Results 231 to 240 of about 9,695 (338)

Automated Bandwidth Selection for Inference in Linear Models With Time‐Varying Coefficients

Journal of Time Series Analysis, EarlyView.
ABSTRACT The problem of selecting the smoothing parameter, or bandwidth, for kernel‐based estimators of time‐varying coefficients in linear models with possibly endogenous explanatory variables is considered. We examine automated bandwidth selection by means of cross‐validation, a nonparametric variant of Akaike's information criterion, and bootstrap ...
Charisios Grivas, Zacharias Psaradakis
wiley   +1 more source

Spatial autoregressive quantile regression modeling of gross regional domestic product data in Java Island. [PDF]

MethodsX
Rahmi S, Sunusi N, Ilyas N.
europepmc   +1 more source

Density‐Valued ARMA Models by Spline Mixtures

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley   +1 more source

Entropy Maximization, Time Emergence, and Phase Transition. [PDF]

Entropy (Basel)
Smith J.
europepmc   +1 more source

Ii. Linear Combinations, Lagrange Multipliers, and Legendre Transforms—A Look at Three Methods to Write the Gibbs Energy of Reactive Mixtures

, 2002
Juan José Luetich
openalex   +1 more source

An Extension of Augmented Lagrange Multiplier Method for Remote Sensing Inversion

, 2002
阎广建,   北京师范大学遥感中心  , 朱重光, 王锦地, 李小文,   中国科学院遥感应用研究所  ,   北京师范大学遥感中心 北京100875  ,   北京100101  ,   波士顿大学遥感中心  ,   美国波士顿     +9 more
openalex   +2 more sources

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

Cat abandonment and adoption associated with socioeconomic, veterinary, and trap-neuter-return factors in the Republic of Korea. [PDF]

PeerJ
Rah H.
europepmc   +1 more source

Convergence analysis of dynamically regularized Lagrange multiplier pressure correction method for the incompressible Navier-Stokes equations

Yi Shen, Rihui Lan, Hua Wang (13530)
openalex   +1 more source

A Finite Element Nonoverlapping Domain Decomposition Method with Lagrange Multipliers for the Dual Total Variation Minimizations

, 2019
Chang-Ock Lee, Park, Jongho
openalex   +1 more source