نتایج جستجو برای: آزمون gph

تعداد نتایج: 120234  

Journal: :International Journal of Computational Economics and Econometrics 2021

Estimation of the long-memory parameter from log-periodogram (LP) regression, due to Geweke and Porter-Hudak (GPH), is a simple frequently used method semi-parametric estimation. However, LP estimator suffers finite sample bias that increases with dependency in short-run component spectral density. More recently, Arteche Orbe (2009a, 2009b), context GPH estimator, suggested promising bootstrap ...

ژورنال: :مهندسی مالی و مدیریت اوراق بهادار 2013
منصور کاشی میرفیض فلاح شمس لیالستانی محمد دنیایی

فرایند حافظه کوتاه مدت با در برداشتن شکست ساختاری در میانگین، ممکن است به علت کاهش هیپربولیکی تابع خودهمبستگی یا دیگر خصوصیات، فرایند انباشته کسری را به تصویر کشد. در پژوهش حاضر به بررسی وجود احتمالی این امر با آزمون های نیمه پارامتریک و پارامتریک حافظه بلندمدت و تشخیص و تعیین نقاط زمانی شکست توسط آزمون های ols مبنی بر supf ،cusum و بای و پرون (1998 ،2003) پرداخته شده است. نتایج مشاهده شده حاکی...

2004
JIN LEE

We consider semiparametric log periodogram regression estimation of memory parameter for the latent process in long memory stochastic volatility models. It is known that though widely used among researchers, the Geweke and Porter-Hudak (1983; GPH) LP estimator violates the Gaussian or Martingale assumption, which results in significant negative bias due to the existence of the spectrum of non-G...

1999
Felix Hernandez Ricardo Peña-Marí Fernando Rubio

We describe PARADISE (PARAllel DIstribution Simulator for Eden) a simulator developed to proole the execution of programs written in the parallel functional programming language Eden BLOMP96], BLOMP97]. Eden extends the lazy functional language Haskell by syntactic constructs to explicitly deene processes. Paradise is a substantial modiication of GranSim HLP94], Loi96], Loi98], a tool to study ...

2003
Clifford M. Hurvich Bonnie K. Ray

We propose a new semiparametric estimator of the degree of persistence in volatility for long memory stochastic volatility (LMSV) models. The estimator uses the periodogram of the log squared returns in a local Whittle criterion which explicitly accounts for the noise term in the LMSV model. Finite-sample and asymptotic standard errors for the estimator are provided. An extensive simulation stu...

Journal: :Molecular and Cellular Endocrinology 2014
Xuliang Jiang James A. Dias Xiaolin He

This article reviews the progress made in the field of glycoprotein hormones (GPH) and their receptors (GPHR) by several groups of structural biologists including ourselves aiming to gain insight into GPH signaling mechanisms. The GPH family consists of four members, with follicle-stimulating hormone (FSH) being the prototypic member. GPH members belong to the cystine-knot growth factor superfa...

Journal: :International Journal of Research in Medical Sciences 2022

Benign prostatic hyperplasia (BPH) is one of the most common conditions experienced by aging males and a frequent cause bladder outlet obstruction macroscopic haematuria. “Giant hyperplasia” (GPH) term that describes rare cases extremely enlarged prostate glands, weighing up to 500g. Typically, patients with GPH have severe symptoms seek medical care treat their voiding complaints. an uncommon ...

Journal: :Food Research International 2021

Bioactive peptides have been broadly studied for their contribution to human health. This study aimed identify bioactive generated by in vitro gastrointestinal digestion of yam proteins. Yam protein concentrate (YPC) was submitted simulated digestion. Gastric phase hydrolysate (GPH) and total (GIPH) had identified nanoLC-ESI-MS/MS. Peptide sequences were subjected a database-driven (BIOPEP) bio...

ژورنال: مدلسازی اقتصادی 2013
احمد جعفری صمیمی, روزبه بالونژاد

در این مقاله وجود پایداری در نرخ تورم ایران آزمون می‌شود. برای این منظور، درجه انباشتگی کسری، با استفاده از روش‌های GPH، تعدیل رابینسون، ریزن، وایتل و موجک‌ها و با استفاده از داده‌های بانک مرکزی در مورد شاخص قیمت مصرف کننده سال‌های 1351-1390، تخمین زده شد. نتایج حاصل از تحقیق، بیانگر وجود پایداری در نرخ تورم ایران است. وجود ایستایی و پایداری نرخ تورم در اقتصاد، بیانگر این است که در صورت بروز یک...

Journal: :Health and Quality of Life Outcomes 2021

Abstract Background Health-related quality of life (HRQoL) serves as a direct measure individuals’ health, expectancy and the impact that utilization health care has on life. The purpose this study is to assess HRQoL people living with HIV (PLHIV), ascertain its association social inequalities clinical determinants among in Benishangul Gumuz Regional State, Ethiopia. Methods A cross-sectional w...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید