Keywords: وابستگی سریال; C20; G18; G20; Value at risk; Square-root-of-time rule; Serial dependence; Heavy-tail;
مقالات ISI وابستگی سریال (ترجمه نشده)
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: وابستگی سریال; proactive interference; serial dependence; working memory;
Keywords: وابستگی سریال; Adaptation; Natural scenes; Natural image statistics; Orientation processing; Psychophysics; Serial dependence;
Keywords: وابستگی سریال; Risk management; Risk measures; Serial dependence; Pair-copula construction
Keywords: وابستگی سریال; Panel data; Change point estimation; Segmentation; Nonparametric; CUSUM; Total variation denoising; LASSO; Serial dependence
Keywords: وابستگی سریال; Empirical characteristic function; Panel data; Parameter estimation uncertainty; Permutation test; Serial dependence; Unobservable errors;
Keywords: وابستگی سریال; G1; C01; C02; Risk management; Serial dependence; Cross-interdependence; Copula methods;
Serial dependence of NDARMA processes
Keywords: وابستگی سریال; Categorical time series; NDARMA models; Serial dependence; Gini index; Entropy; Pearson's statistic; Cohen's κ; Cramer's v; Goodman and Kruskal's Ï;
Empirical and sequential empirical copula processes under serial dependence
Keywords: وابستگی سریال; primary, 62G05; secondary, 62G20Bootstrap; Empirical copula process; Functional delta method; Sequential empirical copula process; Serial dependence; Weak convergence; Weak dependence
HAC estimation in spatial panels
Keywords: وابستگی سریال; C10; C31; C33; Panels; HAC estimator; Spatial dependence; Serial dependence;
Model uncertainty analysis by variance decomposition
Keywords: وابستگی سریال; Heteroscedasticity; Model error; River model; Serial dependence; Sewer model; Uncertainty
How accurate is the square-root-of-time rule in scaling tail risk: A global study
Keywords: وابستگی سریال; G18; G20; C20; Value at risk; Square-root-of-time rule; Jump diffusion; Serial dependence; Heavy-tail; Volatility clustering; Subsampling-based test;
Ultra high frequency volatility estimation with dependent microstructure noise
Keywords: وابستگی سریال; Market microstructure; Serial dependence; High frequency data; Realized volatility; Subsampling; Two scales realized volatility; Multiple scales realized volatility;
Markov structure based logistic regression for repeated measures: An application to diabetes mellitus data
Keywords: وابستگی سریال; Correlated binary data; Marginal model; Logistic regression; Longitudinal data; Markov chain; Missing data; Odds ratio; Repeated measures; Serial dependence
A zero-inflated negative binomial regression model with hidden Markov chain
Keywords: وابستگی سریال; C35; G21; F36; Negative binomial distribution; Panel count data with excess zeros; Serial dependence; Markov chain; Foreign direct investment (FDI);
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
Keywords: وابستگی سریال; C14; C22; C12; C32; E4; Autocorrelation; Serial dependence; Nonparametric test; Distribution-free test; Heterogeneity; Heteroskedasticity; Symmetric distribution; Robustness; Exact test; Bound; Exponential bound; Large deviations; Chebyshev inequality; Be
Evidence on the speed of convergence to market efficiency
Keywords: وابستگی سریال; G14; Serial dependence; Market efficiency; Speed of convergence;