Time-varying hydrological simulation based on a SWD-SSC method
Journal of Hydrology: Regional StudiesStudy region: The Fenhe River Basin, China Study focus: The hydrological parameters remained constant in a changing environment may no longer be applicable.
Jie Wang +6 more
doaj +1 more source
Estimating Deterministically Time-Varying Variances in Regression Models [PDF]
The problem of structural change justifiably attracts considerable attention in econometrics. A number of different paradigms have been adopted ranging from structural breaks which are sudden and rare to time varying coefficient models which exhibit ...
George Kapetanios
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Time-varying Multi-regime Models Fitting by Genetic Algorithms [PDF]
Many time series exhibit both nonlinearity and nonstationarity. Though both features have often been taken into account separately, few attempts have been proposed to model them simultaneously.
Mattheos Protopapas, Francesco Battaglia
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An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices [PDF]
We test for the presence of time-varying parameters (TVP) in the long-run dynamics of energy prices for oil, natural gas and coal, within a standard class of mean-reverting models. We also propose residual-based diagnostic tests and examine out-of-sample
Maral Kichian +3 more
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Robust synchronization of a class of coupled delayed networks with multiple stochastic disturbances: The continuous-time case [PDF]
, 2011 In this paper, the robust synchronization problem is investigated for a new class of continuous-time complex networks that involve parameter uncertainties, time-varying delays, constant and delayed couplings, as well as multiple stochastic disturbances.
Liu, X +5 more
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Estimation of spatiotemporally varying parameters for grid-based distributed hydrologic models
Journal of Hydrology: Regional StudiesStudy region: Xiangjiang and Baihe River basins, China. Study focus: Hydrologic models often use either time-varying or spatially heterogeneous parameter methods to improve runoff simulations.
Xiaojing Zhang +7 more
doaj +1 more source
Classical time-varying FAVAR models - estimation, forecasting and structural analysis [PDF]
We propose a classical approach to estimate factor-augmented vector autoregressive (FAVAR) models with time variation in the factor loadings, in the factor dynamics, and in the variance-covariance matrix of innovations.
Eickmeier, Sandra +2 more
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Adaptive Estimation of Autoregressive Models with Time-Varying Variances [PDF]
Stable autoregressive models of known finite order are considered with martingale differences errors scaled by an unknown nonparametric time-varying function generating heterogeneity.
Peter C.B. Phillips, Ke-Li Xu
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Comparison of time varying parameters.
, 2021 Best fit parameters of the time-varying infection, recovery and death rates.
Zhenquan Li (2195320) +2 more
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A time varying coefficient model for panel data: Foreign Direct Investment in European OECD countries [PDF]
The present article reexamines some of the issues regarding the Knowledge-Capital Model that encompasses both horizontal and vertical Foreign Direct Investment described in detail in the literature.
Rodríguez González, Carlos +2 more
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