Titlebook: Cyclostationarity: Theory and Methods – IV; Contributions to the Fakher Chaari,Jacek Leskow,Anna Dudek Conference proceedings 2020 Springer

Inertia

https://doi.org/10.1007/978-3-531-90776-5e H?lder exponents allows for the analysis of the variability of a process in the surrounding of any argument of the domain. The aim of the article is to select the right surrounding in the process of estimation of the pointwise H?lder exponents for different analytical forms of generating function

set598

Web Applications and AJAX Communications,tion algorithm combined with particle filters (PF). In practice, the instantaneous rate is identified with an overnight rate, therefore during the research we have adopted daily domestic interbank lending rates which are represented by interest rates on overnight deposits (WIBOR ON). To facilitate t

PLUMP

Web Applications and AJAX Communications,case of short and long-memory univariate time series and periodic processes. A special attention is given to the .-periodogram for short-memory processes. In this case, Theorem 1 and Corollary 1 derive the asymptotic distribution of this spectral estimator. As the application of the methodologies, r

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Barbara Frank-Job,Joachim Michaeld on diagnostics plots, in particular, are considered for the two approaches. An application to a real time series of hourly electricity volumes from the Nord Pool Spot Exchange is also presented, where the nature and use of the two models are contrasted.

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Mettle

Modeling Periodic Autoregressive Time Series with Multiple Periodic Effects,d on diagnostics plots, in particular, are considered for the two approaches. An application to a real time series of hourly electricity volumes from the Nord Pool Spot Exchange is also presented, where the nature and use of the two models are contrasted.

原諒

Talkative

Brittle

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