We introduce a class of stationary processes characterized by the behaviour of their infinite moving average parameters. We establish the asymptotic behaviour of the covariance function and the behaviour around zero of the ...

En la presente tesis se realiza la comparación de resultados de los modelos tradicionales y fraccionalmente integrados, que se basan en hipótesis de mercado eficiente y la hipótesis del mercado fractal respectivamente. Los ...

Mandelbrot (1971) demonstrou a importância de considerar dependências de longo prazo na precificação de ativos - o método tradicional para mensurá-las, encontrado em Hurst (1951), faz uso da estatística R/S. Paralelamente ...

The Paleoarchean geodynamical evolution of the Bundelkhand Craton is discussed based on the geochemistry (major, trace and rare earth elements) and Sm–Nd isotope systematic of mafic-ultramafic rocks from volcano-sedimentary ...

In this work the exchange rate variable through time series models, short-term memory and long memory, is comparing the results from the regression to determine which the best alternative is. Are studied through regression ...

Las criptomonedas son activos financieros que han tomado gran importancia en la ultima decada, siendo objeto de estudio para diversas investigaciones en el mundo, que a su vez buscan entender el comportamiento de su precio ...

Every year the loss of life due to air pollution is recorded, and in this regard the different entities have developed actions that involve from the formulation of the regulation to the implementation of decontamination ...