Search Results - "Stationary process"

Analysing point patterns on networks — A review by Baddeley, Adrian, Nair, Gopalan, Rakshit, Suman, McSwiggan, Greg, Davies, Tilman

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Are shocks to wood fuel production permanent? Evidence from the EU by Jaunky, Vishal, Lundmark, R.

“…Wood production in approximately 78% of the countries is found to follow a non-stationary process supported by the result that most of the panel unit root tests also point towards a non-stationary process. …”
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Are Fluctuations in Coal Consumption Transitory or Permanent? Evidence from A Panel of US States by Apergis, Nicholas, Loomis, D., Payne, J.

“…This short communication investigates whether or not US coal consumption follows a stationary process by examining coal consumption for the 50 US states over the period 1982–2007. …”
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Are shocks to copper consumption persistent? by Jaunky, Vishal

“…Copper consumption is found to follow a non-stationary process for about 86 % of the countries. There is also overwhelming evidence of a similar process when panel unit root tests are applied. …”
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Real interest rate parity in the ASEAN-5 countries : a nonlinear perspective. by Baharumshah, Ahmad Zubaidi, Liew, Venus Khim Sen, Hamzah, Nor Aishah

“…The results from Kapetanios et al. (2003) demonstrated that the adjustment of ASEAN-5 real interest rates towards real interest rates in Japan and the US follows a nonlinear (stationary) process. Overall, the evidence is in favour of RIP.…”
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Attitude determination from GNSS using adaptive Kalman filtering by El-Mowafy, Ahmed, Mohamed, A.

“…The sequence is used as a piece-wise stationary process inside an estimation window. The measurement noise covariance matrix and the system noise matrix are adaptively estimated. …”
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Are Shocks to Natural Gas Consumption Temporary or Permanent? Evidence From a Panel of U.S. States by Apergis, Nicholas, Loomis, D., Payne, J.

“…This short communication examines whether or not U.S. natural gas consumption follows a stationary process. Unlike previous research that has focused on regional country or industrial sector-based panel studies, this study undertakes a sub-national investigation of natural gas consumption for the 50 U.S. states. …”
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Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective by Ahmad Zubaidi, Baharumshah, Liew, Venus Khim-Sen, Nor Aishah, Hamzah

“…The results from Kapetanios et al. (2003) demonstrated that the adjustment of ASEAN-5 real interest rates towards real interest rates in Japan and the US follows a nonlinear (stationary) process. Overall, the evidence is in favour of RIP.…”
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Testing Stationarity of Budgetary Position in Developing Countries by Lau, Evan, Ahmad Zubaidi, Baharumshah, Shazali Abu, Mansor, Puah, Chin-Hong

“…The univariate unit root tests indicated a non-stationary process of I(1) with the exception of three countries. …”
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Current account: mean-reverting or random walk behavior? by Lau, Evan, Ahmad Zubaidi, Baharumshah, Chan, Tze Haw

“…Univariate unit root tests indicate that current account follows a non-stationary process under both eras. However, using more sophisticated panel techniques revealed that the current account displays mean-reverting property in all three sampling periods. …”
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Review of parameter estimation techniques for time-varying autoregressive models of biomedical signals by Najeeb, Athaur Rahman, Salami, Momoh Jimoh Emiyoka, Gunawan, Teddy Surya, Aibinu, Abiodun Musa

“…However, features extracted from these methods are not always suitable and methods for non-stationary process are needed. Time varying signals are more accurately represented by time frequency methods and received most attention recently. …”
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A collaborative multiplicative Holt-Winters forecasting approach with dynamic fuzzy-level component by Kays, H. M.Emrul, Karim, A.N. Mustafizul, Che Daud, Mohd Radzi, Varela, Leonilde, Putnik, Göran, Machado, Jose

“…The current practice of integrating and/or determining the initial value of LT is a stationary process, as it restricts the scope of adjustment with the progression of time and, thereby, the forecasting accuracy is compromised, while the periodic updating of LT is avoided, presumably due to the computational complexity. …”
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Essays on US business cycle investigated from Keynesian perspective by Kim, Minsu

“…The estimated boom-bust cycle is far from a stationary process in that it is long-lasting, large in size and displays sharp reversions to the trend. …”
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Zero-crossing intervals of Gaussian and symmetric stable processes by Cao, Yufei

“…This thesis studies the properties of the zero-crossings of stationary processes belonging to the symmetric-stable class of Gaussian and non-Gaussian type, corresponding to the stability index nu=2 and 0<nu<2 respectively.…”
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Logistic regression for spatial Gibbs point processes by Baddeley, Adrian, Coeurjolly, J., Rubak, E., Waagepetersen, R.

“…Implementationof our technique does not require numerical quadrature, and thus avoids a source of bias inherentin other methods. For stationary processes, we prove that the parameter estimator is stronglyconsistent and asymptotically normal, and propose a variance estimator. …”
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Some stylized facts about international trade flows by Harris, Mark, Konya, L., Matyas, L.

“…Moreover, bilateral trade flows are probably best modeled as a mixed panel of stationary and non-stationary processes. The stationary vs non-stationary separation of these flows, although not random, does not appear to be related to any common characteristics of the trading partners.…”
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Exchange rate volatility and uncertainty in India - A study of INR vs MYR by G., Sailasri, V., Panduraga

“…The exchange rate volatility and its modelling has gained importance since the breakdown of Brett on Woods System in 1973 and subsequent movement of many countries shifting from fixed exchange rate system to floating exchange rate system.India shifted from fixed exchange rate to the Liberalized Exchange Rate Management System (LERMS) in 1992 and market determinant exchange rate regime in 1993 which is a major structural changes in Indian foreign exchange market.This has lead to huge volatility in exchange rate.Exchange rate volatility induces uncertainty in international transactions.This uncertainty reduces international trade and the growth of the economy.The present study is an attempt to analyse the volatility and uncertainty of exchange rate with specific reference to INR vs MYR (Malaysian Ringgit) based on the past 14 years daily exchange rate while the time series properties of the data was examined using the ADF and PP approach, the stationary process, and order of the incorporated series.The ARCH and GARCH models were used to examine the degree or severity of volatility based on the first diff erence estimated volatility.AR GARCH results showed that lagged (last year) exchange rate is significantly responsible for the dynamics of INR vs MYR exchange rate in India.Further, the Granger causality test conducted shows that the direction of causality is more powerful and significant from actual exchange rate to exchange rate uncertainty in India.…”
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Unit roots and structural breaks: new knowledge for the ASEAN macroeconomic time series model / Tan Yan Ling … [et al.] by Tan Yan Ling

“…Most index and rate variables can be treated as trend-stationary processes in Indonesia and Malaysia particularly. …”
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