Results 91 to 100 of about 61,880 (163)
Weather and Climate ExtremesThis work focuses on inferring design life levels for extreme events under non-stationary conditions. Its objectives are twofold. The first one is to provide a single indicator that summarizes relevant and interpretable information about large values in ...
Occitane Barbaux +3 more
doaj +1 more source
The Circumstance-Driven Bivariate Integer-Valued Autoregressive Model
EntropyThe novel circumstance-driven bivariate integer-valued autoregressive (CuBINAR) model for non-stationary count time series is proposed. The non-stationarity of the bivariate count process is defined by a joint categorical sequence, which expresses the ...
Huiqiao Wang, Christian H. Weiß
doaj +1 more source
The Profiles of Non-stationarity and Non-linearity in the Time Series of Resting-State Brain Networks. [PDF]
Front Neurosci, 2020 Guan S +6 more
europepmc +1 more source
Efficiency measurement with nonstationary variables: an application of panel cointegration techniques [PDF]
In this paper, we apply panel cointegration tests and estimation techniques to obtain efficiency measures when it is uncertain whether the underlying technological relationship is structural or spurious due to possible non-stationarity of the data.
Dimitris Christopoulos +1 more
core
Calculating and Using Second Order Accurate Solutions of Discrete Time Dynamic Equilibrium Models [PDF]
We describe an algorithm for calculating second order approximations to the solutions to nonlinear stochastic rational expectations models. The paper also explains methods for using such an approximate solution to generate forecasts, simulated time paths
Christopher A. Sims +3 more
core
Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models [PDF]
Likelihoods and posteriors of econometric models with strong endogeneity and weakinstruments may exhibit rather non-elliptical contours in the parameter space.This feature also holds for cointegration models when near non-stationarity occursand ...
Dijk, H.K. van +2 more
core +1 more source
Panel Tests for Unit Roots in Hours Worked [PDF]
Hours worked is a time series of interest in many empirical investigations of the macroeconomy. Estimates of macro elasticities of labour supply, for example, build on this variable.
Kappler, Marcus
core
Evaluation of MIMO Non- Stationarity
, 2011 The transmission performance of MIMO systems can be highly improved under stationary channel conditions where the channel statistics are constant. Unfortunately, mobile radio channels are not stationary all the time. Instead, they are stationary for finite time durations, so-called the stationarity regions.
openaire +1 more source
Correction: Accounting for non-stationarity in epidemiology by embedding time-varying parameters in stochastic models. [PDF]
PLoS Comput Biol, 2019 PLOS Computational Biology Staff.
europepmc +1 more source