Testing for Nonstationary Long Memory Against Nonlinear Ergodic Models
Language: en
Pages:

Testing for Nonstationary Long Memory Against Nonlinear Ergodic Models

Authors: George Kapetanios
Categories:
Type: BOOK - Published: 2003 - Publisher:

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Advances in Statistical Methodologies and Their Application to Real Problems
Language: en
Pages: 327

Advances in Statistical Methodologies and Their Application to Real Problems

Authors: Tsukasa Hokimoto
Categories: Mathematics
Type: BOOK - Published: 2017-04-26 - Publisher: BoD – Books on Demand

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In recent years, statistical techniques and methods for data analysis have advanced significantly in a wide range of research areas. These developments enable r
Testing for Long Memory in Potentially Nonstationary Perturbed Fractional Processes
Language: en
Pages: 53

Testing for Long Memory in Potentially Nonstationary Perturbed Fractional Processes

Authors: Frank Nielsen
Categories:
Type: BOOK - Published: 2008 - Publisher:

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In this paper, we propose new tests for long memory in stationary and nonstationary time series possibly perturbed by short-run noise which may be serially corr
Complex Systems in Finance and Econometrics
Language: en
Pages: 919

Complex Systems in Finance and Econometrics

Authors: Robert A. Meyers
Categories: Business & Economics
Type: BOOK - Published: 2010-11-03 - Publisher: Springer Science & Business Media

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Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integ
Nonlinear Dynamical Systems
Language: en
Pages: 316

Nonlinear Dynamical Systems

Authors: Irwin W. Sandberg
Categories: Technology & Engineering
Type: BOOK - Published: 2001-02-21 - Publisher: John Wiley & Sons

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Sechs erfahrene Autoren beschreiben in diesem Band ein Spezialgebiet der neuronalen Netze mit Anwendungen in der Signalsteuerung, Signalverarbeitung und Zeitrei