Results 151 to 160 of about 4,345 (299)

Mother–Child Closeness Trajectories in Families of Children With Intellectual Disabilities From a UK Cohort Study

Journal of Intellectual Disability Research, EarlyView.
ABSTRACT Background The closeness of the parent–child relationship may be a crucial factor in the development of all children, including those with intellectual disabilities. Previous research has suggested that there may be subgroup trajectories of mother–child closeness in families of children with intellectual disabilities during childhood.
Emma L. Taylor, Paul A. Thompson, Samantha Flynn, Kylie M. Gray, Richard P. Hastings   +4 more
wiley   +1 more source

Monetary Policy When Preferences Are Quasi‐Hyperbolic

Journal of Money, Credit and Banking, EarlyView.
Abstract We study discretionary monetary policy in an economy where economic agents have quasi‐hyperbolic discounting. We demonstrate that a benevolent central bank is able to keep inflation under control for a wide range of discount factors. If the central bank, however, does not adopt the household's time preferences and tries to discourage early ...
RICHARD DENNIS, OLEG KIRSANOV
wiley   +1 more source

Property Preservation and Quality Measures in Meta-Models.

This thesis consists of three parts. Each part considers different sorts of meta-models. In the first part so-called Sandwich models are considered. In the second part Kriging models are considered. Finally, in the third part, (trigonometric) Polynomials
Siem, A.Y.D.
core  

FX Interventions and Capital‐Constrained Banks: Evidence from USD/ILS Spot, Forward, and Option Markets

Journal of Money, Credit and Banking, EarlyView.
Abstract Using confidential daily data, we examine the Bank of Israel's foreign exchange interventions from 2013 to 2019. We find that a 1 billion U.S. dollars (USD) purchase leads to a 0.82% depreciation of the Israeli Shekel (ILS)–a strong effect compared to other studies.
MARKUS HERTRICH, DANIEL NATHAN
wiley   +1 more source

Detecting Relevant Deviations From the White Noise Assumption for Non‐Stationary Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider the problem of detecting deviations from a white noise assumption in time series. Our approach differs from the numerous methods proposed for this purpose with respect to two aspects. First, we allow for non‐stationary time series. Second, we address the problem that a white noise test is usually not performed because one believes ...
Patrick Bastian
wiley   +1 more source

Nonparametric Inference of Conditional Expectile Functions in Large‐Scale Time Series Data With Improved Efficiency

Journal of Time Series Analysis, EarlyView.
ABSTRACT Expectile is a coherent and elicitable law‐invariant risk measure widely applied in risk management. Existing methods based on iteratively reweighted least squares (IWLS) are not computationally efficient for large‐scale sample sizes. To overcome the issue, we develop a direct nonparametric conditional expectile function estimator by inverting
Feipeng Zhang, Ping‐Shou Zhong
wiley   +1 more source

Density‐Valued ARMA Models by Spline Mixtures

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley   +1 more source

Darboux's Formula with Integral Remainder of Functions with Two Independent Variables

, 2003
In the article, the noted Darboux’s formula of functions with single variable is generalized to that of functions of two independent variables with integral remainder, some important special cases of Darboux’s formula of functions with two variables are ...
Qi, Feng, Luo, Qiu-Ming, Guo, Bai-Ni
core  

A Note on Local Polynomial Regression for Time Series in Banach Spaces

Journal of Time Series Analysis, EarlyView.
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley   +1 more source

K. Petr's Formula of Double Integral and Estimates of its Remainder

, 2003
In the article, K. Petr’s formula of single integral is generalized to that of double integral, some important special cases and estimates of its remainder are ...
Qi, Feng, Luo, Qiu-Ming, Guo, Bai-Ni
core