Autocovariance
Mostrando 1-7 de 7 artigos, teses e dissertações.
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1. Variabilidad de Baja Frecuencia de la Persistencia de la Temperatura en el Sudeste de Sudamérica
Abstract Eight reference stations in south-eastern South America are analysed to derive the auto-covariance and auto-correlations of maximum and minimum temperature. Through the analysis are observed oscillations of periods between 18 and 25 years in the series studied. These periodicities show changes over time, especially in the 1950-1970 period. The excep
Rev. bras. meteorol.. Publicado em: 2017-03
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2. Estimação indireta de modelos R-GARCH / Indirect inference of R-GARCH models
Linear processes do not capture the structure of financial data. There is a large variety of nonlinear models available in literature. The class of ARCH models (Autoregressive Conditional Heterokedastic) was introduced by Engle (1982) in order to estimate inflation\ s variance. The idea is that, in this class, returns are serially uncorrelated, but the volat
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 01/03/2012
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3. Uma análise funcional da dinâmica de densidades de retornos financeiros
Uma correta especificação das funções densidade de probabilidade (fdp’s) de retornos de ativos é um tópico dos mais relevantes na literatura de modelagem econométrica de dados financeiros. A presente dissertação propõe-se a oferecer, neste âmbito, uma abordagem distinta, através de uma aplicação da metodologia desenvolvida em Bathia et al. (2
Publicado em: 2011
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4. Uma análise funcional da dinâmica de densidades de retornos financeiros
Uma correta especificação das funções densidade de probabilidade (fdp¿s) de retornos de ativos é um tópico dos mais relevantes na literatura de modelagem econométrica de dados financeiros. A presente dissertação propõe-se a oferecer, neste âmbito, uma abordagem distinta, através de uma aplicação da metodologia desenvolvida em Bathia et al. (20
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 2011
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5. Statistics of the maintained discharge of cat retinal ganglion cells.
Action potentials were recorded from single fibres in the optic tracts of anaesthetized cats. Continuous records were obtained at various levels of scotopic and mesopic retinal illumination. In some cases, the light intensity was modulated by a pseudorandom Gaussian white-noise signal. The maintained discharge of on-centre neurones increased while the mainta
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6. The variability of the maintained discharge of cat dorsal lateral geniculate cells.
Maintained discharge in the presence of a steady background luminance was analysed from forty-eight cells in the A laminae of the dorsal lateral geniculate nucleus of cat. Cells were categorized as XG or YG and, in most cases, as on-or off-centre. The temporal contrast sensitivity function of twenty-seven of the cells was measured using drifting gratings of
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7. Non-stationary fluctuations of the potassium conductance at the node of ranvier of the frog.
Potassium currents were recorded from voltage-clamped nodes of isolated, myelinated axons of Rana pipiens. Nodes were maintained in a modified Ringer solution containing tetrodotoxin to block sodium current and 47.5 mM-potassium to minimize effects of extracellular potassium accumulation. Voltage protocols included depolarizing pulses lasting a few milliseco