Results 41 to 50 of about 63,609 (288)
Regional Shopping Objectives in British Grocery Retail Transactions Using Segmented Topic Models
Applied Stochastic Models in Business and Industry, EarlyView.ABSTRACT Understanding the customer behaviours behind transactional data has high commercial value in the grocery retail industry. Customers generate millions of transactions every day, choosing and buying products to satisfy specific shopping needs.
Mariflor Vega Carrasco +4 more
wiley +1 more source
Econometrics, 2020 The authors wish to make the following corrections to this paper [...]
David Ardia +3 more
doaj +1 more source
Essays in bayesian econometrics
, 2021 Η παρούσα διδακτορική διατριβή αποτελείται από τρία κύρια δοκίμια στην Οικονομετρία κατά Bayes. Το πρώτο δοκίμιο αφορά την Μπεϋζιανή μέθοδο των κυρτών συνδυασμών υποδειγμάτων (Bayesian Model Averaging ή BMA) με μη συζυγείς εκ των προτέρων κατανομές με εφαρμογή στις παλινδρομήσεις μεγέθυνσης (growth regressions).
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Estimation methods for stochastic volatility models: a survey [PDF]
, 2004 Although stochastic volatility (SV) models have an intuitive appeal, their empirical application has been limited mainly due to difficulties involved in their estimation. The main problem is that the likelihood function is hard to evaluate.
Broto, Carmen, Ruiz, Esther
core +4 more sources
An observation‐driven state‐space model for claims size modelling
Canadian Journal of Statistics, EarlyView.Abstract State‐space models are popular in econometrics. Recently, these models have gained some popularity in the actuarial literature. The best known state‐space models are of the Kalman‐filter type. These are called parameter‐driven because the observations do not impact the state‐space dynamics.
Jae Youn Ahn +2 more
wiley +1 more source
The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference
Journal of Statistical Software, 2017 This paper presents the R package MitISEM (mixture of t by importance sampling weighted expectation maximization) which provides an automatic and flexible two-stage method to approximate a non-elliptical target density kernel - typically a posterior ...
Nalan Baştürk +4 more
doaj +1 more source
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 +2 more
wiley +1 more source
Bayesian reduced rank regression in econometrics [PDF]
Journal of Econometrics, 1995 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices
Journal of Forecasting, EarlyView.ABSTRACT This paper presents an evaluation of the accuracy of machine learning (ML) techniques in forecasting the realized volatility of West Texas Intermediate (WTI) crude oil prices. We compare several ML algorithms, including regularization, regression trees, random forests, and neural networks, to several heterogeneous autoregressive (HAR) models ...
Talha Omer +3 more
wiley +1 more source
Euclid, 2017 Aplikasi pemodelan spatial ekonometrik dalam berbagai bidang ilmu semakin banyak khususnya dalam ruang lingkup spatial regional dan spatial epidemiologi.
I Gede Nyoman Mindra Jaya +3 more
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