Relevant bibliographies by topics / Long-memory processes / Dissertations / Theses
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Dissertations / Theses on the topic 'Long-memory processes'

Author: Grafiati
Published: 4 June 2021
Last updated: 27 April 2022

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1

Neto, Fernando Fernandes. "Essays on long memory processes." Universidade de São Paulo, 2016. http://www.teses.usp.br/teses/disponiveis/3/3139/tde-03032017-104452/.

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The present work aims at discussing the main theoretical aspects related to the occurrence of long memory processes and its respective application in economics and finance. In order to discuss the main theoretical aspects of its occurrence, it is worth starting from the complex systems approach and emergent phenomena, keeping in mind that many of these are computationally irreducible. In other words, the current state of the system depends on all previous states, in such a way that any change in the initial configuration must cause a significant difference in all posterior states. That is, the
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2

Golinski, Adam. "Asset pricing with long memory processes." Thesis, Imperial College London, 2011. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.534973.

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3

Hwang, Soosung. "Essays on long memory processes and volatility." Thesis, University of Cambridge, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.286421.

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4

Craigmile, Peter Francis. "Wavelet-based estimation for trend contaminated long memory processes /." Thesis, Connect to this title online; UW restricted, 2000. http://hdl.handle.net/1773/8967.

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5

Zhu, Beijia. "Analysis of non-stationary (seasonal/cyclical) long memory processes." Thesis, Paris 1, 2013. http://www.theses.fr/2013PA010013/document.

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La mémoire longue, aussi appelée la dépendance à long terme (LRD), est couramment détectée dans l’analyse de séries chronologiques dans de nombreux domaines, par exemple,en finance, en économétrie, en hydrologie, etc. Donc l’étude des séries temporelles à mémoire longue est d’une grande valeur. L’introduction du processus ARFIMA (fractionally autoregressive integrated moving average) établit une relation entre l’intégration fractionnaire et la mémoire longue, et ce modèle a trouvé son pouvoir de prévision à long terme, d’où il est devenu l’un des modèles à mémoire longue plus populaires dans l
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6

Mudelsee, Manfred. "Long memory and the aggregation of AR(1) processes." Universität Leipzig, 2006. https://ul.qucosa.de/id/qucosa%3A15498.

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Granger (1980) found that the aggregation of m short-memory AR(1) processes yields a long-memory process. Thereby he assumed m -> ∞, Gaussian shape and betadistributed AR(1) parameters over (0; 1). To test hypotheses that long memory in climate time series comes from aggregation, the finding of Granger (1980) cannot be directly applied. First, the number of \'microclimatic\' processes to be aggregated is finite. Second, climatic processes often produce right-skewed data. Third, the AR(1) parameters of the microclimatic processes could be restricted to a narrower interval than (0; 1). We theref
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Mudelsee, Manfred. "Long memory and the aggregation of AR(1) processes." Universitätsbibliothek Leipzig, 2017. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-222017.

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Granger (1980) found that the aggregation of m short-memory AR(1) processes yields a long-memory process. Thereby he assumed m -> ∞, Gaussian shape and betadistributed AR(1) parameters over (0; 1). To test hypotheses that long memory in climate time series comes from aggregation, the finding of Granger (1980) cannot be directly applied. First, the number of \"microclimatic\" processes to be aggregated is finite. Second, climatic processes often produce right-skewed data. Third, the AR(1) parameters of the microclimatic processes could be restricted to a narrower interval than (0; 1). We the
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8

Graves, Timothy. "A systematic approach to Bayesian inference for long memory processes." Thesis, University of Cambridge, 2013. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.608183.

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9

Marklund, Petter. "Shared component processes in working memory and long-term memory : Insights from functional brain imaging." Licentiate thesis, Umeå University, Department of Psychology, 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-14731.

