Results 241 to 250 of about 282,540 (265)

Local Likelihood for Non-Parametric ARCH(1) Models

SSRN Electronic Journal, 2003
Abstract. We propose a non‐parametric local likelihood estimator for the log‐transformed autoregressive conditional heteroscedastic (ARCH) (1) model. Our non‐parametric estimator is constructed within the likelihood framework for non‐Gaussian observations: it is different from standard kernel regression smoothing, where the innovations are assumed to ...
openaire   +2 more sources

Non-Parametric Models

2021
openaire   +1 more source

Rice biophysical parameter retrieval with optical satellite imagery: a comparative assessment of parametric and non-parametric models

Geocarto International, 2022
Lamin R Mansaray, Lingbo Yang
exaly  

Single-vehicle crash severity outcome prediction and determinant extraction using tree-based and other non-parametric models

Accident Analysis and Prevention, 2021
Changjian Zhang, Xintong Yan
exaly  

A penalized least product relative error loss function based on wavelet decomposition for non-parametric multiplicative additive models

Journal of Computational and Applied Mathematics, 2023
Yuehan Yang, Fan Yang
exaly  

Non-parametric hybrid models for wind speed forecasting

Energy Conversion and Management, 2017
Fanman Meng, Qinkai Han, Fulei Chu
exaly  

Non-parametric models for joint probabilistic distributions of wind speed and direction data

Renewable Energy, 2018
Qinkai Han, Fulei Chu, Tao Hu
exaly  

Wavelet based non-parametric NARX models for nonlinear input–output system identification

International Journal of Systems Science, 2006
Michael Balikhin, S A Billings, H L Wei
exaly  

Non Parametric Speech Modeling

Journal of Computational and Theoretical Nanoscience, 2016
openaire   +1 more source

The study of long-term HIV dynamics using semi-parametric non-linear mixed-effects models

Statistics in Medicine, 2002
Jin-Ting Zhang
exaly