Selected article for: "return rate and rolling window"

Author: Taranjot Kaur; Sukanta Sarkar; Sourangsu Chowdhury; Sudipta Kumar Sinha; Mohit Kumar Jolly; Partha Sharathi Dutta
Title: Anticipating the novel coronavirus disease (COVID-19) pandemic
  • Document date: 2020_4_10
  • ID: 1xenvfcd_24
    Snippet: The choices made in data transformations such as filtering/ Gaussian detrending can also influence the trends observed. Thus, it is necessary to test the robustness of the estimated trends towards the choice of rolling window size and the filtering bandwidth. Here, we employ sensitivity analyses for the return rate using the CSD dataset. (see Fig. 5 ). We use Kendall-Ï„ estimates of the return rate for all the combinations of these two parameters.....
    Document: The choices made in data transformations such as filtering/ Gaussian detrending can also influence the trends observed. Thus, it is necessary to test the robustness of the estimated trends towards the choice of rolling window size and the filtering bandwidth. Here, we employ sensitivity analyses for the return rate using the CSD dataset. (see Fig. 5 ). We use Kendall-Ï„ estimates of the return rate for all the combinations of these two parameters (for details, see Materials and Methods).

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