Extremely Fast Maximum Likelihood Estimation of High‐Order Autoregressive Models
Journal of Time Series Analysis, EarlyView.ABSTRACT We consider the problem of exact maximum likelihood estimation of potentially high‐order (p>50$$ p>50 $$) autoregressive models. We propose an extremely fast coordinate‐wise algorithm for fitting autoregressive models. This fast algorithm exploits several properties of the negative log‐likelihood when parameterised in terms of partial ...
Daniel F. Schmidt, Enes Makalic
wiley +1 more source
Impact of Artificial Intelligence on Regional Green Development under China's Environmental Decentralization System-Based on Spatial Durbin Model and Threshold Effect. [PDF]
Int J Environ Res Public Health, 2022 Fang Y, Cao H, Sun J.
europepmc +1 more source
Long term regional forecasting with spatial equation systems [PDF]
Long-term predictions with a system of dynamic panel models can have tricky properties since the time dimension in regional (cross) sectional models is usually short.
Richard Sellner +2 more
core
The effect of clean energy investment on CO2 emissions: Insights from a Spatial Durbin Model
, 2023 Chunfei Weng +2 more
openalex +1 more source
Adaptive Estimation for Weakly Dependent Functional Times Series
Journal of Time Series Analysis, EarlyView.ABSTRACT We propose adaptive mean and autocovariance function estimators for stationary functional time series under 𝕃p−m‐approximability assumptions. These estimators are designed to adapt to the regularity of the curves and to accommodate both sparse and dense data designs.
Hassan Maissoro +2 more
wiley +1 more source
Efficiency Evaluation and Influencing Factors of Green Innovation in Chinese Resource-Based Cities: Based on SBM-Undesirable and Spatial Durbin Model. [PDF]
Int J Environ Res Public Health, 2022 Yu Y, Xu Z, Shen P, Zhang L, Ni T.
europepmc +1 more source
Applying the Super-EBM Model and Spatial Durbin Model to Examining Total Factor Ecological Efficiency From a Multi-Dimensional Perspective: Evidence From China [PDF]
, 2021 Chengyu Li +3 more
openalex +1 more source
Journal of Time Series Analysis, EarlyView.ABSTRACT The paper deals with the construction of a synthetic indicator of economic growth, obtained by projecting a quarterly measure of aggregate economic activity, namely gross domestic product (GDP), into the space spanned by a finite number of smooth principal components, representative of the medium‐to‐long‐run component of economic growth of a ...
Alessandro Giovannelli +2 more
wiley +1 more source
New Phytologist, EarlyView.Summary Autonomously self‐fertilizing plants possess disproportionate abilities to found populations. Viewed from the metapopulation perspective, founding events should be frequent in such plants, but the intensity and timing of bottlenecks and recovery should vary among populations.
Daniel J. Schoen, Rachel H. Toczydlowski
wiley +1 more source
Spatial Spillover Effects of Air Pollution on the Health Expenditure of Rural Residents: Based on Spatial Durbin Model. [PDF]
Int J Environ Res Public Health, 2021 Sun B, Wang B.
europepmc +1 more source