Results 101 to 110 of about 91,156 (303)
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 +3 more
doaj +1 more source
Local GMM Estimation of Time Series Models with Conditional Moment Restrictions [PDF]
This paper investigates statistical properties of the local GMM (LGMM) estimator for some time series models defined by conditional moment restrictions. First, we consider Markov processes with possible conditional heteroskedasticity of unknown form and ...
Nikolay Gospodinov, Taisuke Otsu
core
Interplay Between Green Investment and Market Price Premia in Global Shipping
International Journal of Finance &Economics, EarlyView.ABSTRACT Existing research emphasises that the driver of green investment is its future profitability. This paper shows that other investors' decisions also influence green investment. We take the example of scrubber installation in shipping, which is optional by regulation but has an established market for trading its underlying asset.
Yao Shi +4 more
wiley +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
Journal of Applied Econometrics, EarlyView.ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley +1 more source
Estimation and inference for multi-kink expectile regression with nonignorable dropout
Statistical Theory and Related FieldsIn 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
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 +2 more
openaire +2 more sources
JCPP Advances, EarlyView.Abstract Background Early exposure to maternal depression can increase risk for offspring mental health problems across the lifespan. Less is known about the transdiagnostic pathways through which maternal depression influences offspring mental health risk in young adulthood.
Gabrielle R. Rinne +3 more
wiley +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
Journal of Hospital Medicine, EarlyView.Abstract Background Low‐value care remains prevalent in bronchiolitis management despite evidence‐based guidelines. De‐implementation initiatives face unique challenges compared with traditional implementation efforts, particularly when spreading across diverse healthcare settings.
Nathan M. Solbak +7 more
wiley +1 more source