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<p>Marklund, P. (2004). Shared component processes in working memory and long-term memory: Insights from functional brain imaging. Department of Psychology, Umeå University, S-901 87 Umeå SwedenRecent findings from functional neuroimaging studies have shown pronounced similarities in the functional brain activity patterns associated with tests of various cognitive functions. This thesis investigates shared component processes in working memory and declarative long-term memory. Study 1 showed a common pattern of increased activity in four anatomically distinct regions in prefrontal cortex durin
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10

Shumeyko, Yevgen [Verfasser]. "Data adaptive wavelet methods for Gaussian long-memory processes / Yevgen Shumeyko." Konstanz : Bibliothek der Universität Konstanz, 2012. http://d-nb.info/1023210363/34.

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11

Brown, Kim Freidah. "Development of long-term memory retention processes among learning disabled and nondisabled children." Diss., The University of Arizona, 1988. http://hdl.handle.net/10150/184566.

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This study investigated the development of acquisition and long term retention processes in Learning Disabled (LD) and Non-Learning Disabled children aged 7-12. One hundred six subjects were randomly assigned to memorize either a list of unrelated words (with free recall), or a list of taxonomically related words (with recall cued by category). Each subject had a 16 word list presented in visual and auditory modes. The repeated recall paradigm alternated study and test trials, with a buffer activity between trials. The acquisition phase ended when the subject reached 100% criterion. After an i
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12

Wu, Chia-Yun. "The role of working memory as the pathway to long-term memory : Electrophysiology investigation of encoding and retrieval processes." Thesis, Bangor University, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.531051.

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13

Ko, Kyungduk. "Bayesian wavelet approaches for parameter estimation and change point detection in long memory processes." Diss., Texas A&M University, 2004. http://hdl.handle.net/1969.1/2804.

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The main goal of this research is to estimate the model parameters and to detect multiple change points in the long memory parameter of Gaussian ARFIMA(p, d, q) processes. Our approach is Bayesian and inference is done on wavelet domain. Long memory processes have been widely used in many scientific fields such as economics, finance and computer science. Wavelets have a strong connection with these processes. The ability of wavelets to simultaneously localize a process in time and scale domain results in representing many dense variance-covariance matrices of the process in a sparse form. A wavel
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14

Telkmann, Klaus [Verfasser]. "Multivariate Long-Memory Processes and Nonparametric Density Estimation, with Applications to Ridge Detection / Klaus Telkmann." Konstanz : Bibliothek der Universität Konstanz, 2018. http://d-nb.info/1163950718/34.

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15

Cummings, Joanne. "Individual analysis of temporal processes to investigate memory and attention in long-term stroke survivors." Thesis, University of Strathclyde, 2014. http://oleg.lib.strath.ac.uk:80/R/?func=dbin-jump-full&object_id=23214.

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Memory and attention deficits are common sequale following stroke. Despite this, our understanding of these impairments, ways to rehabilitate them and the influence of other variables on these cognitive functions is limited. This thesis incorporates a person-specific methodology to explore in more depth memory and attention problems in long-term stroke survivors. Five studies are reported, the first two are systematic reviews which concluded that there is some evidence in support of memory and attention rehabilitation and physical mobility rehabilitation post-stroke but that the methodological
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16

Filip, Adam [Verfasser]. "Protein translation processes during long-term memory formation in the honeybee (Apis mellifera L.) / Adam Filip." Berlin : Freie Universität Berlin, 2008. http://d-nb.info/1023050919/34.

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17

Roelly, Sylvie, and Michel Sortais. "Space-time asymptotics of an infinite-dimensional diffusion having a long- range memory." Universität Potsdam, 2004. http://opus.kobv.de/ubp/volltexte/2006/670/.

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We develop a cluster expansion in space-time for an infinite-dimensional system of interacting diffusions where the drift term of each diffusion depends on the whole past of the trajectory; these interacting diffusions arise when considering the Langevin dynamics of a ferromagnetic system submitted to a disordered external magnetic field.
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Marklund, Petter. "Cross-functional brain imaging of attention, memory and executive functions : unity and diversity of neurocognitive component processes /." Doctoral thesis, Umeå : Department of Psychology, Umeå University, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-805.

