Results 171 to 180 of about 3,774,080 (285)

Asymptotics of Time‐Varying Processes in Continuous‐Time Using Locally Stationary Approximations

Journal of Time Series Analysis, EarlyView.
ABSTRACT We introduce a general theory on stationary approximations for locally stationary continuous‐time processes. Based on the stationary approximation, we use θ$$ \theta $$‐weak dependence to establish laws of large numbers and central limit type results under different observation schemes.
Robert Stelzer, Bennet Ströh
wiley   +1 more source

An Innovative Semiparametric Density Model for the Statistical Characterization of Ground-Vehicle Radar Cross Sections. [PDF]

Sensors (Basel)
Liu Z, Wen S, Sun H, Deng M.
europepmc   +1 more source

ESTIMATION OF A SEMIPARAMETRICIGARCH(1,1) MODEL [PDF]

We propose a semiparametric IGARCH model that allows for persistence invariance but also allows for more flexible functional form. We assume that thedifference of the squared process is weakly stationary.
Woocheol Kim, Oliver Linton
core  

Measuring Cognitive Skills in African Labor Markets: A Bounding Approach to Non‐Completion in the STEP Surveys

LABOUR, EarlyView.
ABSTRACT This paper addresses the problem of assessment non‐completion in surveys within the context of cognitive skills measurement in sub‐Saharan Africa. The World Bank's STEP Skills Measurement Program represented a major initiative to measure skills in low‐ and middle‐income countries, with surveys conducted in two African countries, Ghana and ...
Andreas Backhaus
wiley   +1 more source

Learning Continuous Decomposable Models Using Mutual Information and Statistical Copulas. [PDF]

Entropy (Basel)
Desuó Neto L, de Oliveira Caetano H, de Souza Sant'Anna Fogliatto M, Dias Maciel C.   +3 more
europepmc   +1 more source

Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity [PDF]

This paper considers a nonparametric time series regression model with a nonstationary regressor. We construct a nonparametric test for testing whether the regression is of a known parametric form indexed by a vector of unknown parameters.
Zudi Lu, Jiti Gao, Maxwell King, Dag Tjøstheim   +3 more
core  

Assessing the Effectiveness of Workers' Selection Exams: The Case of the Bank of Italy

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT High‐stakes exams can be used to rank and select candidates for job openings, and the ability of those selected hinges on the design of the exam. I propose a method to model candidates' performance to assess how effective the exam is at selecting high‐ability candidates.
Santiago Pereda‐Fernández
wiley   +1 more source

Inference on function-valued parameters using a restricted score test. [PDF]

J R Stat Soc Series B Stat Methodol
Hudson A, Carone M, Shojaie A.
europepmc   +1 more source

Estimation of continuous-time interest rate models: a nonparametric approach [PDF]

This paper presents a general, nonlinear model for term structure interest rate. The approach is the same of Stanton (1997) but it has been extended to a multifactor model. The novel aspect is that rather than choosing the functional specification of the
Orazio Di Miscia
core  

Toward a deeper understanding of recovery trajectories in forest ecosystem restoration: a machine learning approach

Restoration Ecology, EarlyView.
Abstract Introduction The lack of integrated monitoring approaches and indicators hampers the understanding of forest restoration trajectories, as the recovery process involves multiple aspects of the ecosystem, which can respond differently to environmental changes due to their interactions and synergies.
Jenny Vivian, Robin L. Chazdon, Alison Shapcott, David J. Lee   +3 more
wiley   +1 more source