Results 61 to 70 of about 183,596 (199)

On Detecting Degenerate Stationarity

Journal of Optimization Theory and Applications
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openaire   +3 more sources

The ergodic decomposition of asymptotically mean stationary random sources [PDF]

, 2008
It is demonstrated how to represent asymptotically mean stationary (AMS) random sources with values in standard spaces as mixtures of ergodic AMS sources.
Schoenhuth, Alexander
core   +2 more sources

“On a skinny horse in bad weather…”: the problem of availability of land medical care in Russia at the turn of the 19th and 20th centuries (according to the data of the Tula province)

Studia Humanitatis, 2022
The article discusses the evolution of “accessibility” concept in zemstvo medicine at the turn of the 19th and 20th centuries. The main theoretical approaches to the definition of this concept at different stages of the development of medical thought are
Lyubushkin Alexander Dmitrievich
doaj  

Exponential-Gaussian Distribution and Associated Time Series Models

Revstat Statistical Journal, 2023
Exponential-Gaussian distribution has already appeared in the literature and it is widely used in many fields. In this paper, we study its application in time series through a model-based approach. An autoregressive process of order one with exponential-
Nitha K.U, Krishnarani S.D.
doaj  

Strict stationarity testing and estimation of explosive ARCH models [PDF]

This paper studies the asymptotic properties of the quasi-maximum likelihood estimator of ARCH(1) models without strict stationarity constraints, and considers applications to testing problems.
Francq, Christian, Zakoian, Jean-Michel
core   +1 more source

Nonlinearity and stationarity of inflation rates: The results in the case of the Western Balkans [PDF]

Ekonomski Signali, 2019
In this article, we explored the nature of the dynamics and behavior of inflation in the case of the Western Balkans. The inflation rate, according to the test results, in most of the countries can be modeled as a stationary process.
Obradović Saša, Obradović Gordana
doaj  

Stationarity and Memory of ARCH Models [PDF]

Sufficient conditions for strict stationarity of ARCH(8) are established, without imposing covariance stationarity and for any specification of the conditional second moment coefficients.
Paolo Zaffaroni
core  

Spurious Instrumental Variables [PDF]

Spurious regression phenomenon has been recognized for a wide range of Data Generating Processes: driftless unit roots, unit roots with drift, long memory, trend and broken-trend stationarity, etc. The usual framework is Ordinary Least Squares.
Daniel Ventosa-Santaularia
core  

Impact of FDI on Tax Revenue in Pakistan [PDF]

Pakistan Journal of Commerce and Social Sciences, 2013
The study attempts to find the impact of foreign direct investment on tax revenue in Pakistan. Foreign direct investment and gross domestic product per person employed are used as independent variables and tax revenue is taken as dependent variable ...
Haider Mahmood, A.R. Chaudhary
doaj  

ANALYSIS OF MATHEMATICAL MODELS USED FOR ECONOMETRICAL TIME SERIES FORECASTING

Российский технологический журнал, 2019
In the paper changes of the Russian citizens’ welfare are explored. The time lapse of the data is: 2000-2018. In the first part of the paper the representative individual samples of “The Russian Longitudinal Monitoring Survey - Higher School of Economics
D. A. Petrusevich
doaj   +1 more source