Results 281 to 290 of about 383,160 (312)

MODELING ISE100 WITH CONTINUOUS AR(1) MODEL

2011
Great majority of the studies on Istanbul Stock Exchange market (ISE100) have focused on various type of discrete modeling such as AR/MA, ARIMA, GARCH, Vector AR and extensions of GARCH modeling. The importance of finding a suitable model for a stock exchange market and having an efficient forecast results from the model is undisputable.
YILDIRIM, Yavuz, ÜNAL, Gazanfer
openaire   +1 more source

Modeling and Estimating the Credit Cycle by a Probit-AR(1)-Process

2006
The loss distribution of a credit portfolio is considered within the framework of a Bernoulli-mixture model where in each rating grade the stochastic Bernoulli-parameter follows an autoregressive stationary process. Changes in the loss distribution are discussed when the unconditional view is replaced by a conditional view where information from the ...
Steffi Höse, Konstantin Vogl
openaire   +1 more source

The Hubbard Model: A Computational Perspective

Annual Review of Condensed Matter Physics, 2022
Mingpu Qin, T Schafer, S Andergassen
exaly  

A Bootstrap test in an AR (1) model

1994
Cet article présente une procédure bootstrap de test de racine unité dans un modèle AR (1), basée sur le rééchantillonnage des résidus. Le bootstrap est mis en oeuvre sous l'hypothèse nulle et sous des alternatives locales, afin de déterminer la puissance du test : ceci permet d'éviter les problèmes de non stabilité du bootstrap observé dans les cas ...
openaire   +1 more source

Semiparametric AR(p)-ARCH(1) Models

2010
So far we have analysed parametric ARCH and GARCH models. In this chapter the results are extended to semiparametric models, in which the ARCH part is nonparametric. In the first section we introduce the semiparametric AR (p)-ARCH (1) model and show the asymptotic properties of the estimators.
openaire   +1 more source

Autocorrelation Pre-Testing in Linear Models with AR(1) Errors

1988
The first part of the paper gives an overview of the recent literature on autocorrelation pre-testing in linear models. Pre-testing is found to be preferable to pure OLS and to outperform the procedures of always correcting for autocorrelation. The Durbin pre-test estimator, applying the Durbin-Watson test of autocorrelation, compares favorably with ...
openaire   +2 more sources

Simulation Model Predicts Cost Savings from Colorectal Cancer Screening

Ca-A Cancer Journal for Clinicians, 2010
John Henry Dreyfuss
exaly  

AR(1) Model

2016
openaire   +1 more source

Gut Microbiota Regulate Motor Deficits and Neuroinflammation in a Model of Parkinson’s Disease

Cell, 2016
Timothy R Sampson, Justine W Debelius, Stefan Janssen   +2 more
exaly  

Density functionals and model Hamiltonians: Pillars of many-particle physics

Physics Reports, 2013
Klaus Capelle, V L Campo
exaly