Results 231 to 240 of about 7,154 (300)

Improving Extreme Precipitation Forecasts via Cascade Binary Classification With Diffusion Post‐Processing

open access: yesJournal of Geophysical Research: Machine Learning and Computation, Volume 3, Issue 4, August 2026.
Abstract Accurate forecasting of extreme precipitation remains a critical challenge, owing to its heavy‐tailed distribution and severe class imbalance that limit conventional deep learning approaches. This study presents a two‐stage cascade‐diffusion framework for extreme precipitation forecasting over eastern China (110°–130°E, 20°–40°N).
Leyan Dai   +6 more
wiley   +1 more source

Heteroskedastic Structural Vector Autoregressions Identified via Long‐Run Restrictions

open access: yesOxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 834-846, August 2026.
ABSTRACT A central assumption for identifying structural shocks in vector autoregressive (VAR) models via heteroskedasticity is the time‐invariance of the impact effects of the shocks. It is shown how that assumption can be tested when long‐run restrictions based on the cointegration structure of the variables are available for identifying structural ...
Martin Bruns, Helmut Lütkepohl
wiley   +1 more source

Confidence Intervals for Price Discovery

open access: yesOxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 742-764, August 2026.
ABSTRACT This paper discusses asymptotic and bootstrap confidence intervals for multivariate permanent‐transitory decompositions of cointegrated vector autoregressive I(1) systems, with a focus on price discovery. Alternative estimators of the permanent components are compared in terms of efficiency also under separable linear restrictions on the ...
Heino Bohn Nielsen   +2 more
wiley   +1 more source

Least Trimmed Squares: Cointegration and Outliers

open access: yesOxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 690-711, August 2026.
ABSTRACT When applying the cointegrated autoregressive distributed lag model it is common to include indicator variables for outliers. This is often done in a somewhat ad hoc way. Least Trimmed Squares estimation provides a more systematic approach. This estimator is robust to a large number of outliers of many types.
Vanessa Berenguer‐Rico, Bent Nielsen
wiley   +1 more source

A sequential quadratic Hamiltonian‐based estimation method for Box‐Cox transformation cure model

open access: yesStatistica Neerlandica, Volume 80, Issue 3, August 2026.
ABSTRACT We propose an enhanced estimation method for the Box‐Cox transformation (BCT) cure rate model parameters by introducing a generic maximum likelihood estimation algorithm, the sequential quadratic Hamiltonian (SQH) scheme, which is based on a gradient‐free approach.
Phuong Bui   +3 more
wiley   +1 more source

Home - About - Disclaimer - Privacy