Zobrazeno 1 - 2
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pro vyhledávání: '"Leila Marvian Mashhad"'
Autor:
Hossein Hassani, Manuela Royer-Carenzi, Leila Marvian Mashhad, Masoud Yarmohammadi, Mohammad Reza Yeganegi
Publikováno v:
Information, Vol 15, Iss 8, p 449 (2024)
In this article, we study the autocorrelation function (ACF), which is a crucial element in time series analysis. We compare the distribution of the ACF, both from a theoretical and empirical point of view. We focus on white noise processes (WN), i.e
Externí odkaz:
https://doaj.org/article/5fc88c5c68a1403ab0a0100d679aa477
Publikováno v:
Risks, Vol 11, Iss 6, p 113 (2023)
Long-memory models are frequently used in finance and other fields to capture long-range dependence in time series data. However, correctly identifying whether a process has long memory is crucial. This paper highlights a significant limitation in us
Externí odkaz:
https://doaj.org/article/c2c7178091f9487a8c97b08e2594b4d2