Results 11 to 20 of about 808,221 (264)
Large time-varying parameter VARs [PDF]
Journal of Econometrics, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Koop, Gary, Korobilis, Dimitris
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Hierarchical Shrinkage in Time-Varying Parameter Models [PDF]
SSRN Electronic Journal, 2011 ABSTRACTIn this paper, we forecast EU area inflation with many predictors using time‐varying parameter models. The facts that time‐varying parameter models are parameter rich and the time span of our data is relatively short motivate a desire for shrinkage.
Belmonte, Miguel A. G. +2 more
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Adaptive observer design for time-varying nonlinear systems with unknown polynomial parameters [PDF]
Научно-технический вестник информационных технологий, механики и оптики, 2021 Many control methods involve the use of real-time values of the vector of state variables or its estimates. The article considers the problem of state variables observer design for a nonlinear non-stationary plant of a wider class compared to the known ...
Binh Khac Dang +3 more
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Expected Optimal Feedback with Time-Varying Parameters [PDF]
Computational Economics, 2012 In this paper we derive the closed loop form of the Expected Optimal Feedback rule,sometimes called passive learning stochastic control, with time varying parameters.As such this paper extends the work of Kendrick (1981,2002, Chapter 6) whereparameters are assumed to vary randomly around a known constant mean.Furthermore, we show that the cautionary ...
Tucci, Marco P. +2 more
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Dynamics of the COVID-19 epidemic in Ireland under mitigation
BMC Infectious Diseases, 2021 Background In Ireland and across the European Union the COVID-19 epidemic waves, driven mainly by the emergence of new variants of the SARS-CoV-2 have continued their course, despite various interventions from governments.
Bernard Cazelles +3 more
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Stability analysis of fractional-order systems with randomly time-varying parameters
Nonlinear Analysis, 2021 This paper is concerned with the stability of fractional-order systems with randomly timevarying parameters. Two approaches are provided to check the stability of such systems in mean sense. The first approach is based on suitable Lyapunov functionals to
Dehua Wang, Xiao-Li Ding, Juan J. Nieto
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Generic Advertising Wearout: The Case of the New York City Fluid Milk Campaign
Journal of Agricultural and Resource Economics, 1996 This article examines two major generic fluid milk advertising campaigns in New York City during the 1986-92 period. Estimates from a time-varying parameter model show that the evolution of the impact of generic advertising on fluid milk sales over each ...
J. Carlos Reberte +3 more
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Adaptive myriad filter with time-varying noise- and signal-dependent parameters
Радіоелектронні і комп'ютерні системи, 2022 The research subject of this article is the methods of locally adaptive filtering of non-stationary signals. The goal is to develop a locally-adaptive algorithm for non-stationary noise (from the viewpoint of its time-varying variance) suppression in ...
Nataliya Tulyakova, Oleksandr Trofymchuk
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Extraction of dynamic financial condition index in Iran by time-varying parameters approach [PDF]
مدلسازی اقتصادسنجی, 2022 Structural changes and economic and financial condition change the nature of economic models, and this shows the importance of using models that consider the dynamics of model parameters over time.In this paper, we use factor augmented vector ...
Atefe Alahverdi +2 more
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GPI-repetitive control for linear systems with parameter uncertainty / variation
TecnoLógicas, 2015 Robust repetitive control problems for uncertain linear systems have been considered by different approaches. This article proposes the use of Repetitive Control and Generalized Proportional Integral (GPI) Control in a complementary fashion.
John A. Cortés-Romero +1 more
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