Results 81 to 90 of about 96,717 (274)

A Note on Extended Binomial Coefficients

, 2014
We study the distribution of the extended binomial coefficients by deriving a complete asymptotic expansion with uniform error terms. We obtain the expansion from a local central limit theorem and we state all coefficients explicitly as sums of Hermite ...
Neuschel, Thorsten
core  

On Exponential‐Family INGARCH Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT A range of integer‐valued generalised autoregressive conditional heteroscedastic (INGARCH) models have been proposed in the literature, including those based on conditional Poisson, negative binomial and Conway‐Maxwell‐Poisson distributions. This note considers a larger class of exponential‐family INGARCH models, showing that maximum empirical
Alan Huang, Thomas Fung, Kyle Macaskill, Rowan Aukes   +3 more
wiley   +1 more source

A Generalization of q-Binomial Theorem [PDF]

, 2022
Qi Bao
openalex   +1 more source

Time‐Varying Dispersion Integer‐Valued GARCH Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT We introduce a general class of INteger‐valued Generalized AutoRegressive Conditionally Heteroscedastic (INGARCH) processes by allowing simultaneously time‐varying mean and dispersion parameters. We call such models time‐varying dispersion INGARCH (tv‐DINGARCH) models.
Wagner Barreto‐Souza, Luiza S. C. Piancastelli, Konstantinos Fokianos, Hernando Ombao   +3 more
wiley   +1 more source

Robust CDF‐Filtering of a Location Parameter

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania, Andrew C. Harvey, Alessandra Luati   +2 more
wiley   +1 more source

Theorems on the Binomial Coefficients for Combinatorial Geometric Series

, 2022
Chinnaraji Annamalai
openalex   +1 more source

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

A short derivation of an elegant sum involving central binomial coefficients due to László via a hypergeometric series approach [PDF]

Contributions to Mathematics, 2022
Dongkyu Lim, Arjun K. Rathie
doaj   +1 more source

If You Split Something into Two Parts, You Will Get Three Pieces: The Bilateral Binomial Theorem and its Consequences [PDF]

, 2020
Martin Erik Horn
openalex   +1 more source

Analyzing Non‐Random Selectivity in Online Job Advertisements Using Eurostat Benchmark Data and Generalized Sample Selection Models: An Application to EU Regional Labor Markets

LABOUR, EarlyView.
ABSTRACT The present paper provides an overall framework to afford the problem of non‐representativeness and non‐random selectivity arising from online job ads data, using Generalized sample selection models and Eurostat benchmark data. We jointly model the outcome intensity (number of online job ads in observed profiles, whose levels are defined by ...
Pietro Giorgio Lovaglio, Mario Mezzanzanica   +1 more
wiley   +1 more source