A set of rigorous diagnostic techniques is used to evaluate the forecasting performance of five multivariate time-series models for the U.S. cattle sector. The root ...

Imagine a task that used to take 11 minutes now taking less time than the blink of an eye. Couple that speed increase with 97% accuracy, and these are the results researchers at Texas A&M University ...

The news correspondents obtained a quote from the research from the Federal University of Rio Grande do Sul, "We assessed the performance of the models using Monte Carlo simulations, considering ...

This is a preview. Log in through your library . Abstract We consider a multivariate heavy-tailed stochastic volatility model and analyze the large-sample behavior of its sample covariance matrix. We ...