Results 61 to 70 of about 890 (176)

WORST-CASE ESTIMATION AND ASYMPTOTIC THEORY FOR MODELS WITH UNOBSERVABLES [PDF]

This paper proposes a worst-case approach for estimating econometric models containing unobservable variables. Worst-case estimators are robust against the adverse effects of unobservables.
Mercedes Esteban-Bravo, Jose M. Vidal-Sanz   +1 more
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Nonstandard Analysis : a naive way to the infinitesimals (an unorthodox treatment of nonstandard analysis)

, 2001
An infinitesimal is a ‘number’ that is smaller then each positive real number and is larger than each negative real number, so that in the real number system there is just one infinitesimal, i.e. zero. But most of the time only nonzero infinitesimals are
Ponstein, Jacob,, Klein Haneveld, Wim (prologue),   +1 more
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The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes [PDF]

This paper investigates the empirical properties of autoregressive approximations to two classes of process for which the usual regularity conditions do not apply; namely the non-invertible and fractionally integrated processes considered in Poskitt ...
D. S. Poskitt, S. D. Grose
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Worst-case estimation and asymptotic theory for models with unobservables [PDF]

, 2004
This paper proposes a worst-case approach for estimating econometric models containing unobservable variables. Worst-case estimators are robust against the adverse effects of unobservables.
Vidal-Sanz, Jose M., Esteban-Bravo, Mercedes   +1 more
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Analysis of fractional-order models for hepatitis B

, 2018
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)CNPq: 455920-2014-1This paper presents two models for hepatitis B, both given by fractional differential equations. The
R. F. Camargo, Camargo, R. F., Dos Santos, F. L.P. [UNESP], Cardoso, L. C., Camargo, R. F. [UNESP], F. L. P. Dos Santos, Cardoso, L. C. [UNESP], L. C. Cardoso, Dos Santos, F. L.P.   +8 more
core   +1 more source

On the additive group structure of nonstandard models of Z [Z'ni·n nonstandard modelleri·ni·n toplamsal grup yapisi üzeri·ne]

, 1996
Let ? denote the inverse limit of finite cyclic groups and FgZ the group < F × Z,+ > where F is a vector space over Q and + is defined by (a, x) + (b, y) -(a + b, x + y + g(a, b)) for some g : F × F › Z.
Terziler M., Gencer Ç.
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Simulation-based Estimation of Contingent-claims Prices [PDF]

A new methodology is proposed to estimate theoretical prices of financial contingent-claims whose values are dependent on some other underlying financial assets. In the literature the preferred choice of estimator is usually maximum likelihood (ML).
Jun Yu, Peter C.B. Phillips
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Optimal Control For A Crossover Cholera Mathematical Model Using Fractal (Variable-Fractional) Ψ-Caputo Derivative With Nonstandard Kernel

Abstract This paper introduces an optimal control strategy for cholera’s crossover mathematical model. The proposed model integrates Ψ-Caputo fractal variable-order derivatives, fractal fractional-order derivatives, and integer-order derivatives across three distinct time intervals, utilizing a simple non-standard ...
Seham M. AL-Mekhlafi, Ebenezer Bonyah
openaire   +1 more source

Validating multiple structural change models : A case study [PDF]

In a recent article, Bai and Perron (2003, Journal of Applied Econometrics) present a comprehensive discussion of computational aspects of multiple structural change models along with several empirical examples.
Zeileis, Achim, Kleiber, Christian
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Jump-preserving monitoring of dependent time series using pilot estimators [PDF]

An important problem of the statistical analysis of time series is to detect change-points in the mean structure. Since this problem is a one-dimensional version of the higher dimensional problem of detecting edges in images, we study detection rules ...
Steland, Ansgar
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