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19

Gallagher, Denis Thomas. "The role of long- and short-term typical dose, concurrent alcohol consumption and executive processes in ecstasy related prospective memory deficits." Thesis, University of Central Lancashire, 2014. http://clok.uclan.ac.uk/9802/.

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Building on previous research demonstrating prospective memory (PM) deficits in ecstasy users the purpose of this thesis was to explore the specific nature of these deficits focussing on establishing dose related effects and exploring possible mediators. Using laboratory-based measures of PM and a detailed background drug use questionnaire, the extent to which the typical dose of ecstasy per session can predict PM performance was examined. In Chapter 7, increased dose of ecstasy per session (typical dose of ecstasy per session in the 12 months prior to the test-session) was associated with poo
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20

Kilman, Lisa. "Lost in Translation : Speech recognition and memory processes in native and non-native language perception." Doctoral thesis, Linköpings universitet, Handikappvetenskap, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-121034.

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This thesis employed an integrated approach and investigated intra- and inter-individual differences relevant for normally hearing (NH) and hearing-impaired (HI) adults in native (Swedish) and non-native (English) languages in adverse listening conditions. The integrated approach encompassed the role of cognition as a focal point of interest as well as perceptualauditory and linguistic factors. Paper I examined the extent to which proficiency in a non-native language influenced native and non-native speech perception performance for NH listeners in noise maskers compared to native and non-nati
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21

Puplinskaitė, Donata. "Aggregation of autoregressive processes and random fields with finite or infinite variance." Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2013. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2013~D_20131029_102339-22917.

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Aggregated data appears in many areas such as econimics, sociology, geography, etc. This motivates an importance of studying the (dis)aggregation problem. One of the most important reasons why the contemporaneous aggregation become an object of research is the possibility of obtaining the long memory phenomena in processes. The aggregation provides an explanation of the long-memory effect in time series and a simulation method of such series as well. Accumulation of short-memory non-ergodic random processes can lead to the long memory ergodic process, that can be used for the forecasts of the
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22

Konda, Sreenivas. "FITTING MODELS OF NONSTATIONARY TIME SERIES: AN APPLICATION TO EEG DATA." online version, 2006. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=case1149265141.

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23

Pesee, Chatchai. "Stochastic Modelling of Financial Processes with Memory and Semi-Heavy Tails." Queensland University of Technology, 2005. http://eprints.qut.edu.au/16057/.

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This PhD thesis aims to study financial processes which have semi-heavy-tailed marginal distributions and may exhibit memory. The traditional Black-Scholes model is expanded to incorporate memory via an integral operator, resulting in a class of market models which still preserve the completeness and arbitragefree conditions needed for replication of contingent claims. This approach is used to estimate the implied volatility of the resulting model. The first part of the thesis investigates the semi-heavy-tailed behaviour of financial processes. We treat these processes as continuous-t
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24

Wesselhöfft, Niels. "Utilizing self-similar stochastic processes to model rare events in finance." Doctoral thesis, Humboldt-Universität zu Berlin, 2021. http://dx.doi.org/10.18452/22360.

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In der Statistik und der Mathematik ist die Normalverteilung der am meisten verbreitete, stochastische Term für die Mehrheit der statistischen Modelle. Wir zeigen, dass der entsprechende stochastische Prozess, die Brownsche Bewegung, drei entscheidende empirische Beobachtungen nicht abbildet: schwere Ränder, Langzeitabhängigkeiten und Skalierungsgesetze. Ein selbstähnlicher Prozess, der in der Lage ist Langzeitabhängigkeiten zu modellieren, ist die Gebrochene Brownsche Bewegung, welche durch die Faltung der Inkremente im Limit nicht normalverteilt sein muss. Die Inkremente der Gebrochenen Bro
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Ould, Mohamed Abdel Haye Mohamedou. "Théorèmes limites pour des processus à longue mémoire saisonnière." Phd thesis, Université des Sciences et Technologie de Lille - Lille I, 2001. http://tel.archives-ouvertes.fr/tel-00001326.

