Results 151 to 160 of about 95,986 (277)

Learning in the Limit: Income Inference from Credit Extensions

The Journal of Finance, EarlyView.
ABSTRACT Combining a randomized controlled trial with administrative and survey data, this paper shows that credit limit extensions significantly increase total spending and income expectations. By controlling for changes in personal income expectations, the spending response to credit limit extensions weakens by approximately 30%.
XIAO YIN
wiley   +1 more source

MF-IEKF: A Multiplicative Federated Invariant Extended Kalman Filter for INS/GNSS. [PDF]

Sensors (Basel)
Zhao L, Chen T, Yuan P, Li X, Luo Y.
europepmc   +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

Early estimation of the number of hidden HIV infected subjects: An extended Kalman filter approach. [PDF]

Infect Dis Model, 2023
Di Giamberardino P, Iacoviello D.
europepmc   +1 more source

Band‐Pass Filtering With High‐Dimensional Time Series. A Synthetic Indicator of the Medium‐to‐Long Run Component of Growth

Journal of Time Series Analysis, EarlyView.
ABSTRACT The paper deals with the construction of a synthetic indicator of economic growth, obtained by projecting a quarterly measure of aggregate economic activity, namely gross domestic product (GDP), into the space spanned by a finite number of smooth principal components, representative of the medium‐to‐long‐run component of economic growth of a ...
Alessandro Giovannelli, Marco Lippi, Tommaso Proietti   +2 more
wiley   +1 more source

Treatment of Extended Kalman Filter Implementations for the Gyroless Star Tracker. [PDF]

Sensors (Basel), 2022
Critchley-Marrows JJR, Wu X, Cairns IH.
europepmc   +1 more source

Cointegration in a MIDAS Regression

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT Mixed data sampling (MIDAS) cointegration models are used to analyse variables observed at different frequencies. In this paper, we start from an assumed autoregressive distributed lag (ADL) model for high‐frequency observations, and derive the resulting representation when the dependent variable is only observed at a lower frequency.
H. Peter Boswijk, Philip Hans Franses
wiley   +1 more source

A Robust Extended Kalman Filter Algorithm Based on a Sliding Window Fractional-Order Grey Prediction Model and Its Application in MINS/GNSS. [PDF]

Sensors (Basel)
Zhang M, Xu A.
europepmc   +1 more source

Bimodal Extended Kalman Filter-Based Pedestrian Trajectory Prediction. [PDF]

Sensors (Basel), 2022
Lin CY, Kau LJ, Chan CY.
europepmc   +1 more source

Likelihood Estimation for Stochastic Differential Equations with Mixed Effects

Scandinavian Journal of Statistics, EarlyView.
ABSTRACT Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. When time series are observed for several experimental units, it is often the case that some of the parameters vary between the individual experimental units.
Fernando Baltazar‐Larios, Mogens Bladt, Michael Sørensen   +2 more
wiley   +1 more source