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Fractional Cointergration: Bayesian Inferences using a Jeffreys Prior
2017The concept of fractional cointegration, whereby deviations from an equilibrium relationship follow a fractionally integrated process, has attracted some attention of late. The extended concept allows cointegration to be associated with mean reversion in the error, rather than requiring the more stringent condition of stationarity.
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From continuous-time random walks to the fractional Jeffreys equation: Solution and properties
International Journal of Heat and Mass Transfer, 2021Emad Awad +2 more
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Coconut Plant Growth, Mahalanobis Distance, and Jeffreys’ Prior
2017We study coconut plant growth in saline soil of Sunderban, West Bengal. Two growth environments are compared by Mahalanobis distance. Jeffreys’ noninformative prior and related matching priors are investigated in relation to cases including bi-exponential distribution for first principal component in the analyzed data. Fisher’s information I(\(\theta \)
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Bayesian Testing in Cointegration Models using the Jeffreys' Prior [PDF]
, 2000 We develop a Bayesian cointegration test statistic that can be used under a Jeffreys' prior. The test statistic is equal to the posterior expectation of the classical score statistic. Under the assumption of a full rank value of the long run multiplier the test statistic is a random variable with a chi-squared distribution.
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Active contour model for inhomogenous image segmentation based on Jeffreys divergence
Pattern Recognition, 2020Bin Han, Yiquan Wu
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Fisher–Rao geometry and Jeffreys prior for Pareto distribution
Communications in Statistics - Theory and Methods, 2022Mingming Li, Huafei Sun, Linyu Peng
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Jeffreys heat conduction in coupled semispaces subjected to interfacial heating
International Journal of Heat and Mass Transfer, 2023Oleksii Nosko
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The Statistical Education of Harold Jeffreys
International Statistical Review, 2005John Aldrich
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On the control of viscoelastic Jeffreys fluids
Systems and Control Letters, 2012Anna Doubova, Enrique Fernandez-Cara
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