Results 261 to 270 of about 72,390 (316)

Forecasting With Dynamic Factor Models Estimated by Partial Least Squares

Journal of Forecasting, EarlyView.
ABSTRACT Dynamic factor models (DFMs) have found great success in nowcasting and short‐term macroeconomic forecasting when incorporating large sets of predictive information. The factor loadings are typically estimated cross‐sectionally with principal component analysis (PCA) or maximum likelihood (ML), which ignore whether the factors have predictive ...
Samuel Rauhala
wiley   +1 more source

Statistical Distribution and Entropy of Multi-Scale Returns: A Coarse-Grained Analysis and Evidence for a New Stylized Fact. [PDF]

Entropy (Basel)
Hernández-Montoya AR.
europepmc   +1 more source

New conditions for stability of multiple delayed Cohen-Grossberg Neural Networks of neutral-type. [PDF]

PLoS One
Ozcan N.
europepmc   +1 more source

Rate-Splitting-Based RF-UWOC Relaying Systems with Hardware Impairments and Interference. [PDF]

Entropy (Basel)
Huang X, Su Y, Qiu Y, Tang X, Li S.
europepmc   +1 more source

Nonparametric Tests for Exponentiality Against IFRA Alternatives Based on Cumulative Extropy Measures. [PDF]

Entropy (Basel)
Alqefari AA.
europepmc   +1 more source

The Capacity Gains of Gaussian Channels with Unstable Versus Stable Autoregressive Noise. [PDF]

Entropy (Basel)
Charalambous CD, Kourtellaris C, Louka S, Loyka S.   +3 more
europepmc   +1 more source

Tests for Categorical Data Beyond Pearson: A Distance Covariance and Energy Distance Approach. [PDF]

Biom J
Castro-Prado F, González-Manteiga W, Costas J, Facal F, Edelmann D.   +4 more
europepmc   +1 more source