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Nous étudions le comportement asymptotique de statistiques ou fonctionnelles liées à des processus à longue mémoire saisonnière. Nous nous concentrons sur les lignes de Donsker et sur le processus empirique. Les suites considérées sont de la forme $G(X_n)$ où $(X_n)$ est un processus gaussien ou linéaire. Nous montrons que les résultats que Taqqu et Dobrushin ont obtenus pour des processus à longue mémoire dont la covariance est à variation régulière à l'infini peuvent être en défaut en présence d'effets saisonniers. Les différences portent aussi bien sur le coefficient de normalisation que su
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26

Sauzeau, Jean-Baptiste. "Impact des troubles du sommeil sur les processus de consolidation des apprentissages dépendants du sommeil chez l'enfant." Thesis, Lyon, 2017. http://www.theses.fr/2017LYSE1017/document.

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Le sommeil joue un rôle majeur dans les processus de consolidation des apprentissages. Les performances des sujets lors de la restitution de tests de mémoire sont meilleures lorsque les phases d'apprentissage et de restitution sont séparées par une période de sommeil plutôt que par une période d'éveil. Les effets du sommeil sur ces processus de consolidation ont largement été étudiés chez l'adulte, notamment à l'aide de protocoles de privation de sommeil spécifiques. Néanmoins, l'utilisation de ces protocoles de privation de sommeil est impossible chez les enfants pour des raisons d'éthique. N
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27

Persson, Alexandra. "Lässvårigheters påverkan på matematikprestationer." Thesis, Örebro universitet, Institutionen för naturvetenskap och teknik, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-35540.

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Enligt PISAs undersökning (Skolverket, 20I3) uppvisar svenska elever idag sämre prestationer i läsförståelse och matematik. Många påverkansfaktorer är omdiskuterade men varken lässvårigheter eller matematiksvårigheter har berörts. I relation till detta upprättas en litteraturstudie med syftet att undersöka huruvida lässvårigheter samverkar med matematiksvårigheter och hur det påverkar matematikprestationer. Resultatet av studien visar att lässvårigheter inte alltid påverkar matematiskprestationer. Somliga elever uppvisar svårigheter medan andra inte gör det, dock synliggörs kombinationen läs-
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Moreira, Eduardo Antonio. "Memória de trabalho e atenção dividida : um estudo do processamento de frases." Universidade Federal de Uberlândia, 2007. https://repositorio.ufu.br/handle/123456789/17273.

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The present study had as an objective the analysis of the role of attention in the encoding of sentences and stories based on the working memory model and the Hebb Effect paradigm. The study tried to determine whether there were significant differences between of immediate serial recall in the presence or absence of an attentional concurrent task. The work hypothesis was that attention would act differently in the processing of sentences and stories. 40 students, 18 years or older, participated on the study. The results indicate that attention is primordial for the processing of sentences, but
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Song, Li. "Piecewise models for long memory time series." Paris 11, 2010. http://www.theses.fr/2010PA112128.

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De nombreux travaux existent sur les processus stationnaires à longue mémoire (LM) et sur les modèles présentant des changements structurels. Cependant, il y a relativement peu de travaux sur les processus à LM non stationnaires faisant intervenir des ruptures, et ceci sans doute car LM et changement structurel sont deux phénomènes qu'il est facile de confondre. Dans cette thèse, nous considérons un modèle paramétrique de séries chronologiques à LM et non stationnaires : le processus localement autorégressif à moyenne mobile fractionnairement intégrée (FARlMA). Dans ce modèle, le nombre et les
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Sato, Joao Ricardo. "Processos com memória longa compartilhada." Universidade de São Paulo, 2004. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-22082007-160332/.

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Este trabalho tem como objetivo a avaliação de três estimadores do parâmetro de integração fracionária d e de um teste para memória longa compartilhada. Os estimadores a serem avaliados são: o estimador de Geweke e Porter-Hudak, o estimador usando o periodograma suavizado e o estimador semiparamétrico truncado de Whittle. A avaliação dos estimadores será no contexto de processos ARFIMA+ARMA, e em relação a variações nos termos autoregressivos e de médias móveis, tanto do termo de memória curta quanto do termo de memória longa. Além disso, serão introduzidos o conceito de modelos com memória lo
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Cisse, Papa Ousmane. "Étude de modèles spatiaux et spatio-temporels." Thesis, Paris 1, 2018. http://www.theses.fr/2018PA01E060/document.

