Results 61 to 70 of about 211 (152)

Asymptotically efficient order selection in nonstationary AR processes

asymptotic efficiency, autoregressive processes, consistency, model selection criteria, nonstationary processes, 62M10, 62M20,
Alex Karagrigoriou
core   +1 more source

Asymptotic properties in partial linear models under dependence

Bandwidth selection, kernel smoothing, mixing, partial linear models, 62G05, 62G20, 62M10,
Alejandro Quintela, Germán Aneiros
core   +1 more source

On the Identifiability of Minimal VARMA Representations

Mathematics Subject Classification (1991): 62M10., multivariate ARMA models, identifiability, identification.,
Christian Francq, Alain Berlinet
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

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

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

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

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

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

Mildly Explosive Autoregression with Strong Mixing Errors. [PDF]

Entropy (Basel), 2022
Liu X, Li X, Gao M, Yang W.
europepmc   +1 more source