Search Results - subject:"memory process"

Uncovering hidden insights with long-memory process detection : an in-depth overview

Hassani, Hossein; Yarmohammadi, Masoud; Marvian, Leila - In: Risks : open access journal 11 (2023) 6, pp. 1-15

definition of a long-memory process, it is not possible to determine long memory by summing the sample ACFs. Hassani's − 1 … discrepancies between the empirical and theoretical use of a long-memory process are evident, based on real and simulated time …

Persistent link: https://www.econbiz.de/10014335857

The persistence of economic sentiment : a trip down memory lane

Sorić, Petar; Lolić, Ivana; Matošec, Marina - In: Journal of economic interaction and coordination 18 (2023) 2, pp. 371-395

Persistent link: https://www.econbiz.de/10014253294

A sectoral perspective on the persistence of economic sentiment : mere transitory effect or a long run memory process

Lolić, Ivana; Sorić, Petar; Logarušić, Marija - In: Review of Keynesian economics 11 (2023) 3, pp. 328-349

Persistent link: https://www.econbiz.de/10014383461

A hybrid approach for forecasting bitcoin series

Mtiraoui, Amine; Boubaker, Heni; BelKacem, Lotfi - In: Research in international business and finance 66 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014463373

Quantile spectral analysis of long-memory processes

Lim, Yaeji; Oh, Hee-Seok - In: Empirical economics : a quarterly journal of the … 62 (2022) 3, pp. 1245-1266

Persistent link: https://www.econbiz.de/10012819529

Monitoring memory parameter change-points in long-memory time series

Chen, Zhanshou; Xiao, Yanting; Li, Fuxiao - In: Empirical economics : a quarterly journal of the … 60 (2021) 5, pp. 2365-2389

Persistent link: https://www.econbiz.de/10012585571

Forecasting mortality with international linkages : a global vector-autoregression approach

Li, Hong; Shi, Yanlin - In: Insurance / Mathematics & economics 100 (2021), pp. 59-75

Persistent link: https://www.econbiz.de/10012622381

Robust coherence analysis for long-memory processes

Lim, Yaeji; Oh, Hee-Seok - In: Applied economics letters 28 (2021) 5, pp. 335-342

Persistent link: https://www.econbiz.de/10012484990

Sieve bootstrap monitoring for change from short to long memory

Chen, Zhanshou; Xing, Yuhong; Li, Fuxiao - In: Economics letters 140 (2016), pp. 53-56

Persistent link: https://www.econbiz.de/10011615973

Face forward: how employees' digital presence on service websites affects customer perceptions of website and employee service quality

Herhausen, Dennis; Emrich, Oliver; Grewal, Dhruv; … - In: Journal of marketing research 57 (2020) 5, pp. 917-936

Persistent link: https://www.econbiz.de/10012271989