Results 111 to 120 of about 227,472 (209)
A bootstrap view on dickey-fuller control charts for AR(1) series [PDF]
Dickey-Fuller control charts aim at monitoring a random walk until a given time horizon to detect stationarity as early as possible. That problem appears in many fields, especially in econometrics and the analysis of economic equilibria.
Steland, Ansgar
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Linear least squares estimation of the first order moving average parameter
, 2002 We propose an iterative procedure to minimize the sum of squares function which avoids the nonlinear nature of estimating the first order moving average parameter and provides a closed form of the estimator.
Valdero Mora, Emili
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Unit squares with unit line segments
Elemente der Mathematik, 2022 ShahAli, H.A., Shahali, Manije
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Linear least squares estimation of the first order moving average parameter
We propose an iterative procedure to minimize the sum of squares function which avoids the nonlinear nature of estimating the rst order moving average parameter and provides a closed form of the estimator.
Emili Valdero Mora
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GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks. [PDF]
This paper consider the GLS detrending procedure advanced by Elliott et al. (1996) for unit root tests against alternative hypotheses where the time series data under investigation follow either globally stationary SETAR or STAR processes with ...
George Kapetanios, Yongcheol Shin
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On-line Covering the Unit Square with Squares [PDF]
Bulletin of the Polish Academy of Sciences Mathematics, 2009 openaire +1 more source
Optimally Packing a Large Square by Unit Squares
This work was extracted from the author's 2024 thesis available at https://unbc.arcabc.ca/dissertations-and-theses/15173 . Since then we have become aware of the 2025 paper arXiv:2508.04603 by Bui that shows a similar result by a different ...
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Temporal Aggregation and Ordinary Least Squares Estimation of Cointegrating Regressions [PDF]
The paper derives the asymptotic distribution of the ordinary least squares estimator of cointegrating vectors with temporally aggregated time series.
Gabriel Pons Rotger
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Physician-staffed Ambulance Deployment: Comparative Response Time Analysis from a Slovak Pilot Project. [PDF]
West J Emerg MedMarian S +4 more
europepmc +1 more source
The occurrence of unit roots in economic time series has far reaching consequences for univariate as well as multivariate econometric modelling. Therefore, unit root tests are nowadays the starting point of most empirical time series studies.
Hassler, Uwe, Wolters, Jürgen
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