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Teaching predictive audit data analytic techniques : time-series forecasting with transactional and exogenous data

Yan, Zhaokai; Appelbaum, Deniz; Kogan, Alexander; … - In: Journal of emerging technologies in Accounting 20 (2023) 1, pp. 169-194

Persistent link: https://www.econbiz.de/10014310031

Summation of Combinatorial Geometric Series

Annamalai, Chinnaraji - 2023

This paper presents a new idea to compute a combinatorial geometric series and system of binomial coefficients. Also, a theorem is newly introduced for the summation of combinatorial geometric series. This idea can enable the scientific researchers to solve the real world problems

Persistent link: https://www.econbiz.de/10014261788

Trigonometric Equations and Series by Combinatorial Geometric Series

Annamalai, Chinnaraji - 2023

This paper presents the trigonometric equations and series with binomial coefficients defined in combinatorial geometric series. The trigonometric equations and series can be used in the fields of computing and cybersecurity

Persistent link: https://www.econbiz.de/10014262129

A Primer on Time Series Analysis with R

Osterrieder, Joerg - 2023

This primer is an introduction to time series analysis using the R programming language. Time series analysis is a technique used to analyze and forecast data that is collected over time, and is widely used in fields such as finance, economics, and meteorology. Time series data can be...

Persistent link: https://www.econbiz.de/10014263960

To boost or not to boost? : that is the question

Lu, Ye; Pagan, Adrian R. - 2023

Persistent link: https://www.econbiz.de/10014266807

Discrete Fourier Transforms of Fractional Processes

Phillips, Peter C. B. - 2000

theory to log periodogram regression and local Whittle estimation of the memory parameter are discussed and some modified …

Persistent link: https://www.econbiz.de/10014164678

Dynamically Consistent Noise Infusion and Partially Synthetic Data as Confidentiality Protection Measures for Related Time Series

Abowd, John M.; Gittings, R. Kaj; McKinney, Kevin L; … - 2012

The Census Bureau's Quarterly Workforce Indicators (QWI) provide detailed quarterly statistics on employment measures such as worker and job flows, tabulated by worker characteristics in various combinations. The data are released for several levels of NAICS industries and geography, the lowest...

Persistent link: https://www.econbiz.de/10014164884

Hybrid Forecasting with Estimated Temporally Aggregated Linear Processes

Grigoryeva, Lyudmila; Ortega, Juan-Pablo - 2014

performance using asymptotic theory. This scheme consists of carrying out model parameter estimation with data sampled at the … the different prediction schemes and that take into account the estimation error component. These approximate estimates …, the "all-disaggregated'' strategy that is known to be optimal when model selection and estimation errors are neglected …

Persistent link: https://www.econbiz.de/10014165500

Series Estimation of Stochastic Processes : Recent Developments and Econometric Applications

Phillips, Peter C. B.; Liao, Zhipeng - 2012

This paper overviews recent developments in series estimation of stochastic processes and some of their applications in … (IVs) to perform efficient estimation of the parameters in cointegrated systems. The fourth application proposes …

Persistent link: https://www.econbiz.de/10014166028

Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models

Cavaliere, Giuseppe; Rahbek, Anders; Taylor, A. M. Robert - 2012

In a recent paper Cavaliere et al. (2012) develop bootstrap implementations of the (pseudo-) likelihood ratio [PLR] co-integration rank test and associated sequential rank determination procedure of Johansen (1996). The bootstrap samples are constructed using the restricted parameter estimates...

Persistent link: https://www.econbiz.de/10014166032