منابع مشابه
Discrimination between deterministic trend and stochastic trend processes
Most of economic and financial time series have a nonstationary behavior. There are different types of nonstationary processes, such as those with stochastic trend and those with deterministic trend. In practice, it can be quite difficult to distinguish between the two processes. In this paper, we compare random walk and determinist trend processes using sample autocorrelation, sample partial a...
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In recent years, the feasibility of utilizing gas hydrates in industrial systems draws much attention as a subject of engineering studies. Despite the suggested applications for gas hydrate in transportation and storage of natural gas, desalination of water, etc., there have been few applied industrial experiences with gas hydrates. There are several patents and papers on promotion of gas hydra...
متن کاملTrend/Cycle Decomposition of Regime-Switching Processes
We present a new approach to trend/cycle decomposition of time series that follow regime-switching processes. The proposed approach, which we label the “regime-dependent steady-state” (RDSS) decomposition, is motivated as the appropriate generalization of the Beveridge-Nelson (1981) decomposition to the setting where the reduced-form dynamics of a given series can be captured by a regime-switch...
متن کاملEstimation of parameters for trend-renewal processes
Methods of estimating unknown parameters of a trend function for trend-renewal processes are investigated in the case when the renewal distribution function is unknown. If the renewal distribution is unknown, then the likelihood function of the trend-renewal process is unknown and consequently the maximum likelihood method cannot be used. In such a situation we propose three other methods of es...
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Interest in the presence and nature of trend arises frequently in science, public health, technology, and many other areas. In this ar- ticle we discuss the notion of trend in the context of recurrent event processes. We discuss different frameworks within which one can inves- tigate trend and consider various ways in which trends may be manifest. Tests for trend are discussed in detail and t...
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ژورنال
عنوان ژورنال: Journal of the Fuel Society of Japan
سال: 1956
ISSN: 0369-3775,2185-226X
DOI: 10.3775/jie.35.8_446