Long-Memory and Short-Memory Processes
Distinguishing short and long memory volatility specifications
... distinguish long memory and short memory processes improves if a more substantial data history is ...between long and short memory in a volatility ...
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Test for long memory processes. A bootstrap approach
... of long memory: the R/S analysis, the modified R/S, the GPH (Geweke and Porter-Hudak) test and the DFA (Detrended Fluctuation ...of short memory processes such as AR, MA and ARCH and ...
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Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes
... D. S. Poskitt ∗ Department of Econometrics and Business Statistics, Monash University Abstract In this paper we propose a new methodology for selecting the window length in Singular Spectral Analysis in which the window ...
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The long and the short of memory. Neuropsychological studies on the interaction of working memory and long-term memory formation
... working memory and episodic memory formation develops across ...working memory and episodic memory would decline with age (Salthouse, 1990, ...working memory and episodic memory ...
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Short-term memory and long-term memory are still different.
... by processes outside of LTM ...a memory for multiple tokens, but judging that the list contains the word “cowboy” does ...on memory for order information and item infor- ...item memory (Fallon ...
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Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels.
... other processes+ Out of the 36 H, m, n combina- tions, the GARCH bias is largest in 18 cases, whereas its MSE ties largest in 3 cases and is outright largest in 28+ Moreover the deviation of 95% coverage prob- ...
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The Long and the Short of It: Long Memory Regressors and Predictive Regressions
... when long-memory regressors are used in predictive ...follow long memory ARFIMA(0,d,0) and ARFIMA(1,d,0) processes, while allowing the dependent variables to be white ...the long ...
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Bootstrap long memory processes in the frequency domain
... j=0 ϑ j e ijλ as opposed to its modulus, and hence able to match moments greater than or equal to 2 of the data as it is the case with the AR-sieve bootstrap scheme, see B¨uhlmann (1997). However contrary to the AR−sieve ...
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Declarative Memory Long Term Short Term
... new memory traces are ...declarative memory long term short term declarative memory deficits in anterograde ...fear memory? As well as in the word are included in different ...
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A Generalised Fractional Differencing Bootstrap for Long Memory Processes
... In light of these issues, it is important to develop further bootstrap methods which are asymptotically valid for series which display long range dependence. In this paper we consider an approach to resampling ...
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Filtered Log-periodogram Regression of long memory processes
... closely related to the well known pre-whitening technique introduced by Blackman and Tukey (1959) (see also Priestley, 1981, p.556). Here only local pre-whitening is required, in order to whiten the ...
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A Generalised Fractional Differencing Bootstrap for Long Memory Processes
... In light of these issues, it is important to develop further bootstrap methods which are asymptotically valid for series which display long range dependence. In this paper we consider an approach to resampling ...
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On parameter estimation for locally stationary long-memory processes
... the long-memory parameter d, as well as other parameters characterizing the spectrum of the process, may change as a function of ...with long-range dependence. For locally stationary processes ...
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Long Short Term Memory Networks for Machine Reading
... which processes text incrementally from left to right and performs shallow reasoning with memory and atten- ...the Long Short-Term Memory architecture with a memory network in ...
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Testing against a Change from Short to Long Memory
... test statistics (maximum statistic, mean score statistic and mean exponen- tial statistic). Further, we derive the limiting distributions of the tests for constant fractional order of integration d > 0. In addition, ...
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Inference for likelihood based estimators of generalized long memory processes
... From Table 4, we see that the amplified empirical kurtosis is especially prob- lematic for small T and λ. Generally speaking, the 99% bands appear to be un- informative when λ = 0.10, even for moderately large sample ...
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The Empirical Properties of Some Popular Estimators of Long Memory Processes
... a long-tailed distribution in the sense that E[X i 2 ] = ...a short memory process with slowly decaying deter- ministic trend the R/S statistic will report an estimate of H which implies the presence ...
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Bootstrap approaches for estimation and condence intervals of long memory processes.
... the memory parameter and test whether or not they can be improved by building confidence intervals based on bootstrap ...study long range behaviour separately from short range memory, because ...
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Memory: The Long and Short of It
... It is often easier to recall material stored in LTM when our internal state is similar to that which existed when the information was first entered into memory.. Level of Processing[r] ...
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Aggregation of Seasonal Long-Memory Processes
... seasonal long-memory process, the e¤ects of skip and cumulation sampling on both stationary and nonstationary processes with poles at several potential frequencies are ...nonstationary ...
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