Results 101 to 110 of about 51,335 (252)
Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models
Journal of Time Series Analysis, EarlyView.ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley +1 more source
Comparative Radiopacity of Additively Manufactured Permanent and Temporary Resins and Conventional Resin-Based Composites. [PDF]
J Esthet Restor DentABSTRACT Objective This study aimed to evaluate whether radiopacity differs among additively manufactured permanent resins, temporary resins, and conventional resin‐based composites at clinically relevant thicknesses. Materials and Methods Eight dental materials were evaluated and categorized into four groups: additively manufactured permanent resins ...
Coşkun-Albayrak S +3 more
europepmc +2 more sources
Estudios en Seguridad y Defensa, 2008 El artículo informa sobre las nuevas armas tecnológicas que se emplean en el campo de batalla, las cuales utilizan pulsos electromagnéticos para lograr sus objetivos, buscando una mayor protección de los seres vivientes y su entorno, afectando solamente sistemas electrónicos, lo que es aplicable a conflictos regulares como irregulares.
openaire +3 more sources
Journal of Time Series Analysis, EarlyView.ABSTRACT The paper deals with the construction of a synthetic indicator of economic growth, obtained by projecting a quarterly measure of aggregate economic activity, namely gross domestic product (GDP), into the space spanned by a finite number of smooth principal components, representative of the medium‐to‐long‐run component of economic growth of a ...
Alessandro Giovannelli +2 more
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Arma custos (Fabricius, 1794) Notes Kwon (2021), HNIBR (2022)
Lee, Dong-Yeol +12 more
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The Accuracy Smoothness Dilemma in Prediction: A Novel Multivariate M‐SSA Forecast Approach
Journal of Time Series Analysis, EarlyView.ABSTRACT Forecasting presents a complex estimation challenge, as it involves balancing multiple, often conflicting, priorities and objectives. Conventional forecast optimization methods typically emphasize a single metric, such as minimizing the mean squared error (MSE), which may neglect other crucial aspects of predictive performance. To address this
Marc Wildi
wiley +1 more source
Modeling and forecasting electricity loads: A comparison [PDF]
In this paper we study two statistical approaches to load forecasting. Both of them model electricity load as a sum of two components – a deterministic (representing seasonalities) and a stochastic (representing noise).
Rafal Weron, Adam Misiorek
core
Marchenko–Pastur Laws for Daniell Smoothed Periodograms
Journal of Time Series Analysis, EarlyView.ABSTRACT Given a sample X0,…,Xn−1$$ {X}_0,\dots, {X}_{n-1} $$ from a d$$ d $$‐dimensional stationary time series (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$, the most commonly used estimator for the spectral density matrix F(θ)$$ F\left(\theta \right) $$ at a given frequency θ∈[0,2π)$$ \theta \in \left[0,2\pi \right) $$ is the Daniell smoothed ...
Ben Deitmar
wiley +1 more source
Weak convergence of the sequential empirical processes of residuals in ARMA models [PDF]
This paper studies the weak convergence of the sequential empirical process $\hat{K}_n$ of the estimated residuals in ARMA(p,q) models when the errors are independent and identically distributed.
Bai, Jushan
core
On Testing for Independence Between Generalized Error Models of Several Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility models and regime‐switching models with possibly zero‐inflated regimes.
Kilani Ghoudi +2 more
wiley +1 more source