2023 December - 23 articles
In this paper, we conducted an empirical investigation of the realized volatility of cryptocurrencies using an econometric approach. This work’s two main characteristics are: (i) the realized volatility to be forecast filters jumps, and (ii) th...
Although large data sets are generally viewed as advantageous for their ability to provide more precise and reliable evidence, it is often overlooked that these benefits are contingent upon certain conditions being met. The primary condition is the a...
The time-between-events idea is commonly used for monitoring high-quality processes. This study aims to monitor the increase and/or decrease in the process mean rapidly using a one-sided exponentially weighted moving average (EWMA) chart for the dete...
Measles remains one of the leading causes of death among young children globally, even though a safe and cost-effective vaccine is available. Vaccine hesitancy and social response to vaccination continue to undermine efforts to eradicate measles. In...
We define and study the four-parameter logistic Burr XII distribution. It is obtained by inserting the three-parameter Burr XII distribution as the baseline in the logistic-X family and may be a useful alternative method to model income distribution...
Forecasting air pollutant levels is essential in regulatory plans focused on controlling and mitigating air pollutants, such as particulate matter. Focusing the forecast on air pollution peaks is challenging and complex since the pollutant time serie...
Only a few count smoothers are available for the widespread use of discrete associated kernel estimators, and their constructions lack systematic approaches. This paper proposes the mean dispersion technique for building count kernels. It is only app...
In this paper, we compare the effects of forecasting demand using individual (disaggregated) components versus first aggregating the components either fully or into several clusters. Demand streams are assumed to follow autoregressive moving average...
We address an inference issue where the value of a covariate is measured at the date of the survey but is used to explain behavior that has occurred long before the survey. This causes bias because the value of the covariate does not follow the tempo...
In social sciences, multiple groups, such as countries, are frequently compared regarding a construct that is assessed using a number of items administered in a questionnaire. The corresponding scale is assessed with a unidimensional factor model inv...
The dominance of non- and semi-parametric methods in survival analysis is not without criticism. Several studies have highlighted the decrease in efficiency compared to parametric methods. We revisit the problem of Asymptotic Relative Efficiency (
This paper studies a subclass of the class of generalized hyperbolic distribution called the semi-hyperbolic distribution. We obtain analytical expressions for the cumulative distribution function and, specifically, their first and second lower parti...
It is evident that several real-life applications, such as telecommunication systems, call for the establishment of consecutive-type networks. Moreover, some of them require more complex connectors than the ones that exist already in the literature....
We use an extended framework of the technology acceptance model (TAM) to identify the most significant drivers behind the intention to buy clothes produced with nano fabrics (nano clothing). Based on survey data, we estimate an integrated model that...
From the affinity coefficient between two discrete probability distributions proposed by Matusita, Bacelar-Nicolau introduced the affinity coefficient in a cluster analysis context and extended it to different types of data, including for the case of...
Based upon the vector representation of complex numbers and the vector exponential function, we introduce the vector representation of characteristic functions and consider some of its elementary properties such as its polar representation and a vect...
Recently, we demonstrated the validity of the anomalous numbers law, known as Newcomb–Benford’s law, in mammalian neuromuscular transmission, considering different extracellular calcium. The present work continues to examine how changes i...
Estimation of time-varying autoregressive models for count-valued time series can be computationally challenging. In this direction, we propose a time-varying Poisson autoregressive (TV-Pois-AR) model that accounts for the changing intensity of the P...
Effective sample size (ESS) consists of an equivalent number of sampling units of a georeferenced variable that would produce the same sampling error, as it considers the information that each georeferenced sampling unit contains about itself as well...
Many African nations continue to grapple with persistently high under-five child mortality rates, particularly those situated in the Sub-Saharan region, including South Africa. A multitude of socio-economic factors are identified as key contributors...
In January 2020, the world was taken by surprise as a novel disease, COVID-19, emerged, attributed to the new SARS-CoV-2 virus. Initial cases were reported in China, and the virus rapidly disseminated globally, leading the World Health Organization (...
Large-scale imaging studies often face challenges stemming from heterogeneity arising from differences in geographic location, instrumental setups, image acquisition protocols, study design, and latent variables that remain undisclosed. While numerou...
This study aimed to perform a bibliometric analysis of terroir and explore its conceptual horizons. Advancements in terroir research until 2022 were investigated using the Scopus database, R, and VOSviewer. Out of the 907 results, the most prevalent...
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