Results 21 to 30 of about 57,825 (288)
Statistical Inference for Periodic Self-Exciting Threshold Integer-Valued Autoregressive Processes
Entropy, 2021 This paper considers the periodic self-exciting threshold integer-valued autoregressive processes under a weaker condition in which the second moment is finite instead of the innovation distribution being given.
Congmin Liu, Jianhua Cheng, Dehui Wang
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Quasi-likelihood Estimation in Fractional Levy SPDEs from Poisson Sampling
European Journal of Mathematical Analysis, 2022 We study the quasi-likelihood estimator of the drift parameter in the stochastic partial differential equations driven by a cylindrical fractional Levy process when the process is observed at the arrival times of a Poisson process.
Jaya P. N. Bishwal
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Early performance of Olea europaea cv. Arbequina, Picual and Frantoio in the southern Atacama Desert [PDF]
Crop Breeding and Applied Biotechnology, 2008 The cultivars Arbequina, Picual and Frantoio of Olea europaea are cultivated in severalMediterranean countries. In 1999, these cultivars were planted at three locations in the region of Coquimbo,an arid, Mediterranean-like area in Chile.
Freddy Mora +5 more
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Semi-parametric estimation for ARCH models
Alexandria Engineering Journal, 2018 In this paper, we conduct semi-parametric estimation for autoregressive conditional heteroscedasticity (ARCH) model with Quasi likelihood (QL) and Asymptotic Quasi-likelihood (AQL) estimation methods.
Raed Alzghool, Loai M. Al-Zubi
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Journal of Geodetic Science, 2020 B-spline curves are a linear combination of control points (CP) and B-spline basis functions. They satisfy the strong convex hull property and have a fine and local shape control as changing one CP affects the curve locally, whereas the total number of ...
Kermarrec Gaël, Alkhatib Hamza
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Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models
Econometrics, 2021 This paper derives the statistical properties of a two-step approach to estimating multivariate rotated GARCH-BEKK (RBEKK) models. From the definition of RBEKK, the unconditional covariance matrix is estimated in the first step to rotate the observed ...
Manabu Asai +3 more
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Partial quasi-likelihood analysis [PDF]
Japanese Journal of Statistics and Data Science, 2018 The quasi likelihood analysis is generalized to the partial quasi likelihood analysis. Limit theorems for the quasi likelihood estimators, especially the quasi Bayesian estimator, are derived in the situation where existence of a slow mixing component prohibits the Rosenthal type inequality from applying to the derivation of the polynomial type large ...
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A QUASI-LIKELIHOOD APPROACH TO PARAMETER ESTIMATION FOR SIMULATABLE STATISTICAL MODELS
Image Analysis and Stereology, 2014 This paper introduces a parameter estimation method for a general class of statistical models. The method exclusively relies on the possibility to conduct simulations for the construction of interpolation-based metamodels of informative empirical ...
Markus Baaske +2 more
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Robust-BD Estimation and Inference for General Partially Linear Models
Entropy, 2017 The classical quadratic loss for the partially linear model (PLM) and the likelihood function for the generalized PLM are not resistant to outliers. This inspires us to propose a class of “robust-Bregman divergence (BD)” estimators of both the parametric
Chunming Zhang, Zhengjun Zhang
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Estimation of Realized Asymmetric Stochastic Volatility Models Using Kalman Filter
Econometrics, 2023 Despite the growing interest in realized stochastic volatility models, their estimation techniques, such as simulated maximum likelihood (SML), are computationally intensive.
Manabu Asai
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