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Ce travail porte sur les séries spatiales. On étudie les phénomènes dont l’observation est un processus aléatoire indexé par un ensemble spatial. Dans cette thèse on s’intéresse aux données bidimensionnelles régulièrement dispersées dans l’espace, on travaille alors dans un rectangle régulier (sur Z2) . Cette modélisation vise donc à construire des représentations des systèmes suivant leurs dimensions spatiales et à ses applications dans de nombreux domaines tels que la météorologie, l’océanographie, l’agronomie, la géologie, l’épidémiologie, ou encore l’économétrie etc. La modélisation spatia
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Felix, Melchior Vinicius dos Santos. "Memória longa em dados intradiários: um estudo sobre projeções baseadas na ordem fracionária de integração dos retornos de ações e índices de ações." reponame:Repositório Institucional do FGV, 2014. http://hdl.handle.net/10438/11980.

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Submitted by Melchior Felix (melchior_felix@yahoo.com.br) on 2014-08-27T23:26:03Z No. of bitstreams: 1 Memória Longa em Dados Intradiários - Melchior Vinicius dos Santos Felix.pdf: 1262687 bytes, checksum: e23c42090eb78ab8e9251f4e82fa6bc1 (MD5)<br>Approved for entry into archive by JOANA MARTORINI (joana.martorini@fgv.br) on 2014-08-28T18:42:44Z (GMT) No. of bitstreams: 1 Memória Longa em Dados Intradiários - Melchior Vinicius dos Santos Felix.pdf: 1262687 bytes, checksum: e23c42090eb78ab8e9251f4e82fa6bc1 (MD5)<br>Made available in DSpace on 2014-08-28T19:38:24Z (GMT). No. of bitstreams: 1
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Bilayi-Biakana, Clémonell Lord Baronat. "Regularly Varying Time Series with Long Memory: Probabilistic Properties and Estimation." Thesis, Université d'Ottawa / University of Ottawa, 2020. http://hdl.handle.net/10393/40083.

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We consider tail empirical processes for long memory stochastic volatility models with heavy tails and leverage. We show a dichotomous behaviour for the tail empirical process with fixed levels, according to the interplay between the long memory parameter and the tail index; leverage does not play a role. On the other hand, the tail empirical process with random levels is not affected by either long memory or leverage. The tail empirical process with random levels is used to construct a family of estimators of the tail index, including the famous Hill estimator and harmonic moment estimators.
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Muriithi, Paul Mutuanyingi. "A case for memory enhancement : ethical, social, legal, and policy implications for enhancing the memory." Thesis, University of Manchester, 2014. https://www.research.manchester.ac.uk/portal/en/theses/a-case-for-memory-enhancement-ethical-social-legal-and-policy-implications-for-enhancing-the-memory(bf11d09d-6326-49d2-8ef3-a40340471acf).html.

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The desire to enhance and make ourselves better is not a new one and it has continued to intrigue throughout the ages. Individuals have continued to seek ways to improve and enhance their well-being for example through nutrition, physical exercise, education and so on. Crucial to this improvement of their well-being is improving their ability to remember. Hence, people interested in improving their well-being, are often interested in memory as well. The rationale being that memory is crucial to our well-being. The desire to improve one’s memory then is almost certainly as old as the desire to
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35

Boubaker, Heni. "Apport des ondelettes dans l'ananlyse univariée et multivariée des processus à mémoire longue : application à des données financières." Thesis, Aix-Marseille 2, 2010. http://www.theses.fr/2010AIX24023.

