Long Memory, Realized Volatility and Heterogeneous Autoregressive Models
In: Journal of Time Series Analysis, Band 40, Heft 4, S. 609-628
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In: Journal of Time Series Analysis, Band 40, Heft 4, S. 609-628
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In: Journal of economic dynamics & control, Band 24, Heft 5-7, S. 1027-1046
ISSN: 0165-1889
In: Sborník vědeckých prací Vysoké Školy Báňské - Techniké Univerzity Ostrava: Transactions of the VŠB - Technical University of Ostrava. Řada strojní = Mechanical series, Band 59, Heft 1, S. 13-20
ISSN: 1804-0993
In: Social philosophy today: an annual journal from the North American Society for Social Philosophy, Band 21, S. 257-260
ISSN: 2153-9448
In: Defence science journal: DSJ, Band 52, Heft 1, S. 33-39
ISSN: 0011-748X
In: International journal of forecasting, Band 18, Heft 2, S. 243-264
ISSN: 0169-2070
In: Decisions in economics and finance: a journal of applied mathematics
ISSN: 1129-6569, 2385-2658
AbstractThis paper deals with a class of optimal control problems which arises in advertising models with Volterra Ornstein-Uhlenbeck process representing the product goodwill. Such choice of the model can be regarded as a stochastic modification of the classical Nerlove-Arrow model that allows to incorporate both presence of uncertainty and empirically observed memory effects such as carryover or distributed forgetting. We present an approach to solve such optimal control problems based on an infinite dimensional lift which allows us to recover Markov properties by formulating an optimization problem equivalent to the original one in a Hilbert space. Such technique, however, requires the Volterra kernel from the forward equation to have a representation of a particular form that may be challenging to obtain in practice. We overcome this issue for Hölder continuous kernels by approximating them with Bernstein polynomials, which turn out to enjoy a simple representation of the required type. Then we solve the optimal control problem for the forward process with approximated kernel instead of the original one and study convergence. The approach is illustrated with simulations.
In: Routledge/Cañada Blanch studies on contemporary Spain, 18
Designed to evaluate the paradigmatic view of the Spanish transition as an ideal model for political and social change, this new and innovative volume appraises Spain's movement to democracy from a variety of important perspectives.
In: Developmental science, Band 10, Heft 6, S. 853-873
ISSN: 1467-7687
Abstract The nonword repetition (NWR) test has been shown to be a good predictor of children's vocabulary size. NWR performance has been explained using phonological working memory, which is seen as a critical component in the learning of new words. However, no detailed specification of the link between phonological working memory and long‐term memory (LTM) has been proposed. In this paper, we present a computational model of children's vocabulary acquisition (EPAM‐VOC) that specifies how phonological working memory and LTM interact. The model learns phoneme sequences, which are stored in LTM and mediate how much information can be held in working memory. The model's behaviour is compared with that of children in a new study of NWR, conducted in order to ensure the same nonword stimuli and methodology across ages. EPAM‐VOC shows a pattern of results similar to that of children: performance is better for shorter nonwords and for wordlike nonwords, and performance improves with age. EPAM‐VOC also simulates the superior performance for single consonant nonwords over clustered consonant nonwords found in previous NWR studies. EPAM‐VOC provides a simple and elegant computational account of some of the key processes involved in the learning of new words: it specifies how phonological working memory and LTM interact; makes testable predictions; and suggests that developmental changes in NWR performance may reflect differences in the amount of information that has been encoded in LTM rather than developmental changes in working memory capacity.
In: Routledge Canada Blanch studies on contemporary Spain 18
The Spanish model revisited / Richard Gunther -- The selection of an electoral system : less consensus, more heresthetics / Jose Ramon Montero and Ignacio Lago -- Interparty consensus and partisanship in Spain's transition to democracy / Bonnie N. Field -- Radicalism without representation : on the character of social movements in the Spanish transition to democracy / Pablo Sanchez Leon -- Children of a lesser god : the political and the pastoral action of the Spanish Catholic Church / Gregorio Alonso -- Salvation by betrayal : the left and the Spanish nation / Alejandro Quiroga -- The Basque experience of the transition to democracy / Diego Muro -- The "pacto de olvido" / Carsten Humlabaek -- Cinema and television in the transition / Paul Julian Smith -- The role of the EEC in the Spanish, Portuguese and Greek transitions / Jose M. Magone -- Democratizing Spain : lessons for international democratic promotion / Omar Encarnacion.
In: Social sciences: a quarterly journal of the Russian Academy of Sciences, Band 54, Heft 2, S. 50-68
In: Statistical papers, Band 61, Heft 3, S. 1043-1067
ISSN: 1613-9798
In: International journal of academic research in business and social sciences: IJ-ARBSS, Band 8, Heft 12
ISSN: 2222-6990
In: Political psychology: journal of the International Society of Political Psychology, Band 27, Heft 1, S. 149-151
ISSN: 0162-895X
SSRN