Despite recent studies focused on comparing the dynamics of market efficiency between Bitcoin and other traditional assets, there is a lack of knowledge about whether Bitcoin and emerging markets efficiency behave similarly. This paper aims to compare the market efficiency dynamics between...

Weather and temperatures vary in ways that are difficult to explain and predict precisely. In this article we review data on temperature variations in the past as well possible reasons for these variations. Subsequently, we review key properties of global climate models and statistical analyses...

In this paper, we introduce the concept of fractional integration for spatial autoregressive models. We show that the range of the dependence can be spatially extended or diminished by introducing a further fractional integration parameter to spatial autoregressive moving average models (SARMA)....

We consider INAR(1) processes modulated by an unobserved strongly dependent 0-1process. The observed process exhibits zero inflation and long memory. A simple method is proposed for estimating the INAR-parameters without modelling the unobserved modulating process. Asymptotic results for the...

We consider INAR(1) processes modulated by an unobserved strongly dependent 0-1process. The observed process exhibits zero inflation and long memory. A simple method is proposed for estimating the INAR-parameters without modelling the unobserved modulating process. Asymptotic results for the...