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Cette thèse fait appel à la théorie des ondelettes pour estimer le paramètre de mémoire longue dans le cadre stationnaire et non stationnaire lors de la modélisation des séries financières, et pour l'estimation non paramétrique de la copule lors de l'examen de leurs interdépendances. L'avantage de la méthode des ondelettes comparée à l'analyse de Fourier est d'être parfaitement localisée dans le domaine temporel et celui des fréquences.Dans une première étape, nous nous sommes intéressés à la modélisation de la dynamique des séries de variations. À cette fin, nous proposons un modèle économétr
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Puplinskaitė, Donata. "Autoregresinių procesų ir atsitiktinių laukų su baigtine arba begaline dispersija agregavimas." Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2013. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2013~D_20131029_102452-85316.

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Agreguoti duomenys naudojami daugelyje mokslo sričių tokių kaip ekonomika, sociologija, geografija ir kt. Tai motyvuoja tirti (de)agregavimo uždavinį. Viena iš pagrindinių priežasčių kodėl vienalaikis agregavimas tapo tyrimų objektu yra galimybė gauti ilgos atminties procesus. Agregavimas paaiškina ilgos atminties atsiradima procesuose ir yra vienas iš būdų tokius procesus generuoti. Agreguodami trumpos atminties neergodiškus atsitiktinius procesus, galime gauti ilgos atminties ergodišką procesą, kuris gali būti naudojamas mikro ir makro kintamųjų prognozavimui. Disertacijoje nagrinėjama AR(1)
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Tian, Peng. "Asymptotiques et fluctuations des plus grandes valeurs propres de matrices de covariance empirique associées à des processus stationnaires à longue mémoire." Thesis, Paris Est, 2018. http://www.theses.fr/2018PESC1131/document.

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Les grandes matrices de covariance constituent certainement l’un des modèles les plus utiles pour les applications en statistiques en grande dimension, en communication numérique, en biologie mathématique, en finance, etc. Les travaux de Marcenko et Pastur (1967) ont permis de décrire le comportement asymptotique de la mesure spectrale de telles matrices formées à partir de N copies indépendantes de n observations d’une suite de variables aléatoires iid et sa convergence vers une distribution de probabilité déterministe lorsque N et n convergent vers l’infini à la même vitesse. Plus récemment,
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Andrade, Plinio Lucas Dias. "Estimação do índice de memória em processos estocásticos com memória longa: uma abordagem via ABC." Universidade de São Paulo, 2016. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-03052016-183520/.

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Neste trabalho propomos o uso de um método Bayesiano para estimar o parâmetro de memória de um processo estocástico com memória longa quando sua função de verossimilhança é intratável ou não está disponível. Esta abordagem fornece uma aproximação para a distribuição a posteriori sobre a memória e outros parâmetros e é baseada numa aplicação simples do método conhecido como computação Bayesiana aproximada (ABC). Alguns estimadores populares para o parâmetro de memória serão revisados e comparados com esta abordagem. O emprego de nossa proposta viabiliza a solução de problemas complexos sob o po
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Esstafa, Youssef. "Modèles de séries temporelles à mémoire longue avec innovations dépendantes." Thesis, Bourgogne Franche-Comté, 2019. http://www.theses.fr/2019UBFCD021.

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Dans cette thèse nous considérons, dans un premier temps, le problème de l'analyse statistique des modèles FARIMA (Fractionally AutoRegressive Integrated Moving-Average) induits par un bruit blanc non corrélé mais qui peut contenir des dépendances non linéaires très générales. Ces modèles sont appelés FARIMA faibles et permettent de modéliser des processus à mémoire longue présentant des dynamiques non linéaires, de structures souvent non-identifiées, très générales. Relâcher l'hypothèse d'indépendance sur le terme d'erreur, une hypothèse habituellement imposée dans la littérature, permet aux
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Andersson, Aron, and Shabnam Mirkhani. "Portfolio Performance Optimization Using Multivariate Time Series Volatilities Processed With Deep Layering LSTM Neurons and Markowitz." Thesis, KTH, Matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-273617.

