range dependence
Linearization of randomly weighted empiricals under long range dependence with application to nonlinear regression quantiles
... long range dependence ~characterized by hyperbolic decay of correlations!+ More specifi- cally , L + R + D + models with a regression trend to arise in many fundamental ap- plications of econometrics , ...
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Spurious long range dependence: evidence from Malaysian equity markets
... For KLCI, FIN, IND and PRP indices, the pre-period analysis included the events such as the Asian financial and currency crises. Exceptional, only the PLN index indicated short-range dependence with the ...
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Statistical estimation of nonstationaryGaussian processes with long range dependence and intermittency
... Many recent studies have indicated that data in a large number of fields display long- range dependence (LRD) (Beran 1994, Baillie and King 1996, Anh and Heyde 1999). A basic process which has commonly been ...
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A non-linear approach with long range dependence based on chebyshev polynomials
... long range dependence we use a very general framework that allows the incorporation of one or more integer or fractional orders of integration of arbitrary order anywhere on the unit circle in the complex ...
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Recent advances on the semi-parametric estimation of the long-range dependence coefficient
... up to a nite number of parameters. In the semi-parametric context, only the long- range dependence of the time-series is assumed and the exact formof L is not known. There are dierent techniques for ...
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Investigation of the IOT Network of Packet Loss’s Long-Range Dependence and QOE
... long-range dependence and QOE and gain a good result and ...long-range dependence, the number of superimposed source N, shape parameter, Hurst parameter, the output link speed have impacts on ...
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Long Range Dependence and Structural Breaks in the Gold Markets
... Abstract: The price of gold and its determining factors have been studied extensively in the literature. However, there is a lack of research on structural break in the long memory of the gold markets. This paper ...
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Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range
... short-range dependence ([16] and [17]) and there is only one method which is frequently used for the time series with short-range dependent processes present – modified rescaled ...rescaled ...
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True and apparent scaling: the proximity of the markov switching multifractal model to long range dependence
... truncation lags, and more specifically, that they are monotonically decreas- ing for both the empirical and simulation-based statistics. Table 4 reports the number of rejections of the null hypothesis of ...
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Effects of aggregation on estimators of long-range dependence
... long-range dependence parameter d do not vary significantly across aggregation ...long-range dependence is concerned, that is the slope of the its logarithm as a function of the log ...
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Registration Based Range Dependence Compensation for Bistatic STAP Radars
... The data collected by a STAP radar can be viewed as a sequence of M × N 2D arrays, typically treated as MN × 1 vectors. These arrays or vectors are called “snapshots.” Im- plementing the optimum STAP processor generally ...
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Long-Range Dependence of Markov Processes
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Modelling Long Range Dependence and Non linearity in the Infant Mortality Rates of Africa Countries
... These are mortality rates for infants less than 1 year old in 34 African countries: Algeria, Angola, Benin, Botswana, Burkina Faso, Burundi, Cameroon, Central African Republic, Chad, Con[r] ...
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A distance test of normality for a wide class of stationary processes
... short-range dependence but also long-range dependence and an- ...such dependence structures is that their autocovariances decay to zero as a power of the lag parameter and, in the case ...
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Econometric estimation in long range dependent volatility models: Theory and practice
... It is commonly accepted that some financial data may exhibit long-range dependence, while other financial data exhibit intermediate–range dependence or short–range depen- dence. These ...
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The impact of image dynamic range on texture classification of brain white matter
... dynamic range and classifi- cation accuracy can be related to COM ...dynamic range means that the original ROI will be reduced to smaller adjoining values of greylevels as shown in figure 1; therefore, ...
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“Continuum Care” in alcohol abuse disorders. A manifesto to bridge the gap in personalisation of treatment pathways
... or dependence tends to manifest as a behavioural response to a psychic signal/malaise, adding to other forms of ab- normal behaviour that are often associated with depen- dence (self-harm, other forms of ...of ...
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Electrical Conductivity and Dielectric Properties of Se100-xTex Alloy
... frequency dependence of dielectric parameter in the range of low frequency where the dielectric dispersion occurs can be important for the understanding losses happening in these ...
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Adaptations to a Terrestrial Existence by the Robber Crab Birgus Latro: I An In Vitro Investigation of Blood Gas Transport
... The dependence of oxygen affinity logP50 of dialysed and nondialysed haemolymph of Birgus on the concentration of L-lactate over the physiological pH range.. Cooperativity n50 values are[r] ...
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Physical properties and band structure parameters of solid solutions Hg1-x-yMgxMnyTe
... reciprocal temperature is shown in Fig. 2. The curves suggest a presence of several types of carriers with different mobilities, which contribute to the transport of charge carriers. For the samples 1 and 2 one can ...
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