Results 11 to 20 of about 175,146 (298)
Statistical and Experimental Analysis of the Mechanical Properties of Flax Fibers
Journal of Natural Fibers, 2022 In this paper, 400 flax fibers with 10 different lengths (40 fibers at each length) are experimentally characterized (quasi-static tensile behavior) and then the results are statistically analyzed. The quasi-static tensile test results appeared to have a
Salah Amroune +4 more
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On the Estimation for Compound Poisson Inarch Processes
Revstat Statistical Journal, 2021 Considering the wide class of discrete Compound Poisson INARCH models, introduced in [6], the main goal of this paper is to develop and compare parametric estimation procedures for first-order models, applicable without specifying the conditional ...
E. Gonçalves +2 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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Quasi-Maximum Likelihood estimation of Stochastic Volatility models [PDF]
, 1994 Publicado además en: Recent developments in Time Series, 2003, vol. 2, ISBN13: 9781840649512, pp. 117-134Changes in variance or volatility over time can be modelled using stochastic volatility (SV) models.
Ruiz, Esther
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Methods of Estimating the Parameters of the Quasi Lindley Distribution
Statistica, 2018 In this paper, we review the quasi Lindley distribution and established its quantile function. A simulation study is conducted to examine the bias and mean square error of the parameter estimates of the distribution through the method of moment ...
Festus Opone, Nosakhare Ekhosuehi
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Profile Maximum Likelihood Estimation of Single-Index Spatial Dynamic Panel Data Model
Mathematics, 2023 In this paper, the spatial dynamic panel data (SDPD) model is extended to the single-index spatial dynamic panel data (Si-SDPD) model by introducing a nonlinear connection function to reflect the interaction between explanatory variables.
Mengqi Zhang, Boping Tian
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On asymptotic quasi-likelihood estimation
Stochastic Processes and their Applications, 1989 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Heyde, C.C., Gay, R.
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Local Influence Analysis for Quasi-Likelihood Nonlinear Models with Random Effects
Journal of Probability and Statistics, 2018 We propose a quasi-likelihood nonlinear model with random effects, which is a hybrid extension of quasi-likelihood nonlinear models and generalized linear mixed models. It includes a wide class of existing models as examples.
Tian Xia, Jiancheng Jiang, Xuejun Jiang
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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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Second-Order Least Squares Estimation in Nonlinear Time Series Models with ARCH Errors
Econometrics, 2021 Many financial and economic time series exhibit nonlinear patterns or relationships. However, most statistical methods for time series analysis are developed for mean-stationary processes that require transformation, such as differencing of the data.
Mustafa Salamh, Liqun Wang
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