Results 161 to 170 of about 33,016 (275)
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
Penalized Convex Estimation in Dynamic Location Models
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley +1 more source
A case study based inquiry into the adoption and adaptation of communicative language teaching in Chinese universities [PDF]
The aim of this study is to investigate the extent to which Communicative Language Teaching (CLT) is adopted and/or adapted by Chinese tertiary teachers of English with the experience of teacher education overseas.
Xue, Qing Qing
core
Moving Aggregate Modified Autoregressive Copula‐Based Time Series Models (MAGMAR‐Copulas)
Journal of Time Series Analysis, EarlyView.ABSTRACT Copula‐based time series models can model univariate and stationary time series in a flexible way by decomposing the joint distribution of consecutive observations into a copula and the stationary distribution. Implicitly, this approach assumes a finite Markov order. In reality, a time series may not follow the Markov property.
Sven Pappert
wiley +1 more source
Journal of Time Series Analysis, EarlyView.ABSTRACT We consider estimation of large approximate factor models in high‐dimensional panels of stationary time series using Principal Component Analysis (PCA). We review the key results establishing the necessary and sufficient conditions for consistency and asymptotic normality of the estimators, which hold when both the cross‐sectional dimension n$$
Matteo Barigozzi
wiley +1 more source
Forecast Evaluation for Functional Data
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper proposes methods for comparing the accuracy of two competing sets of functional forecasts. This is increasingly relevant as many economic and financial forecasters are interested in predicting variables which are observed as functional data objects.
Jack Fosten +3 more
wiley +1 more source
New Labor Governance? The German Supply Chain Act and National Governance Mechanisms in Brazil
Regulation &Governance, EarlyView.ABSTRACT Due diligence laws respond to labor governance challenges and to a lack of public governance addressing human rights violations in Global Value Chains. Despite ongoing contestation, the German Supply Chain Due Diligence Act seeks to hold German‐based firms accountable for human rights risks in their supply chains.
Helena Gräf
wiley +1 more source
School Science and Mathematics, EarlyView.ABSTRACT Extensive research has demonstrated the effectiveness of concept maps in fostering students' conceptual understanding. However, less is known about how cognitive and motivational variables interact to influence chemistry learning outcomes in ecologically valid settings.
Oluwafemi J. Sunday +2 more
wiley +1 more source
Injectable Hyaluronic Acid-Functionalized Nanocomposite Hydrogel for Targeted Rheumatoid Arthritis Therapy via Concurrent ROS Attenuation and Macrophage Repolarization. [PDF]
Int J NanomedicineFan Z +10 more
europepmc +1 more source