important for policy-makers and researchers.
Tunahan Hacıimamoğlu
doaj +1 more source
Prediction of fatal accidents in Indian factories based on ARIMA
Production Engineering Archives, 2018 The inherent benefits of an accident prevention program are generally known only after an accident has occurred. The purpose of implementation of the program is to minimize the number of accidents and cost of damages. Allocation of resources to implement
SVS Rajaprasad
doaj +1 more source
PEMODELAN JUMLAH KASUS DEMAM BERDARAH DENGUE DENGAN MENGGUNAKAN MODEL AUTOREGRESSIVE DISTRIBUTED LAG
Jurnal Lebesgue, 2023 This study aims to model dengue hemorrhagic fever (DHF) cases with an autoregressive distributed lag (ARDL) model to investigate significant predictor variables in Bojonegoro Regency.
Denny Nurdiansyah, Agus Sulistiawan
doaj +1 more source
Is There A Stable Long-run Relationship Between Unemployment And Productivity?
Comparative Economic Research, 2015 This paper assesses whether productivity and unemployment have a stable long-run relationship. We explore a panel of 19 OECD countries between 1970 and 2012 and rely on recently developed time series econometric methods.
João Tovar Jalles
doaj +1 more source
A Neural Networks Committee for the Contextual Bandit Problem [PDF]
, 2014 This paper presents a new contextual bandit algorithm, NeuralBandit, which does not need hypothesis on stationarity of contexts and rewards. Several neural networks are trained to modelize the value of rewards knowing the context.
D.E. Rumelhart +12 more
core +4 more sources
Monitoring Stationarity and Cointegration [PDF]
SSRN Electronic Journal, 2015 We propose a monitoring procedure to detect a structural change from stationary to integrated behavior. When the procedure is applied to the residuals of a relationship between integrated series it thus monitors a structural change from a cointegrating relationship to a spurious relationship. The cointegration monitoring procedure is based on residuals
Wagner, Martin, Wied, Dominik
openaire +4 more sources
A test for second-order stationarity of time series based on unsystematic sub-samples [PDF]
, 2016 In this paper, we introduce a new method for testing the stationarity of time series, where the test statistic is obtained from measuring and maximising the difference in the second-order structure over pairs of randomly drawn intervals.
Cho +21 more
core +3 more sources