Results 151 to 160 of about 28,224 (283)
Density‐Valued ARMA Models by Spline Mixtures
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley +1 more source
How estimating nuisance parameters can reduce the variance (with consistent variance estimation). [PDF]
Stat MedLok JJ.
europepmc +1 more source
Testing Distributional Granger Causality With Entropic Optimal Transport
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley +1 more source
Nuisance parameters, composite likelihoods and a panel of GARCH models.
, 2011 We investigate the properties of the composite likelihood (CL) method for (T × NT ) GARCH panels. The defining feature of a GARCH panel with timeseries length T is that, while nuisance parameters are allowed to vary across NT series, other parameters of ...
Shephard, Neil +2 more
core
The Accuracy Smoothness Dilemma in Prediction: A Novel Multivariate M‐SSA Forecast Approach
Journal of Time Series Analysis, EarlyView.ABSTRACT Forecasting presents a complex estimation challenge, as it involves balancing multiple, often conflicting, priorities and objectives. Conventional forecast optimization methods typically emphasize a single metric, such as minimizing the mean squared error (MSE), which may neglect other crucial aspects of predictive performance. To address this
Marc Wildi
wiley +1 more source
Education and the Shadow Economy: A Panel Cointegration Analysis
Kyklos, EarlyView.ABSTRACT This study examines the impact of education on the shadow economy across 132 countries over the period 1991–2020. To this end, panel cointegration and panel error‐correction models are employed. The results of the panel cointegration tests indicate a stable long‐term relationship among the selected variables.
Salvatore Ciucci
wiley +1 more source
Seeing the Speaker's Face Enhances Second Language Shadowing: Neural and Behavioral Evidence
Language Learning, EarlyView.Abstract This functional magnetic resonance imaging (fMRI) study investigated how facial cues influence second language (L2) shadowing among 42 Japanese learners of English. Participants completed four conditions that varied by task type (listening vs. shadowing) and visual input (face vs. mosaic).
Hyeonjeong Jeong +7 more
wiley +1 more source
New Phytologist, EarlyView.Polyphenol oxidases (PPOs) depletion preserves endogenous proteins at their predicted molecular weights and enhances detectable enzymatic activities. (a) Less RbcL crosslinking in ppo mutant of Nicotiana benthamiana. Leaf extracts were incubated for 1 h, separated on protein gels, stained with Coomassie or analyzed by Western blot with the anti‐RbcL ...
Kaijie Zheng +4 more
wiley +1 more source
Inference on the Attractor Space via Functional Approximation
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT This paper discusses semiparametric inference on hypotheses on the cointegration and the attractor spaces for I(1)$$ I(1) $$ linear processes with moderately large cross‐sectional dimension. The approach is based on sample canonical correlations and functional approximation of Brownian motions, and it can be applied both to the whole system ...
Massimo Franchi, Paolo Paruolo
wiley +1 more source
Training-set conditionally valid prediction sets with right-censored data. [PDF]
Lifetime Data AnalSi W, Qiu H.
europepmc +1 more source