Search Results - subject:"non-stationary processes"

The improvement of the intelligent decision support system for forecasting non-linear non-stationary processes

Bidiuk, Petro; Prosyankina-Zharova, Tetyana; Diakon, Valerii - In: Technology audit and production reserves 4 (2023) 2/72, pp. 37-46

Persistent link: https://www.econbiz.de/10014445567

Non-stationary demand forecasting by cross-sectional aggregation

Rostami-Tabar, Bahman; Babai, M. Zied; Ducq, Yves; … - In: International journal of production economics 170 (2015), pp. 297-309

Persistent link: https://www.econbiz.de/10011421897

Identifying State Dependence in Non-Stationary Processes

Halliday, Timothy - Department of Economics, University of Hawaii-Manoa - 2006

Identifying State Dependence in Non-Stationary Processes Timothy J. Halliday ∗ University of Hawaii at M …, State Dependence, Non-Stationary Processes 1 Introduction Economic data often display serial correlation. This is true in … vary with age and are, thus, non-stationary processes. In this paper, we investigate the impact that non-stationarity in …

Persistent link: https://www.econbiz.de/10005572286

Resolving spurious regressions and serially correlated errors

Agiakloglou, Christos - In: Empirical Economics 45 (2013) 3, pp. 1361-1366

This study investigates the spurious regression phenomenon for two independent stationary and non-stationary processes …

Persistent link: https://www.econbiz.de/10010793979

Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims

Zhu, Lingjiong - In: Insurance: Mathematics and Economics 53 (2013) 3, pp. 544-550

In this paper, we obtain the finite-horizon and infinite-horizon ruin probability asymptotics for risk processes with claims of subexponential tails for non-stationary arrival processes that satisfy a large deviation principle. As a result, the arrival process can be dependent, non-stationary...

Persistent link: https://www.econbiz.de/10010719089

Resolving spurious regressions and serially correlated errors

Agiakloglou, Christos N. - In: Empirical economics : a journal of the Institute for … 45 (2013) 3, pp. 1361-1366

Persistent link: https://www.econbiz.de/10010222386

Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims

Zhu, Lingjiong - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 544-550

Persistent link: https://www.econbiz.de/10010227943

ARFIMA Process : Tests and Applications at a White Noise Process, A Random Walk Process and the Stock Exchange Index CAC 40

Maftei, Magda Mara; Bourbonnais, Régis - Université Paris-Dauphine (Paris IX) - 2012

The assumption of linearity is implicitly accepted in the process which generates a time series condition submitted to a ARIMA. That is why, in this paper, we shall discuss the research of long memory in the processes: the fractional ARIMA models, denoted as ARFIMA, where d and D, the degree of...

Persistent link: https://www.econbiz.de/10011166399

Testing semiparametric hypotheses in locally stationary processes

Vetter, Mathias; Dette, Holger - 2011

Persistent link: https://www.econbiz.de/10009153837

Comparing Several Parametric and Nonparametric Approaches to Time Series Clustering: A Simulation Study

Díaz, Sonia; Vilar, José - In: Journal of Classification 27 (2010) 3, pp. 333-362

Persistent link: https://www.econbiz.de/10008775695