Autocorrelation, a statistical measure that evaluates the relationship between a variable’s past and present values, can provide insights into patterns and guide investment decisions. By analyzing how ...

We consider a stationary AR(1) process with ARCH(1) errors given by the stochastic difference equation $X_{t}=\alpha X_{t-1}+\sqrt{\beta +\lambda X_{t-1}^{2 ...

This is a preview. Log in through your library . Abstract The autocorrelation method, widely used in spatial pattern analysis mainly by geographers, is tested and proposed to measure the predictive ...

Throughout the central nervous system of a mammalian brain, spike times are the only events, which carry information about incoming stimuli, represent thoughts or drive motor behaviour. If we knew ...