Estimation of long-range dependence in gappy Gaussian time series
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DOI: 10.1007/s11222-019-09874-0
Abstract: Knowledge of the long-range dependence (LRD) parameter is critical to studies of self-similar behavior. However, statistical estimation of the LRD parameter becomes difficult when the observed data are masked by short-range dependence and other noises… read more here.
Keywords: estimation; long range; range dependence; lrd parameter ... See more keywords
Testing the oil price efficiency using various measures of long-range dependence
Sign Up to like & getrecommendations! Published in 2019 at "Energy Economics"
DOI: 10.1016/j.eneco.2019.104547
Abstract: Abstract In this paper, we empirically examine the application of a host of techniques employed to measure price efficiency through long-range dependence using prices of monthly oil contracts. Using a series of methods, we analyse… read more here.
Keywords: price; long range; oil; range dependence ... See more keywords
Long-range dependence in earthquake-moment release and implications for earthquake occurrence probability
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DOI: 10.1038/s41598-018-23709-4
Abstract: Since the beginning of the 1980s, when Mandelbrot observed that earthquakes occur on ‘fractal’ self-similar sets, many studies have investigated the dynamical mechanisms that lead to self-similarities in the earthquake process. Interpreting seismicity as a… read more here.
Keywords: self similar; range dependence; process; long range ... See more keywords
Stock Returns and Long-range Dependence
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DOI: 10.1177/0972150919866966
Abstract: AbstractThis article studies the long memory behaviour of stock returns on the Ghana Stock Exchange. The estimates employed are based on the daily closing prices of seven stocks on the Ghana Stock ... read more here.
Keywords: range dependence; stock returns; long range; returns long ... See more keywords
Long-Range Dependence Involutional Network for Logo Detection
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DOI: 10.3390/e25010174
Abstract: Logo detection is one of the crucial branches in computer vision due to various real-world applications, such as automatic logo detection and recognition, intelligent transportation, and trademark infringement detection. Compared with traditional handcrafted-feature-based methods, deep… read more here.
Keywords: range dependence; logo detection; detection; long range ... See more keywords
Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation
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DOI: 10.3390/econometrics9040039
Abstract: This paper used cross-sectional aggregation as the inspiration for a model with long-range dependence that arises in actual data. One of the advantages of our model is that it is less brittle than fractionally integrated… read more here.
Keywords: aggregation; range; range dependence; nonfractional long ... See more keywords