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The stock market is a non-linear field, but many of the best-known portfolio optimization algorithms are based on linear models. In recent years, the rapid development of machine learning has produced flexible models capable of complex pattern recognition. In this paper, we propose two different methods of portfolio optimization; one based on the development of a multivariate time-dependent neural network,thelongshort-termmemory(LSTM),capable of finding lon gshort-term price trends. The other is the linear Markowitz model, where we add an exponential moving average to the input price data to c
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Lesburgueres, Edith. "Implication fonctionnelle de l’interface hippocampo-corticale dans le processus de consolidation systémique de la mémoire associative non spatiale chez le rat : contribution du mécanisme d’étiquetage neuronal." Thesis, Bordeaux 1, 2009. http://www.theses.fr/2009BOR13982/document.

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La formation et le stockage à long terme des souvenirs mettent en jeu le processus de consolidation mnésique. S’il est maintenant bien admis que ce processus requiert une interaction entre la formation hippocampique et différentes régions corticales dépositaires des souvenirs, les mécanismes qui sous-tendent ce dialogue restent encore mal connus. En combinant chez le rat des approches comportementale, d’imagerie cellulaire et d’inactivations pharmacologiques des voies de signalisation intracérébrales impliquées dans l’épigenèse, nous avons cherché dans ce travail de thèse à élucider certains d
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Fanget, Muriel. "Les stratégies de résolution d'opérations arithmétiques simples : un nouveau paradigme." Phd thesis, Université Blaise Pascal - Clermont-Ferrand II, 2010. http://tel.archives-ouvertes.fr/tel-00669686.

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De nombreuses recherches montrent que les adultes résolvent de simples problèmes arithmétiques plus ou moins exclusivement par récupération de la réponse dans un réseau d'associations stockées en mémoire à long terme (Ashcraft, 1992 ; 1995 ; Campbell, 1995). Il est admis que les performances arithmétiques des jeunes enfants sont basées sur le comptage ou d'autres stratégies procédurales qui sont peu à peu remplacées par la récupération directe en mémoire (Barrouillet & Fayol, 1998). Ces premiers résultats ont été rapportés par Groen et Parkman (1972) en étudiant les temps de résolution. Mais m
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Marques, Guilherme de Oliveira Lima Cagliari. "Estruturas de memória longa em variáveis econômicas : da análise de integração e co-integração fracionária à análise de ondaletas." Universidade de São Paulo, 2008. http://www.teses.usp.br/teses/disponiveis/12/12138/tde-14052008-103427/.

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Os modelos ARFIMA de memória longa mostraram-se nesse trabalho mais versáteis à análise da persistência em séries temporais em comparação aos modelos ARIMA. As funções impulso-resposta dos modelos de integração fracionária indicam que essa classe de modelos capta mais adequadamente as informações contidas nas baixas freqüências das séries e, portanto, estes modelos são mais capacitados para avaliar como os choques econômicos são acomodados no médio e longo prazo. Os estudos simulatórios mostraram que os testes de raiz unitária aplicados a processos com memória longa possuem baixo poder, e que
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Limam, Mohamed-Ali. "Modélisation de la dynamique des rentabilités des hedge funds : dépendance, effets de persistance et problèmes d’illiquidité." Thesis, Montpellier, 2015. http://www.theses.fr/2015MONTD031/document.

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Dans cette thèse nous combinons les processus à mémoire longue ainsi que les modèles à changement de régime markovien afin d’étudier la dynamique non linéaire des rentabilités des hedge funds et leur exposition au risque de marché. L’attractivité des hedge funds réside dans leur capacité à générer des rentabilités décorrélées avec celles des actifs traditionnels tout en permettant d’améliorer les rentabilités et/ou de réduire le risque, indépendamment des conditions de marché. Cependant, certaines spécificités des rentabilités des hedge funds (non linéarité, asymétrie et présence d’une forte a
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Soltane, Marius. "Statistique asymptotique de certaines séries chronologiques à mémoire." Thesis, Le Mans, 2020. http://cyberdoc-int.univ-lemans.fr/Theses/2020/2020LEMA1027.pdf.

