Verifying the existence of long-memory feature is a crucial activity performed during the
development process of the autoregressive integrated moving average (ARIMA) model. The …

This paper studies long economic series to assess the long-lasting effects of pandemics. We
analyze if periods that cover pandemics have a change in trend and persistence in growth …

This study aims to explore the dynamics of total factor productivity (TFP) in 40 advanced
economies and its implications for economic stability, growth patterns, and technological …

Commodities are the most volatile markets, and forecasting their volatility is an issue of
paramount importance. We examine the dynamics of commodity markets volatility by …

The Bitcoin mining process is energy intensive, which can hamper the much-desired
ecological balance. Given that the persistence of high levels of energy consumption of …

Objective. Electrical neurostimulation is an increasingly adopted therapeutic methodology
for neurological conditions such as epilepsy. Electrical neurostimulation devices are …

A perspective is taken on the intangible complexity of economic and social systems by
investigating the dynamical processes producing, storing and transmitting information in …

Econometric studies for global heating have typically used regional or global temperature
averages to study its long memory properties. One typical explanation behind the long …

This paper used cross-sectional aggregation as the inspiration for a model with long-range
dependence that arises in actual data. One of the advantages of our model is that it is less …

The autoregressive fractional integrated moving average (ARFIMA) has become one of the
popular linear models in time series modeling and forecasting in the past decades. Recent …