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Systemic default and return predictability in the stock and bond markets

Bao, Jack; Hou, Kewei; Zhang, Shaojun - 2016

return predictors, including tail risk. The predictability results are robust to out-of-sample tests …

Persistent link: https://www.econbiz.de/10011810905

Translated Trademarks Retrieval using Color Autocorrelogram for Extracted Textual Parts

Zeggari, Ahmed; Hachouf, Fella - In: International Journal of Computer Vision and Image … 8 (2018) 2, pp. 59-67

This article describes a trademark retrieval system using autocorrelogram features. The proposed algorithm deals with the trademarks of a same company having different shapes in different languages. Textual and mixed logos types are considered in this study, in which the text area is located...

Persistent link: https://www.econbiz.de/10012043852

Robust estimation of (partial) autocorrelation

Dürre, Alexander; Fried, Roland; Liboschik, Tobias - 2014

Persistent link: https://www.econbiz.de/10010347321

Personal loan sales forecasting through time series analysis

Özeroğlu, Ali İhsan - In: Prizren social science journal 5 (2021) 1, pp. 44-51

Persistent link: https://www.econbiz.de/10012548603

Complex-Valued Econometrics with Examples in R : Modelling, Regression and Applications

Svetunkov, Sergey; Svetunkov, Ivan - 2024

Chapter 1. Introduction to theory of complex variables -- Chapter 2. Simple Complex Linear Regression -- Chapter 3. Correlation analysis of complex random variables -- Chapter 4. Multiple Complex Linear Regression -- Chapter 5. Assumptions of Complex Linear Models -- Chapter 6. Complex Dynamic...

Persistent link: https://www.econbiz.de/10014631750

Second-order moments of frequency asymmetric cycles

Artiach, Miguel - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2011

Second-order moments, as even functions in time, are conventionally regarded as containing no information about the time irreversible nature of a sequence and therefore about its frequency asymmetry. However, this paper shows that the frequency asymmetry produces a clearly distinct behaviour in...

Persistent link: https://www.econbiz.de/10009399779

Correlograms for non-stationary autoregressions

Nielsen, Bent - Department of Economics, Oxford University - 2003

temporal dependence. Two methods are available for computing these statistics: one based on autocorrelations and the other on …

Persistent link: https://www.econbiz.de/10010604843

SPACE-TIME LAGS: SPECIFICATION STRATEGY IN SPATIAL REGRESSION MODELS

Hernández, Fernando A. López; Yrigoyen, Coro Chasco - EconWPA - 2004

instantaneity of spatial dependence. We also propose the space-time correlogram as an instrument for a better specification of …he purpose of this article is to analyse the dynamic trend of spatial dependence, which is not only contemporary but … spatial lag models, which should include both kind of spatial dependence. Some applications with economic data for Spanish …

Persistent link: https://www.econbiz.de/10005062559

Out-of-sample forecast errors in misspecific perturbed long memory processes

Arranz, Miguel; Marmol, Francesc - In: Statistical Papers 42 (2001) 4, pp. 423-436

Persistent link: https://www.econbiz.de/10005167200

Correlograms for non-stationary autoregressions

Nielsen, Bent - Economics Group, Nuffield College, University of Oxford - 2003

temporal dependence. Two methods are available for computing these statistics: one based on autocorrelations and the other on …

Persistent link: https://www.econbiz.de/10005730314