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Cette thèse est dévolue à la statistique inférentielle asymptotique de différents modèles chronologiques dirigés par un bruit comportant de la mémoire. Dans ces modèles, l'estimateur des moindres carrés n'est pas consistant et nous considérons d'autres estimateurs. Nous commençons par étudier les propriétés asymptotiques presquesûres de l'estimateur du maximum de vraisemblance du coefficient d'autorégression dans un processus autorégressif dirigé par un bruit gaussien stationnaire. Nous présentons ensuite une procédure statistique afin de détecter un changement de régime au sein de ce modèle e
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Dridi, Noura. "Estimation aveugle de chaînes de Markov cachées simples et doubles : Application au décodage de codes graphiques." Thesis, Evry, Institut national des télécommunications, 2012. http://www.theses.fr/2012TELE0022.

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Depuis leur création, les codes graphiques constituent un outil d'identification automatique largement exploité en industrie. Cependant, les performances de lecture sont limitées par un flou optique et un flou de mouvement. L'objectif de la thèse est l'optimisation de lecture des codes 1D et 2D en exploitant des modèles de Markov cachés simples et doubles, et des méthodes d'estimation aveugles. En premier lieu, le système de lecture de codes graphiques est modélisé par une chaîne de Markov cachée, et des nouveaux algorithmes pour l'estimation du canal et la détection des symboles sont développ
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Coulon, Jérôme. "Mémoire longue, volatilité et gestion de portefeuille." Phd thesis, Université Claude Bernard - Lyon I, 2009. http://tel.archives-ouvertes.fr/tel-00657711.

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Cette thèse porte sur l'étude de la mémoire longue de la volatilité des rendements d'actions. Dans une première partie, nous apportons une interprétation de la mémoire longue en termes de comportement d'agents grâce à un modèle de volatilité à mémoire longue dont les paramètres sont reliés aux comportements hétérogènes des agents pouvant être rationnels ou à rationalité limitée. Nous déterminons de manière théorique les conditions nécessaires à l'obtention de mémoire longue. Puis nous calibrons notre modèle à partir des séries de volatilité réalisée journalière d'actions américaines de moyenne
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48

Lin, Chi-Hung, and 林季鴻. "Tests for the Spurious Regression with Long-memory Processes." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/rfvr5r.

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碩士<br>國立暨南國際大學<br>經濟學系<br>90<br>This paper considers the problem of testing for the spurious regression with long-memory processes. The first differenced (FD) coefficient estimator is studied in place of the ordinary least squares (OLS) one owing to its consistency and asymptotic normality. Given that the consistency of the long-run variance estimator holds, Monte Carlo experiments are conducted to assess the small sample performance of tFD . We find that the size of tFD test is well controlled, and its power performance is reasonably well under various combination of ARFIMA processes consider
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"Residual empirical processes for nearly unstable long-memory time series." Thesis, 2009. http://library.cuhk.edu.hk/record=b6074985.

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The first part of this thesis considers the residual empirical process of a nearly unstable long-memory time series. Chan and Ling [8] showed that the usual limit distribution of the Kolmogorov-Smirnov test statistics does not hold when the characteristic polynomial of the unstable autoregressive model has a unit root. A key question of interest is what happens when this model has a near unit root, that is, when it is nearly non-stationary. In this thesis, it is established that the statistics proposed by Chan and Ling can be extended. The limit distribution is expressed as a functional of an
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Su, Gin-Fen, and 蘇靜芬. "The Fisher Effect revisited - The application of the long memory processes." Thesis, 1997. http://ndltd.ncl.edu.tw/handle/435799.

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碩士<br>國立暨南國際大學<br>經濟學系<br>85<br>Since Fisher (1930) introduced Fisher equation,many works had been focused on tests of the Fisher effect.Following Mishkin (1992),this thesis attempts to test whether Fisher effects exists Taiwan and U.S.A. by using two methods which are thecointegration methodology of Engle and Granger (1987) and the real interestrate''s regression.What is different is that we introduce ARFIMA (AutoRegressive Fractionally Integrated Moving Average)model.We use the data of Ta
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