Results 61 to 70 of about 44,722 (216)

The fragility of the KPSS stationarity test [PDF]

Statistical Methods and Applications, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
CAPPUCCIO, NUNZIO, LUBIAN D.
openaire   +5 more sources

On the Autocorrelation and Stationarity of Multi-Scale Returns

Mathematics
In this article, we conduct a statistical analysis of the autocorrelation functions (ACF) of multi-scale logarithmic returns computed over maximal monotonic uninterrupted trends (runs) in financial indices’ daily data. We analyze the Dow Jones Industrial
Carlos Manuel Rodríguez-Martínez, Héctor Francisco Coronel-Brizio, Horacio Tapia-McClung, Manuel Enríque Rodríguez-Achach, Alejandro Raúl Hernández-Montoya   +4 more
doaj   +1 more source

Choosing Between Panel Data Stationarity Tests [PDF]

When testing for stationarity in panel data several tests are available. These tests differ in degree to which they allow for serial correlation in the series under the null hypothesis.
Kristian Jönsson
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“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  

On Detecting Degenerate Stationarity

Journal of Optimization Theory and Applications
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +3 more sources

Stationarity of SLE [PDF]

Journal of Statistical Physics, 2010
14 pages with 1 ...
openaire   +2 more sources

On the Stationarity of Current Account Deficits in the European Union [PDF]

In this paper, we test for the stationarity of EU current account deficits. Our testing strategy addresses two key concerns with regard to unit root panel data testing, namely (i) the identification of which panel members are stationary, and (ii) the ...
Mark J. Holmes, Theodore Panagiotidis, Jesús Otero   +2 more
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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  

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  

Asymptotic null distributions of stationarity and nonstationarity [PDF]

The purpose of this paper is to investigate the asymptotic null distribution of stationarity and nonstationarity tests when the distribution of the error term belongs to the normal domain of attraction of a stable law in any finite sample but the error ...
Nunzio Cappuccio, Diego Lubian
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