Results 61 to 70 of about 219 (152)

Testing equality of spectral densities [PDF]

, 2007
We develop a test of the hypothesis that the spectral densities of a number m, m ≥ 2, not necessarily independent time series are equal. The test proposed is based on an appropriate L 2 -distance measure between the nonpara- metrically estimated ...
Paparoditis, Efstathios, Dette, Holger, Paroditis, Efstathios   +2 more
core   +1 more source

Temporal and contemporaneous disaggregation of multiple economic time series

Data-based procedure, discrepancy measure, Kalman filter, mean square error, vector autoregressive models, Primary 62M10, secondary 62F30, 62H12,
Víctor Guerrero, Fabio Nieto
core   +1 more source

Note on Functional Large Deviation Principle for Fractional ARIMA Processes

Mathematics Subject Classifications (1991): 60F10, 62M10., large deviations, ARIMA processes, sequential empirical measure, fractional calculus.,
Philippe Barbe, Michel Broniatowski
core   +1 more source

SIOPRED: a prediction and optimisation integrated system for demand

Forecasting, Holt-Winters method, Non-linear optimisation, Decision support systems, 62M10, 62M20, 62P30, 90C30,
J. Bermúdez, J. Segura, E. Vercher
core   +1 more source

Amortized neural inference on bivariate tail dependence and tail asymmetry

Dependence Modeling
We develop an amortized neural inference approach to assess the strength of tail dependence and the degree of asymmetry between the upper and lower tails based on a proposed unified tail dependence parameter for copulas.
Hua Lei
doaj   +1 more source

Kernel type smoothed quantile estimation under long memory

Asymptotic normality, Long memory time series, Quantile estimation, Strong consistency, 62M10, 62G05, 62G20,
Lihong Wang
core   +1 more source

MULTI-TARGET DETECTION WITH ROTATIONS. [PDF]

Inverse Probl Imaging (Springfield), 2023
Bendory T, Lan TY, Marshall NF, Rukshin I, Singer A.   +4 more
europepmc   +1 more source

On estimation of parameters for spatial autoregressive model

Autoregressive models, Estimation of parameters, Random fields, Primary: 62M10, 62M40, Secondary: 91B72,
Vygantas Paulauskas, Youri Davydov
core   +1 more source

On inference for threshold autoregressive models

Bayesian model comparison, reversible jump, threshold autoregression, Wolfe’s sunspot, 62M10, 62F15,
Yu-Jau Lin, Osnat Stramer
core   +1 more source

Consistent estimation of covariation under nonsynchronicity

Consistency, Discrete-time sampling, High-frequency data, Nonsynchronous trading, Quadratic variation, Realized covariance, Semimartingale, Stopping time, 62M10, 60G44, 62P05,
Shigeo Kusuoka, Takaki Hayashi
core   +1 more source