Non-Parametric Estimation of Spot Covariance Matrix with High-Frequency Data
, 2019 Estimating spot covariance is an important issue to study, especially with the increasing availability of high-frequency financial data. We study the estimation of spot covariance using a kernel method for high-frequency data.
Mustafayeva, Konul, Wang, Weining
core
Small area estimation in the case of nonesponse
Lietuvos Matematikos Rinkinys, 2009 In this paper the effect of model and nonresponseadjustment on different types of estimators for the totals of small area domains is examined. The empirical results are based on Monte Carlo simulations with repeated samples drawn from a finite population
Vilma Nekrašaitė-Liegė
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The Empirical Saddlepoint Estimator
, 2018 We define a moment-based estimator that maximizes the empirical saddlepoint (ESP) approximation of the distribution of solutions to empirical moment conditions. We call it the ESP estimator.
Holcblat, Benjamin, Sowell, Fallaw
core
A TIME-OPTIMAL ALGORITHM FOR THE ESTIMATION OF CONTACT DISTRIBUTION FUNCTIONS OF RANDOM SETS
Image Analysis and Stereology, 2011 This paper presents a linear-time and therefore time-optimal algorithm for the estimation of distance distribution functions and contact distribution functions of random sets.
Johannes Mayer
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Distribution Theory of the Least Squares Averaging Estimator
, 2013 This paper derives the limiting distributions of least squares averaging estimators for linear regression models in a local asymptotic framework. We show that the averaging estimators with fixed weights are asymptotically normal and then develop a plug ...
Chu-An Liu
semanticscholar +1 more source
SolidPAC is an interactive battery-on-demand energy density estimator for solid-state batteries
Cell Reports Physical Science, 2022 Summary: Solid-state batteries hold the promise to be highly impactful next-generation technologies for high-energy and -power-density rechargeable battery applications.
Marm Dixit +6 more
doaj
ON THE ESTIMATION OF DISTANCE DISTRIBUTION FUNCTIONS FOR POINT PROCESSES AND RANDOM SETS
Image Analysis and Stereology, 2011 This paper discusses various estimators for the nearest neighbour distance distribution function D of a stationary point process and for the quadratic contact distribution function Hq of a stationary random closed set.
Dietrich Stoyan +3 more
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Reconstruction of the execution times dynamics of real-time tasks by fuzzy digital filtering
Revista Facultad de Ingeniería Universidad de Antioquia, 2014 Real-time systems (RTS) process their activities through tasks which in turn consist of a set of instances, each one of this real-time task (RTT) have six temporary constraints: arrival time, start time, execution time, end time, over time and
Jorge Salvador Valdez Martínez +3 more
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Black box systems identification with estimation
Revista Facultad de Ingeniería Universidad de Antioquia, 2014 In a black box system the internal parameters are not observables between input-output relationships. An approach is made knowing as estimation, based on the second probability moment. These results with a functional error and the innovation
María Teresa Zagceta Álvarez +2 more
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On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models [PDF]
, 1967 George Zyskind
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