Long-range dependence

Results: 17



#Item
1

Climatic Change:267–276 DOIs10584z On long range dependence in global surface temperature series An editorial comment

Add to Reading List

Source URL: www.meteo.psu.edu

- Date: 2012-10-03 13:14:47
    2Time series analysis / Probability theory / Statistics / Mathematical analysis / Stochastic processes / Teletraffic / Signal processing / Covariance and correlation / Fractional Brownian motion / Long-range dependence / Autocorrelation / Self-similar process

    C:My DocumentsResearchSeminarsEBP02EBP02fig10.ps

    Add to Reading List

    Source URL: www.monmeetings.org

    Language: English - Date: 2015-09-04 10:25:15
    3Alcohol abuse / Alcohol / Drinking culture / Substance dependence / Alcohol education / Long-term effects of alcohol consumption

    THE DUBLIN PRINCIPLES It is hoped that these Principles will be accepted by a wide range of bodies as a reasonable basis for cooperation between the sectors to which they refer. Principles of Cooperation Among the Bevera

    Add to Reading List

    Source URL: www.iard.org

    Language: English - Date: 2016-01-27 12:22:45
    4Time series analysis / Teletraffic / Independence / Long-range dependence / Estimation theory / Statistical theory / Hurst exponent / Estimator / Bias of an estimator / Normal distribution / Variance / Autocorrelation

    Sources of Long-Range Dependence Why is the Internet Long-Range Dependent? Richard Clegg () Networks and Nonlinear Dynamics Group, Department of Mathematics, University of York

    Add to Reading List

    Source URL: www.monmeetings.org

    Language: English - Date: 2015-09-04 10:25:17
    5

    APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY Appl. Stochastic Models Bus. Ind., (in press) (DOI: asmb.542) Long-range dependence and performance in telecom networks Pier Luigi Conti1,z, Antonio Lijoi2,*y an

    Add to Reading List

    Source URL: economia.unipv.it

    Language: English - Date: 2011-10-12 03:45:00
      6

      System Estimation of Panel Data Models under Long-Range Dependence∗ Yunus Emre Ergemen† Department of Economics, Universidad Carlos III de Madrid March 19, 2015

      Add to Reading List

      Source URL: creates.au.dk

      Language: English - Date: 2015-03-20 06:19:44
        7Statistics / Autoregressive conditional heteroskedasticity / Volatility / Stochastic volatility / Realized kernel / Realized variance / Mathematical finance / Financial economics / Finance

        ASYMMETRIES, BREAKS, AND LONG-RANGE DEPENDENCE: AN ESTIMATION FRAMEWORK FOR TIME SERIES OF DAILY REALIZED VOLATILITY ERIC HILLEBRAND AND MARCELO C. MEDEIROS A BSTRACT. We study the simultaneous occurrence of long memory

        Add to Reading List

        Source URL: creates.au.dk

        Language: English - Date: 2011-09-21 09:16:13
        8Rescaled range / American wine / Dispersion / Jewish population of South Africa / Statistics / Fractals / Hurst exponent

        1 Testing for Long Range Dependence in Banking Equity Indices Daniel O. Cajueiro and Benjamin M. Tabak Abstract— This paper presents empirical evidence of long

        Add to Reading List

        Source URL: www.mssanz.org.au

        Language: English - Date: 2013-01-15 22:04:51
        9Rescaled range / American wine / Dispersion / Jewish population of South Africa / Statistics / Fractals / Hurst exponent

        1 Testing for Long Range Dependence in Banking Equity Indices Daniel O. Cajueiro and Benjamin M. Tabak Abstract— This paper presents empirical evidence of long

        Add to Reading List

        Source URL: www.mssanz.org.au

        Language: English - Date: 2013-01-15 22:01:03
        10Options / Stochastic differential equations / Stochastic calculus / Volatility / Stochastic volatility / Gaussian process / Normal distribution / Black–Scholes / Long-range dependency / Statistics / Stochastic processes / Mathematical finance

        Stochastic Volatility with Long�Range Dependence

        Add to Reading List

        Source URL: www.mssanz.org.au

        Language: English - Date: 2013-01-15 17:47:44
        UPDATE