Results 31 to 40 of about 184,678 (326)

Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics

open access: yes, 2016
In this paper, we show that the central limit theorem (CLT) satisfied by the data-driven Multidimensional Increment Ratio (MIR) estimator of the memory parameter d established in Bardet and Dola (2012) for d $\in$ (--0.5, 0.5) can be extended to a ...
Bardet, Jean-Marc, Dola, Béchir
core   +2 more sources

ON SINGULAR STATIONARITY II (TIGHT STATIONARITY AND EXTENDERS-BASED METHODS) [PDF]

open access: yesThe Journal of Symbolic Logic, 2019
AbstractWe study the notion of tightly stationary sets which was introduced by Foreman and Magidor in [8]. We obtain two consistency results showing that certain sequences of regular cardinals${\langle {\kappa _n}\rangle _{n < \omega }}$can have the property that in some generic extension, every ground-model sequence of fixed-cofinality stationary ...
openaire   +2 more sources

MFP and CFAP Official Announcement and Pre‐Official Announcement Effects on the Corn and Soybean Futures Market

open access: yesApplied Economic Perspectives and Policy, EarlyView.
ABSTRACT This study examines the official announcement effect of the Market Facilitation Program (MFP) and the Coronavirus Food Assistance Program (CFAP) on the corn and soybean futures market. Using a permutation test and a 2‐stage GLS model, we find no significant official announcement effect.
Zhining Sun   +3 more
wiley   +1 more source

Volatility analysis and forecasting of vegetable prices using an ARMA‐GARCH model: An application of the CF filter and seasonal adjustment method to Korean green onions

open access: yesAgribusiness, EarlyView.
Abstract The vegetable market experiences significant price fluctuations due to the complex interplay of trend, cyclical, seasonal, and irregular factors. This study takes Korean green onions as an example and employs the Christiano–Fitzgerald filter and the CensusX‐13 seasonal adjustment methods to decompose its price into four components: trend ...
Yiyang Qiao, Byeong‐il Ahn
wiley   +1 more source

The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics

open access: yesAgribusiness, EarlyView.
ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley   +1 more source

Price Transmission During Promotions: A Case Study of Spanish Milk Brands

open access: yesAgribusiness, EarlyView.
ABSTRACT Price promotion is the marketing tool typically used by retail brands to boost sales and gain market share. In this paper, we intend to investigate the price transmission mechanism among competitive brands in Spain when price reductions that are associated with price promotions take place.
Yasmine Bedoui   +2 more
wiley   +1 more source

Fault Detection in Industrial Equipment through Analysis of Time Series Stationarity

open access: yesAlgorithms
Predictive maintenance has gained importance due to industrialization. Harnessing advanced technologies like sensors and data analytics enables proactive interventions, preventing unplanned downtime, reducing costs, and enhancing workplace safety.
Dinis Falcão   +4 more
doaj   +1 more source

Extreme 1-day rainfall distributions: Analysing change in the Western Cape

open access: yesSouth African Journal of Science, 2017
Severe floods in the Western Cape Province of South Africa have caused significant damage to property and infrastructure over the past decade (2003–2014).
Jan H. de Waal   +2 more
doaj   +1 more source

Stationarity and quasi-stationarity for birth-death processes [PDF]

open access: yesSCIENTIA SINICA Mathematica, 2019
Professor Zikun Wang has made pioneering research on the construction theory of birth-death processes, which now has many applications.We review the quasi-stationary distribution for birth-death processes with four types of infinity boundary. In the cases of exit/regular boundaries,we extend the quasi-stationary distributions to the minimal processes ...
openaire   +1 more source

Does a Specialized Niche Market Vegetable Processor Enjoy Bargaining Power?

open access: yesAgribusiness, EarlyView.
ABSTRACT Agribusiness companies may achieve competitive advantage through specialization within niche markets. One such niche is the fresh‐cut fruit and vegetable market, which has been steadily growing in Germany. This study examines whether the specialization of a German fresh‐cut producer grants it with market power within this niche market.
Nikolas Bublik   +3 more
wiley   +1 more source

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