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Temporal aggregation and bandwidth selection in estimating long memory
(Escola de Pós-Graduação em Economia da FGV, 2003-03-30)
This paper reinterprets results of Ohanissian et al (2003) to show the asymptotic equivalence of temporally aggregating series and using less bandwidth in estimating long memory by Geweke and Porter-Hudak’s (1983) estimator, ...
Robustness of stationary tests under long-memory alternatives
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2004-04-01)
This paper investigates the presence of long memory in financiaI time series using four test statistics: V/S, KPSS, KS and modified R/S. There has been a large amount of study on the long memory behavior in economic and ...
Estimation of seasonal fractionally integrated processes
(ELSEVIER SCIENCE BV, 2006)
This paper discusses the estimation of fractionally integrated processes with seasonal components. In order to estimate the fractional parameters, we propose several estimators obtained from the regression of the log-periodogram ...
On an external memory scheme for processor arrays
(Electronics Express, 2013)
Application of the NARX neural network as a digital predistortion technique for linearizing microwave power amplifiers
(Microwave and Optical Technology Letters, 2017)
Escalonamento baseado em localidade no ambiente Watershed
(Universidade Federal de Minas GeraisUFMG, 2016-07-15)
Increased in connectivity and bandwidth on the Internet, combined with the reduced cost of electronic equipment in general have caused an explosion in the volume of data traveling over the network. At the same time, resources ...