دانلود مقالات ISI درباره 62M10 + ترجمه فارسی

Forecasting crude oil prices by a semiparametric Markov switching model: OPEC, WTI, and Brent cases

Keywords: 91B84; 62M10; Crude oil price; Forecasting; Markov switching AR-ARCH model; Semiparametric models;

دانلود رایگان متن کامل مقاله ISI 31 صفحه سال انتشار : 2018 سفارش ترجمه

Forecasting of time data with using fractional Brownian motion

Keywords: Stochastic model; Optimal forecast; Fractional Brownian motion; 60G22; 62M10; 91B84;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2017 سفارش ترجمه

Feasible optimum Godambe scores for a semi-parametric GARCH time series

Keywords: primary; 62M10; secondary; 62P10; Feasible score; GARCH; Optimum Godambe score; Quasi-maximum likelihood;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2017 سفارش ترجمه

Asymptotic Fisher information matrix of Markov switching VARMA models

Keywords: 62B10; 62F12; 62M02; 62M10; Time series with changes in regime; Information matrix computation; Markov switching VARMA; Asymptotic covariance matrix; Gaussian maximum likelihood estimator;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2017 سفارش ترجمه

Generalized information criterion for the AR model

Keywords: 62M10; 62J07; Adaptive LASSO; Autoregressive model; Generalized information criterion; Subset selection; Sunspot numbers;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2017 سفارش ترجمه

Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data

Keywords: 62G10; 62M10; 62G07; Random-coefficient autoregression; Empirical process; Kolmogorov-Smirnov statistic; Goodness-of-fit testing; Kernel density estimator; Panel data;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2017 سفارش ترجمه

An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns

Keywords: 62M10; 62N02; 62P20; 91B84; Exponential GARCH; Multivariate log-GARCH-X; VARMA-X; Equation-by-Equation estimation (EBEE); Least squares;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2017 سفارش ترجمه

Inference for the autocovariance of a functional time series under conditional heteroscedasticity

Keywords: 62M10; Autocovariance; Conditional heteroskedasticity; Functional data;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2017 سفارش ترجمه

Prediction of functional ARMA processes with an application to traffic data

Keywords: Functional ARMA process; Functional principal component analysis (FPCA); Functional time series analysis (FTSA); Functional prediction; Traffic data analysis; 62M10; 62M20; 60G25;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2017 سفارش ترجمه

Asymptotic properties of a component-wise ARH(1) plug-in predictor

Keywords: 11C20; 11H55; 11M50; 15A24; 15A63; 15A69; 34L05; 60B12; 60G10; 60G15; 60G25; 60H25; 62M10; 62M15; 62M20; ARH(1) processes; Consistency; Functional prediction; Mean absolute and quadratic convergence;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2017 سفارش ترجمه

Empirical likelihood inference for INAR(1) model with explanatory variables

Keywords: primary; 62M10; secondary; 62G05; Empirical likelihood; INAR process; Explanatory variables; Asymptotic distribution;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2016 سفارش ترجمه

Plug-in prediction intervals for a special class of standard ARH(1) processes

Keywords: 60G07; 60G60; 62M10; 62M20Asymptotic results; Autocorrelation operator componentwise estimator; Autoregressive Hilbertian processes; Functional componentwise prediction intervals

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2016 سفارش ترجمه

Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors

Keywords: 62G08; 62G20; 62H99; 62M09; 62M10; 62M99Functional data analysis (FDA); Long-range dependence; Eigenfunctions; Eigenvalues; Scores

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2016 سفارش ترجمه

Statistical inference for nonparametric GARCH models

Keywords: 62M10; 62G08Autoregression; Financial time series; Inference for stochastic processes; Minimax rates; Nonparametric regression

دانلود رایگان متن کامل مقاله ISI 32 صفحه سال انتشار : 2016 سفارش ترجمه

Sparse PCA-based on high-dimensional Itô processes with measurement errors

Keywords: 60H05; 62H25; 62M10; 62G05; Integrated volatility; Itô diffusion process; Minimax bound; Multi-scale realized volatility; Pre-averaging realized volatility; Principal components analysis; Sparsity; Subspace estimation;

