Results 181 to 190 of about 11,503,776 (284)

Penalized Convex Estimation in Dynamic Location Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley   +1 more source

Relationship between caudal fin closing motion and acceleration capability of Rudarius ercodes balistiform locomotion. [PDF]

Sci Rep
Fuji T, Sumikawa H, Hirata N, Kimori Y, Kato M, Fukue T.   +5 more
europepmc   +1 more source

Sparse Causal Dynamic Linear Regression

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a sparse causal dynamic regression framework for long multivariate time series. With very long time series, the potentially large number of lags and leads in a dynamic regression model often makes time‐domain estimation numerically unstable or intractable.
Rui Huang, Kung‐Sik Chan
wiley   +1 more source

Conceptual design of airborne contra rotating VAWTs for rooftop wind energy. [PDF]

Sci Rep
Radhakrishnan J, Sridhar S, Zuber M, Ng EYK, Shenoy BS.   +4 more
europepmc   +1 more source

Detecting Periodicity of a General Stationary Time Series via AR(2)‐Model Fitting

Journal of Time Series Analysis, EarlyView.
ABSTRACT Estimating the periodicity of a stationary time series via fitting a second‐order stationary autoregressive (AR(2)) model has been initiated by the seminal paper of Yule (1927). We investigate properties of this procedure when applied to general stationary processes possessing a spectral density with a dominant peak at some unknown frequency ...
Jens‐Peter Kreiss, Panagiotis Maouris, Efstathios Paparoditis   +2 more
wiley   +1 more source

Effects of Wing Kinematics on Aerodynamics Performance for a Pigeon-Inspired Flapping Wing. [PDF]

Biomimetics (Basel)
Wu T, Wang K, Jia Q, Ding J.
europepmc   +1 more source

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

Threshold Regression for Fixed‐T$$ T $$ Panel Data with Interactive Fixed Effects

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This paper develops a new toolbox for estimation and inference in panel data threshold regression models with interactive fixed effects and a fixed number of time periods, T$$ T $$. The toolbox is designed to be simple, accurate, and computationally efficient.
Jan Ditzen, Yiannis Karavias, Joakim Westerlund   +2 more
wiley   +1 more source

Numerical investigation of dynamic responses and mooring forces of submerged floating tunnel driven by surface waves. [PDF]

Sci Rep, 2020
Chen X, Chen Z, Cai S, Xu W, Zhuo X, Lv J, Zhao J.   +6 more
europepmc   +1 more source

Do Consumers Respond to Marginal Prices at Kink Points? Evidence From 40+ Million Electricity Bills in Ethiopia

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT Leveraging over 40 million residential electricity billing records from more than one million meters in Ethiopia, we test whether consumers respond to marginal prices at kink points under an increasing block tariff (IBT). We exploit a unique institutional setting in which two distinct billing systems (manual postpaid and automated prepaid ...
Tensay Hadush Meles, Gunnar Köhlin
wiley   +1 more source