Results 91 to 100 of about 40,934 (281)

On subset least squares estimation and prediction in vector autoregressive models with exogenous variables

Canadian Journal of Statistics, EarlyView.
Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne, Thanh‐Liem Huynh, Mylène Oscar   +2 more
wiley   +1 more source

Expanding the boundaries of local similarity analysis

BMC Genomics, 2013
Background Pairwise comparison of time series data for both local and time-lagged relationships is a computationally challenging problem relevant to many fields of inquiry.
Durno W Evan, Hanson Niels W, Konwar Kishori M, Hallam Steven J   +3 more
doaj   +1 more source

Multiple Local Whittle Estimation in StationarySystems [PDF]

Moving from univariate to bivariate jointly dependent long memory time series introduces a phase parameter (?), at the frequency of principal interest, zero; for shortmemory series ? = 0 automatically.
Peter M Robinson
core  

Linear and Two‐Dimensional Infrared Spectroscopy of the Multifunctional Vibrational Probe, 3‐(4‐Azidophenyl) Propiolonitrile. Deperturbing a Fermi Triad by Isotopic Substitution

ChemPhysChem, Volume 26, Issue 6, March 15, 2025.
Linear infrared spectroscopy combined with isotope labeling and density functional theory unravels the origin of a Fermi triad in a multifunctional vibrational chromophore. Ultrafast 2DIR‐spectroscopy reports directly on the dynamics and the intramolecular vibrational energy flow pathways in the isotopically deperturbed system. Abstract Infrared probes
Claudia Gräve, Jörg Lindner, Stefan Flesch, Luis I. Domenianni, Peter Vöhringer   +4 more
wiley   +1 more source

Local Asymptotic Normality for Multi-Armed Bandits

Van den Akker, Werker, and Zhou (2025) showed that the limit experiment, in the sense of H\a'{a}jek-Le Cam, for (contextual) bandits whose arms' expected payoffs differ by $O(T^{-1/2})$, is Locally Asymptotically Quadratic (LAQ) but highly non-standard, being characterized by a system of coupled stochastic differential equations.
Akker, Ramon van den, Werker, Bas J. M., Zhou, Bo   +2 more
openaire   +2 more sources

Identification Environment, School Identification and School Burnout: Multilevel Models

European Journal of Social Psychology, EarlyView.
ABSTRACT Most research on well‐being in social psychology has focused on individuals. Based on the social identity approach to health, we examined how the average strength of social identification within a group—a measure of the ‘identification environment’—affects group members’ burnout symptoms and moderates the association between their social ...
Eerika Finell, Asko Tolvanen, Kevin Durrheim, Katariina Salmela‐Aro, Hanne Kivimäki   +4 more
wiley   +1 more source

Estimation and inference for multi-kink expectile regression with nonignorable dropout

Statistical Theory and Related Fields
In this paper, we consider parameter estimation, kink points testing and statistical inference for a longitudinal multi-kink expectile regression model with nonignorable dropout.
Dongyu Li, Lei Wang
doaj   +1 more source

"Time Series Nonparametric Regression Using Asymmetric Kernels with an Application to Estimation of Scalar Diffusion Processes" [PDF]

This paper considers a nonstandard kernel regression for strongly mixing processes when the regressor is nonnegative. The nonparametric regression is implemented using asymmetric kernels [Gamma (Chen, 2000b), Inverse Gaussian and Reciprocal Inverse ...
Masayuki Hirukawa, Nikolay Gospodinov
core  

Scour‐Conditioned Seismic Fragility Analysis of Monopile‐Supported Offshore Wind Turbines

Earthquake Engineering &Structural Dynamics, EarlyView.
ABSTRACT Monopile‐supported offshore wind turbines (MS‐OWTs) are increasingly deployed in seismic coastal regions, where they face compound risks from earthquake loading and seabed scour. While past studies have addressed these hazards separately, seismic fragility under evolving scour conditions remains insufficiently understood. This study introduces
Francisco Pinto, Rodrigo Astroza, Felipe Vicencio, Raffaele De Risi   +3 more
wiley   +1 more source

Semiparametric inference in correlated long memory signal plus noise models [PDF]

This paper proposes an extension of the log periodogram regression in perturbed long memory series that accounts for the added noise, also allowing for correlation between signal and noise, which represents a common situation in many economic and ...
Arteche González, Jesús María
core