Results 221 to 230 of about 43,795 (242)

Asymptotic Properties of Some Non-Parametric Hyperbolic Efficiency Estimators

2011
A hyperbolic measure of technical efficiency was proposed by Fare et al. (The Measurement of Efficiency of Production, Kluwer-Nijhoff Publishing, Boston, 1985) wherein efficiency is measured by the simultaneous maximum, feasible reduction in input quantities and increase in output quantities.
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Asymptotic properties of the wavelet estimator in non parametric regression model with martingale difference errors

Communications in Statistics - Theory and Methods, 2022
Xuejun Wang, Xin Deng, Yi Wu
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Non-parametric estimation of stochastic volatility models: spot volatility, leverage and vol-of-vol. Four essays on asymptotic error distributions, finite-sample properties and empirical applications.

2021
This thesis contains four essays on non-parametric estimators of the spot volatility, the leverage and the volatility-of-volatility. In particular, the focus of this thesis is on the study of the asymptotic properties of the estimators, the optimization of their finite-sample performance and the use of the resulting estimates in empirical applications.
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Asymptotic Properties for Estimators in Semi-Parametric Error-in-Variables Model with Missing Responses

Advances in Applied Mathematics, 2022
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Asymptotic properties of estimators in a semi-parametric regression model with infinite r th moments

Communications in Statistics - Simulation and Computation
Yi Wu, Mei Yao, Xuejun Wang
openaire   +1 more source

Asymptotic properties of the least squares estimators of the parameters of the chirp signals

Annals of the Institute of Statistical Mathematics, 2004
Debasis Kundu
exaly  

An Overview of Asymptotic Properties of Estimators in Truncated Distributions

Communications in Statistics - Theory and Methods, 2007
Inmaculada Barranco-Chamorro, J L Moreno-Rebollo   +1 more
exaly  

Asymptotic Normality of Parametric Estimators of Markov Chain Vector Dependence Models

2009
Guiwu Wei
exaly  

Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection

Journal of Time Series Analysis, 2007
Graciela Boente
exaly  

Asymptotic Properties of Statistical Estimators in Stochastic Programming

Annals of Statistics, 1989
Alexander Shapiro
exaly