Results 21 to 30 of about 51 (51)

Optimal Prediction with Conditionally Heteroskedastic Factor Analysed Hidden Markov Models

Latent factor models, EM algorithm, Conditional heteroskedasticity, HMM, Time series segmentation, Forecasting, 62H25, 62M05, 62M10, 62P20,
Mohamed Saidane, Christian Lavergne
core   +1 more source

Nonparametric factor analysis of residual time series

factor analysis, nonparametric kernel regression, time series, 62G08, 62G10, 62P20,
Oliver Linton, Juan Rodríguez-Poo
core   +1 more source

Conditioning on uncertain event: Extensions to bayesian inference

Jeffrey’s rule, Bayesian conditioning, conjugacy, predictivism, de Finetti style theorem, exponential family, sufficiency, 62F15, 62C10, 62E10, 62P20,
Rinaldo Arellano-Valle, Pilar Iglesias, Rosangela Loschi   +2 more
core   +1 more source

The value of the last digit: statistical fraud detection with digit analysis

Fraud detection, Last digits, Digit analysis, Benford’s law, 60B10, 62P20, 91B99,
Ulrich Müller-Funk, Stephan Dlugosz
core   +1 more source

Análisis descriptivo de la población ocupada en la CAPV (1993-1999) [PDF]

Clasificación AMS: 62P20, 62-07.-- Una versión más reciente de este trabajo está publicada como Biltoki 2003.07.cualificación, sectores económicos, situación ...
Oguiza Tobar, Ainhoa
core  

Testing the Null Hypothesis of no Cointegration against Seasonal Fractional Cointegration

, 2008
In this article we propose a procedure for testing the null hypothesis of no cointegration against the alternative of seasonal fractional cointegration. It is a twostep procedure based on the univariate tests of Mathematics Subject Classification: 62P20;
L A Gil-Alana
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  

Modelos de frontera estocástica con errores dependientes basados en márgenes normal y exponencial

, 2017
Clasificación JEL: C01; C13; C21; C51Clasificación MSC2010: 91B70; 62P20; 91G70Following the recent work of Gómez-Déniz and Pérez-Rodríguez (2014), this paper extends the results obtained there to the normal-exponential distribution with dependence ...
Pérez-Rodríguez, Jorge V., Gómez-Déniz, Emilio   +1 more
core  

ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT

We address the issue of finding a strategy to sustain structural profitability of an investment project, whose production activity depends on the market price of a number of underlying commodities. Depending on the fluctuating prices of these commodities,
BOUALEM DJEHICHE, SAID HAMADÈNE
core  

Parametric estimation of quantile versions of Zenga and D inequality curves: methodology and application to Weibull distribution. [PDF]

J Appl Stat
Pia̧tek S.
europepmc   +1 more source