Results 211 to 220 of about 149,758 (276)

On subset least squares estimation and prediction in vector autoregressive models with exogenous variables

Canadian Journal of Statistics, EarlyView.
Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne, Thanh‐Liem Huynh, Mylène Oscar   +2 more
wiley   +1 more source

torchtree: Flexible Phylogenetic Model Development and Inference Using PyTorch. [PDF]

Syst Biol
Fourment M, Macaulay M, Swanepoel CJ, Ji X, Suchard MA, Matsen Iv FA.   +5 more
europepmc   +1 more source

Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions

Canadian Journal of Statistics, EarlyView.
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni, Luca Merlo, Lea Petrella   +2 more
wiley   +1 more source

Correction: Spatio-temporal characterization of earthquake sequence parameters and forecasting of strong aftershocks in Xinjiang based on the ETAS model. [PDF]

PLoS One
PLOS One Editors.
europepmc   +1 more source

Partial identification with categorical data and nonignorable missing outcomes

Canadian Journal of Statistics, EarlyView.
Abstract Nonignorable missing outcomes are common in real‐world datasets and often require strong parametric assumptions to achieve identification. These assumptions can be implausible or untestable, and so we may wish to forgo them in favour of partially identified models that narrow the set of a priori possible values to an identification region.
Daniel Daly‐Grafstein, Paul Gustafson
wiley   +1 more source

New, Shorter Small-Sample Intervals for Vaccine Efficacy. [PDF]

Pharm Stat
Gasparini M, Trani VD, Ratta M.
europepmc   +1 more source

Bayesian inverse ensemble forecasting for COVID‐19

Canadian Journal of Statistics, EarlyView.
Abstract Variations in strains of COVID‐19 have a significant impact on the rate of surges and on the accuracy of forecasts of the epidemic dynamics. The primary goal for this article is to quantify the effects of varying strains of COVID‐19 on ensemble forecasts of individual “surges.” By modelling the disease dynamics with an SIR model, we solve the ...
Kimberly Kroetch, Don Estep
wiley   +1 more source

Computational parametric mapping of functional neuroimaging data. [PDF]

Imaging Neurosci (Camb)
Steinkamp SR, Chaker I, Hubert F, Meder D, Hulme OJ.   +4 more
europepmc   +1 more source

A partial envelope approach for modelling multivariate spatial‐temporal data

Canadian Journal of Statistics, EarlyView.
Abstract In the new era of big data, modelling multivariate spatial‐temporal data is a challenging task due to both the high dimensionality of the features and complex associations among the responses across different locations and time points.
Reisa Widjaja, Wenbo Wu, Victor De Oliveira, Keying Ye   +3 more
wiley   +1 more source