Results 101 to 110 of about 211 (152)

Efficient estimation in Markov chain models: an introduction

, 2007
We outline the theory of efficient estimation for semiparametric Markov chain models, and illustrate in a number of simple cases how the theory can be used to determine lower bounds for the asymptotic variance of estimators and to construct efficient ...
Wolfgang Wefelmeyer
core  

Modeling Nonstationary Time Series Using Locally Stationary Basis Processes. [PDF]

J Time Ser Anal
Ganguly S, Craigmile PF.
europepmc   +1 more source

Generalized Adaptive Exponential Smoothing Of Ergodic Markovian Observation Sequences

, 2007
An exponential smoothing procedure applied to a homogeneous Markovian observation sequence generates an inhomogeneous Markov process as sequence of smoothed values.
Ulrich Herkenrath, Gerhard-mercator-universitat Gesamthochschule Duisburg, D- Duisburg   +2 more
core  

Forecasting COVID-19 pandemic using optimal singular spectrum analysis. [PDF]

Chaos Solitons Fractals, 2021
Kalantari M.
europepmc   +1 more source

Estimation of a tail index based on minimum density power divergence

In this paper, we consider the minimum density power divergence estimator for the tail index of heavy tailed distributions in strong mixing processes. It is shown that the estimator is consistent and asymptotically normal under regularity conditions. The
Kim, Moosup, Lee, Sangyeol
core  

Bootstrapping Cointegration Tests Under Structural Co-Breaks: A Robust Extended ECM test. [PDF]

The aim of the paper is the analysis of ECM (Error Correction Model) bootstrap cointegration tests under structural breaks. Classical ECM tests depend on some nuisance parameters, which is an undesirable feature for empirical applications.
Escribano, Álvaro, Arranz, Miguel A.
core  

Order selection in GARMA models for count time series: a Bayesian perspective. [PDF]

J Appl Stat
Lastra KZ, Pumi G, Prass TS.
europepmc   +1 more source

A hierarchical spatio-temporal model to analyze relative risk variations of COVID-19: a focus on Spain, Italy and Germany. [PDF]

Stoch Environ Res Risk Assess, 2021
Jalilian A, Mateu J.
europepmc   +1 more source

Optimal bandwidth selection in stochastic regression of Bio-FET measurements. [PDF]

J Math Biol
Melara LA, Evans RM, Cho S, Balijepalli A, Kearsley AJ.   +4 more
europepmc   +1 more source

Comparative Chromosome Mapping of Musk Ox and the X Chromosome among Some Bovidae Species. [PDF]

Genes (Basel), 2019
Proskuryakova AA, Kulemzina AI, Perelman PL, Yudkin DV, Lemskaya NA, Okhlopkov IM, Kirillin EV, Farré M, Larkin DM, Roelke-Parker ME, O'Brien SJ, Bush M, Graphodatsky AS.   +12 more
europepmc   +1 more source