Zobrazeno 1 - 10
of 13
pro vyhledávání: '"María Candelaria Gil-Fariña"'
Publikováno v:
Mathematics, Vol 12, Iss 2, p 244 (2024)
This paper deals with the identifiability of VARMA models with VAR order greater than or equal to the MA order, in the context of mixed-frequency data (MFD) using extended Yule–Walker equations. The main contribution is that necessary and sufficien
Externí odkaz:
https://doaj.org/article/63fa837a45454c8099ec5a055ff6ed1e
Publikováno v:
WSEAS TRANSACTIONS ON MATHEMATICS. 19:1-10
Some methods for estimating VARMA models, and Multivariate Time Series Models in general, rely on the use of a Hankel matrix. Some authors suggest taking a larger dimension than theoretically necessary for this matrix. If the data sample is populous
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ce30c57c869e6a838e8d427ed47eacbc
https://doi.org/10.37394/23206.2020.19.1
https://doi.org/10.37394/23206.2020.19.1
Publikováno v:
Empirical Economics. 55:855-882
We analyze six relevant economic and financial variables for the period 2000M1–2015M3 in the context of the Spanish economy: a financial index (IBEX35), a commodity (crude oil price in euros), a foreign exchange index (EUR/USD), a bond (Spanish 10-
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4d8ea46cc1d9dfe0706b3fe4cd443bff
https://doi.org/10.1007/s00181-017-1295-5
https://doi.org/10.1007/s00181-017-1295-5
Publikováno v:
Journal of Computational and Applied Mathematics. 261:30-38
In this paper we propose a tabular procedure for identifying sets of minimal row degrees corresponding to Matrix Pade Approximants. The objective is to make it easier to interpret and properly apply them in various fields. When considering formal mat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e7075d8d7a410de6928b6a88506393a1
https://doi.org/10.1016/j.cam.2013.10.012
https://doi.org/10.1016/j.cam.2013.10.012
Publikováno v:
Journal of Applied Mathematics, Vol 2012 (2012)
J. Appl. Math.
J. Appl. Math.
We use wavelet multiresolution decomposition and cross-wavelet analysis to reveal certain properties in financial data related to mortgages to households and gross domestic product data in Spain. Wavelet techniques possess many desirable properties,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::23e098ecf91e549d8a61881b96e44195
https://doi.org/10.1155/2012/917247
https://doi.org/10.1155/2012/917247
Publikováno v:
Numerical Algorithms. 58:439-449
This paper solves an open theoretical question in the identification stage of Scalar Component Models, posed initially by Tiao and Tsay and noted by several researchers, specifically as it refers to the choice of a certain parameter present in the pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0f223153b191eb961d05650539ca7239
https://doi.org/10.1007/s11075-011-9462-9
https://doi.org/10.1007/s11075-011-9462-9
Publikováno v:
Journal of Mathematics and Statistics. 5:215-225
Problem statement: The specific properties of data series are of primary importance in several sciences. In the field of time series analysis, several researchers have considered the rational approximation theory, particularly the Pade Approximation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3ff3231b03e224c7ca0fa7a246af5be1
https://doi.org/10.3844/jmssp.2009.215.225
https://doi.org/10.3844/jmssp.2009.215.225
Publikováno v:
Journal of Social Sciences. 4:88-97
The EU is the world‘s largest importer of bananas and the only major managed market in the international banana trade. Spain is the main banana producer within the European Union (EU), followed by France and Portugal. In all these countries the fru
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::da94a66420b82471d524b2d4b1045f28
https://doi.org/10.3844/jssp.2008.88.97
https://doi.org/10.3844/jssp.2008.88.97
Publikováno v:
Scopus-Elsevier
This research was concerned with the identification of rational models in stochastic processes and we use the Pade-Laurent Approximation to identify a Transfer-Function Model with Expectations. We mention the T-table method and focus in studying the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b837493d214baa0d173ef22b3e96d390
https://doi.org/10.3844/jmssp.2007.268.276
https://doi.org/10.3844/jmssp.2007.268.276
Publikováno v:
Numerical Algorithms. 33:277-292
In economics, the systematic treatment of data to obtain specific properties from long (or short) data series is a main objective. The use of rational models and related numerical methods can be useful to help to predict the behaviour of relevant eco
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a09607f717b46ee189fd11fafef9eb7f
https://doi.org/10.1023/a:1025580409039
https://doi.org/10.1023/a:1025580409039