Cover Image

Mitigating the choice of the duration in DDMS models through a parametric link

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Mendes, Fernando Henrique de Paula e Silva, Turatti, Douglas Eduardo, Pumi, Guilherme
Format:	Preprint
Published:	2023
Subjects:	Applications Statistics Theory 62M10, 62F10, 91B84
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

On filter-type estimation of discretely sampled cyclic long-memory processes
by: Ayache, Antoine, et al.
Published: (2024)

Bayesian Dynamic Modeling of Realized Volatility in Financial Asset Price Forecasting
by: Woitschig, Patrick, et al.
Published: (2026)

Explainable Machine Learning for Macroeconomic and Financial Nowcasting: A Decision-Grade Framework for Business and Policy
by: Attolico, Luca
Published: (2025)

Inference for Local Projections
by: Inoue, Atsushi, et al.
Published: (2023)

A two-step approach to production frontier estimation and the Matsuoka's distribution
by: Matsuoka, Danilo Hiroshi, et al.
Published: (2023)

Sparse and Low-bias Estimation of High Dimensional Vector Autoregressive Models
by: Ruiz, Trevor D., et al.
Published: (2019)

Switching between states and the COVID-19 turbulence
by: Aarab, Ilias
Published: (2025)

Opening the Black Box: Nowcasting Singapore's GDP Growth and its Explainability
by: Attolico, Luca
Published: (2025)

The Aligned Economic Index & The State Switching Model
by: Aarab, Ilias
Published: (2025)

Temporal Coverage Bias in Financial Panel Data: A Coverage-Aware Structuring Framework with Evidence from the Dhaka Stock Exchange
by: Muhammad, Tashreef
Published: (2026)

Stylized facts of the Indian Stock Market
by: Sen, Rituparna, et al.
Published: (2019)

Range-Based Volatility Estimators for Monitoring Market Stress: Evidence from Local Food Price Data
by: Andrée, Bo Pieter Johannes
Published: (2026)

Order selection in GARMA models for count time series: a Bayesian perspective
by: Lastra, Katerine Zuniga, et al.
Published: (2024)

A New Stock Market Valuation Measure with Applications to Retirement Planning
by: Sarantsev, Andrey
Published: (2019)

On the Unit Teissier Distribution: Properties, Estimation Procedures and Applications
by: Akhter, Zuber, et al.
Published: (2026)

External Demand, Domestic Monetary Conditions, and Remittance Dynamics in Nepal
by: Malla, Sahaj Raj
Published: (2026)

A Novel Multiple Imputation Approach For Parameter Estimation in Observation-Driven Time Series Models With Missing Data
by: Pumi, Guilherme, et al.
Published: (2026)

Identification in (Endogenously) Nonlinear SVARs Is Easier Than You Think
by: Duffy, James A., et al.
Published: (2026)

Bivariate generalized autoregressive models for forecasting bivariate non-Gaussian times series
by: Ribeiro, Tatiane Fontana, et al.
Published: (2025)

Properties of the reconciled distributions for Gaussian and count forecasts
by: Zambon, Lorenzo, et al.
Published: (2023)

Can Renewable Energy Mitigate Inflationary Pressures from Energy Imports? Evidence from Turkiye
by: Akusta, Emre
Published: (2026)

Double Descent and Benign Overfitting in Macroeconomic Forecasting
by: Carriero, Andrea, et al.
Published: (2026)

Bitcoin's Power Law: Weak Structure, Strong Forecasts
by: Baquero, Carlos, et al.
Published: (2026)

A linear regression model for quantile function data applied to paired pulmonary 3d CT scans
by: Béclin, Marie-Félicia, et al.
Published: (2024)

Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection
by: Sikaria, Shubhangi, et al.
Published: (2019)

Estimation of Long-Range Dependent Models with Missing Data: to Impute or not to Impute?
by: Pumi, Guilherme, et al.
Published: (2023)

Semiparametric Volatility Model with Varying Frequencies
by: Benito, Jetrei Benedick R., et al.
Published: (2021)

The VIX as Stochastic Volatility for Corporate Bonds
by: Park, Jihyun, et al.
Published: (2024)

Inference on common trends in functional time series
by: Nielsen, Morten Ørregaard, et al.
Published: (2023)

Reliability estimation in dependent stress-strength model with Clayton copula and modified Weibull margins
by: Kızılaslan, Fatih
Published: (2026)

Bootstrap tests for almost goodness-of-fit
by: Baíllo, Amparo, et al.
Published: (2024)

Unit-Weibull Autoregressive Moving Average Models
by: Pumi, Guilherme, et al.
Published: (2022)

Cubic lower record-based transmuted family of distributions: Theory, Estimation, Applications
by: Tanış, Caner
Published: (2026)

New Goodness-of-Fit Tests for Time Series Models
by: Mahdi, Esam
Published: (2020)

Pairwise accelerated failure time regression models for infectious disease transmission in close-contact groups with external sources of infection
by: Sharker, Yushuf, et al.
Published: (2019)

A Matsuoka-Based GARMA Model for Hydrological Forecasting: Theory, Estimation, and Applications
by: Pumi, Guilherme, et al.
Published: (2025)

Inference on Common Trends in a Cointegrated Nonlinear SVAR
by: Duffy, James A., et al.
Published: (2025)

Empirical study of periodic autoregressive models with additive noise -- estimation and testing
by: Żuławiński, Wojciech, et al.
Published: (2023)

ANOVATS: A subsampling-based test to detect differences among short time series in marine studies
by: Goto, Yuichi, et al.
Published: (2025)

Comparative analysis of two new wind speed T-X models using Weibull and log-logistic distributions for wind energy potential estimation in Tabriz, Iran
by: Mohammadpour, Meysam, et al.
Published: (2024)