دانلود رایگان متن کامل مقاله ISI 35 صفحه سال انتشار : 2016 سفارش ترجمه

Joint aggregation of random-coefficient AR(1) processes with common innovations

Keywords: primary; 62M10; 60G22; secondary; 60G15; 60G18; 60H05; Aggregation; Random-coefficient AR(1) process; Intermediate scaling;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2015 سفارش ترجمه

Empirical likelihood for linear and log-linear INGARCH models

Keywords: 62M10; 62G15Empirical likelihood; GARCH; Poisson; Time series of counts

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2015 سفارش ترجمه

Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models

Keywords: primary; 62M10; secondary; 62M05; Markov-switching bilinear processes; Stationarity; Invertibility; Quasi-maximum likelihood; Strong consistency;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2015 سفارش ترجمه

Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics

Keywords: 62G09; 60F17; 62M10; 60F05Absolute regularity; Near epoch dependence; Hilbert space; Block bootstrap; Functional time series

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2015 سفارش ترجمه

Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data

Keywords: 62G10; 62M07; 62M10; 91B25; Nonparametric tests; Time-varying beta; Stochastic volatility; High-frequency data;

دانلود رایگان متن کامل مقاله ISI 34 صفحه سال انتشار : 2015 سفارش ترجمه

Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes

Keywords: 62M20; 62M10; 60G10; 47BFunctional filters; Hilbert spaces; Linear processes; Measurable linear transformations; Prediction; Large dimensions

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2014 سفارش ترجمه

Futures pricing in electricity markets based on stable CARMA spot models

Keywords: Primary; 60G52; 62M10; 91B84; Secondary; 60G10; 60G51; 91B70; C58; G13; CARMA model; Electricity spot prices; Electricity futures prices; Continuous time linear model; Lévy process; Stable CARMA process; Risk premium; Robust filter;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2014 سفارش ترجمه

Tests for real and complex unit roots in vector autoregressive models

Keywords: 62M10; 62F05; Cointegration; Companion matrix; Eigenvalue test; Non-standard asymptotic distribution; Seasonal unit root; Time series;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2014 سفارش ترجمه

A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model

Keywords: 62M10; 62M15; 60G18Time Series; Fractional differencing; Long memory; SARFIMA; Seasonality

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2014 سفارش ترجمه

Trimmed stable AR(1) processes

Keywords: primary; 60F17; secondary; 62M10; 62G10; Trimming; Heavy tails; Asymptotic normality; Autoregressive(1) processes; CUSUM processes;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2014 سفارش ترجمه

An algorithm for the exact Fisher information matrix of vector ARMAX time series

Keywords: 62B10; 62M10; 60G15; 37M10Fisher information matrix; Matrix differentiation; Vector ARMAX process; E4 Toolbox

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2014 سفارش ترجمه

Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series

Keywords: 60G10; 62M15; 62M10; Spectral representation; Spectral density operator; Functional data analysis; Functional principal components; Discrete Fourier transform; Cumulants; Mixing;

دانلود رایگان متن کامل مقاله ISI 29 صفحه سال انتشار : 2013 سفارش ترجمه

Comparing spectral densities of stationary time series with unequal sample sizes

Keywords: 62M10; 62M15; 62G10Spectral density; Cluster analysis; Time series; Stationary process; Unequal length

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2013 سفارش ترجمه

On the convergence of the spectrum of finite order approximations of stationary time series

Keywords: 62M10; 62F12; 37M10; 60F25; 60G10; 60G99; 62J99Wide sense stationary time series; Autoregressive estimate; Moving average estimate; Spectral density; Wold decomposition; Time average variance constant

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2013 سفارش ترجمه

Optimal rank-based tests for block exogeneity in vector autoregressions

Keywords: 62M10; 62G10; 62G20; VAR models; Block independence; Local asymptotic normality; Multivariate ranks and signs;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2013 سفارش ترجمه

Best permutation analysis

Keywords: 62H12; 62H20; 62-09; 20B30; 62M10;

دانلود رایگان متن کامل مقاله ISI 31 صفحه سال انتشار : 2013 سفارش ترجمه

A note on using periodogram-based distances for comparing spectral densities

Keywords: 62M10; 62G10Periodogram; Spectral density; Nonparametric tests

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2012 سفارش ترجمه

A functional linear model for time series prediction with exogenous variables

Keywords: 62M10; 62H12; 62F12Functional model; Exogeneity; BB-spline; Regularization; ARH(1)

