Results 41 to 50 of about 219 (152)

Single proxy synthetic control

Journal of Causal Inference
Synthetic control methods are widely used to estimate the treatment effect on a single treated unit in time-series settings. A common approach to estimate synthetic control weights is to regress the treated unit’s pretreatment outcome and covariates ...
Park Chan, Tchetgen Tchetgen Eric J.
doaj   +1 more source

On the asymptotic distribution of residual autocovariances in VARX models with applications

VARX models, vector time series, autocovariance matrices, diagnostic checking, 62M10, 62H10,
Pierre Duchesne
core   +1 more source

On the Identifiability of Minimal VARMA Representations

, 1998
Mathematics Subject Classification (1991): 62M10., multivariate ARMA models, identifiability, identification.,
Christian Francq, Alain Berlinet, Berlinet, Alain, Francq, Christian   +3 more
core   +1 more source

Adaptive Estimation of the Lag of a Long–memory Process

AMS 1980 subject classification: 62G10, 62M10., time series, long memory process, adaptive estimation, local asymptotic normality, locally asymptotically minimax estimator,
Marc Hallin, Abdeslam Serroukh
core   +1 more source

Fuzzy time series dalam meramalkan jumlah produksi karet di Sumatra Utara

Majalah Ilmiah Matematika dan Statistika
Rubber (Hevea brasiliensis) belongs to the genus Heveadari familia Euphorbiaceae which is a tropical woody tree native to the amazon jungle. Rubber is one of the plantation crops that is very important for the economy in Indonesia.
Arika Arika, Daratullaila Daratullaila, Khairunnas Fadjriah Sirait, Riezky Purnama Sari   +3 more
doaj   +1 more source

Testing for stationarity in series with a shift in the mean. A fredholm approach

Structural change, LBI, statistic, asymptotic behaviour, 91B84, 62M10,
María Presno, Anna López
core   +1 more source

Indices economicos. Modelo dinamico de inversion

Carteras aproximadamente eficientes, Inversión, Modelo de índices, 90A16-62M10, Nearly efficient portfolios, Investment, Index models, 90A16-62M10,
M. Fernández Fernández
core   +1 more source

Partial sums of lagged cross-products of AR residuals and a test for white noise

, 2008
Brownian motion, Noncentral chi-square, Partial sums, Portmanteau diagnostic check, Time series, 62F03, 62M10,
Jan Gooijer, de Gooijer, J.G.
core   +1 more source

Madiun City Labor Force Participation Rate (LFPR) forecast model with double exponential smoothing holt

Majalah Ilmiah Matematika dan Statistika
The Labour Force Participation Rate (LFPR) is a percentage of the number of workers in the population of working age (+15 years). Madiun City which is one of the largest cities in East Java Province.
Muhammad Qobi Shobri, Lenny Puspita Dewi, Muthiah As Saidah   +2 more
doaj   +1 more source

Beta autoregressive moving average models

ARMA, Beta distribution, Beta ARMA, Forecasts, 62M10, 91B84,
Andréa Rocha, Francisco Cribari-Neto
core   +1 more source