نتایج جستجو برای: high frequency data

تعداد نتایج: 4249881  

Journal: :Journal of physics 2022

Abstract Condition-based maintenance using routinely collected Supervisory Control and Data Acquisition (SCADA) data is a promising strategy to reduce downtime costs associated with wind farm operations maintenance. New approaches are continuously being developed improve the condition monitoring for turbines. Development of normal behaviour models popular approach in studies SCADA data. This pa...

Journal: :ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH 2018

Journal: :The Stata Journal: Promoting communications on statistics and Stata 2016

Journal: :Japanese Journal of Statistics and Data Science 2021

This paper obtains asymptotic results for parametric inference using prediction-based estimating functions when the data are high-frequency observations of a diffusion process with an infinite time horizon. Specifically, at n equidistant points $$\Delta _n i$$ , and scenario is \rightarrow 0$$ $$n\Delta \infty$$ . For useful tractable classes functions, existence consistent estimator proved und...

Journal: :The journal of investment strategies 2021

This is the first paper that estimates price determinants of Bitcoin in a generalized autoregressive conditional heteroscedasticity (GARCH) framework using high-frequency data. Derived from theoretical model, we structurally estimate transaction demand and speculative models hourly data for 2013–21. In line with hypothesis, our empirical results confirm both have statistically significant impac...

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