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2012 سفارش ترجمه

An explicit representation of Verblunsky coefficients

Keywords: 62M10; 42C05; 60G10Verblunsky coefficients; Partial autocorrelation functions; Phase functions; FARIMA processes; Long memory

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2012 سفارش ترجمه

Change point test of tail index for autoregressive processes

Keywords: 62M10; 62F05Tail index; Hill’s estimator; Change point test; AR(pp) process; Residuals

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2012 سفارش ترجمه

Likelihood inference in small area estimation by combining time-series and cross-sectional data

Keywords: 62D99; 62F12; 62H10; 62M10; 62M20Autocorrelated errors; Bayesian computation; Hierarchical model; Prediction interval and exponential family; Random effect

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2012 سفارش ترجمه

Asymptotics for a class of generalized multicast autoregressive processes

Keywords: primary; 62M10; secondary; 62P10; Branching correlation; Generalized multicast autoregressive model; Martingale estimating functions; Multi-casting tree; Pathwise stationarity;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2012 سفارش ترجمه

A note on Jarque-Bera normality test for ARMA-GARCH innovations

Keywords: primary; 62M10; secondary; 62F05; ARMA-GARCH model; Jarque-Bera test; Normality test; Residual-based test; Skewness; Kurtosis;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2012 سفارش ترجمه

A note on testing hypotheses for stationary processes in the frequency domain

Keywords: 62M10; 62M15; 62G10Stationary process; Goodness-of-fit tests; Kernel estimate; Smoothed periodogram; Weak convergence under the alternative

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2012 سفارش ترجمه

Model selection for integrated autoregressive processes of infinite order

Keywords: 62M10; 62M20Asymptotic efficiency; Integrated AR(∞∞) processes; Model selection; Mean squared prediction error

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2012 سفارش ترجمه

The point process approach for fractionally differentiated random walks under heavy traffic

Keywords: primary; 60F99; secondary; 60G52; 60G22; 60K25; 62M10; 60G70; 62P20; Heavy traffic; Point process; Supremum functional; Fractional random walk; FARIMA process; Poisson process;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2012 سفارش ترجمه

Bootstrap testing for discontinuities under long-range dependence

Keywords: 62G08; 62G09; 62M10; 62M07Long-range dependence; Bootstrap; Nonparametric regression; Wavelet; Thresholding; Test for discontinuity

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2012 سفارش ترجمه

Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution

Keywords: primary; 60F99; secondary; 60G52; 60G22; 60K25; 62M10; 60G70; 62P20; Heavy traffic; Ruin probability; Fractional random walk; FARIMA process; Fractional Lévy stable process;

دانلود رایگان متن کامل مقاله ISI 28 صفحه سال انتشار : 2012 سفارش ترجمه

An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory

Keywords: 62M10; 62G05; 62G20; 91B84Integrated covolatility; Microstructure noise; Multiscale estimator; Non-synchronous observations; Stable limit theorem

دانلود رایگان متن کامل مقاله ISI 43 صفحه سال انتشار : 2012 سفارش ترجمه

A remark on the Bahadur representation of sample quantiles for negatively associated sequences

Keywords: Primary; 62F12; Secondary; 62M10; Bahadur representation; Sample quantile; Negatively associated random variables;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2011 سفارش ترجمه

Asymptotic behaviour of the LS estimator in a nonlinear model with long memory

Keywords: 62J02; 62F12; 62F03; 62M10; Nonlinear model; Long memory; Least squares estimator; Asymptotic properties;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Constancy test for FARIMA long memory processes

Keywords: primary; 62M10; secondary; 62G10; 62G20; Long memory process; FARIMA models; Change point; Cusum test; QMLE;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Tests for independence in non-parametric heteroscedastic regression models

Keywords: 62G08; 62G10; 62M10; 62G20Test of independence; Empirical characteristic function; Kernel regression estimator; Bootstrap

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

On spline regression under Gaussian subordination with long memory

Keywords: 62M10; 62F12; 62J02; 62P10; 62M09Long-range dependence; Hermite rank; Gaussian subordination; Spline regression; Two-phase regression; Change point

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2011 سفارش ترجمه

Autoregressive process modeling via the Lasso procedure

Keywords: 62M10; 62F12; 62J07Autoregressive model; Estimation consistency; Lasso procedure; Model selection; Prediction consistency

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2011 سفارش ترجمه