December 2023 - 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...
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