Results 111 to 120 of about 118,950 (155)

Sparse error correction with multiple measurement vectors

2016 IEEE Statistical Signal Processing Workshop (SSP), 2016
In this paper, we examine an approach for robust state estimation that exploits the sparse nature of gross errors in sensor system measurements and study the feasibility of gross error identification. Under the practical assumption that potential locations of gross errors remain fixed during multiple measurement periods, gross error correction based on
Sharmin Kibria, Jinsub Kim, Raviv Raich
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Spatial Vector Error Correction

2019
We begin with a theoretical discussion on the spatiotemporal dynamics induced by spatial VECMs (SpVECM). Subsequently, a hierarchy of empirical error correction models for house prices and housing construction in Israel is reported based on the empirical results for spatial panel cointegration reported in Chap. 8.
Michael Beenstock, Daniel Felsenstein
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Vector Error Correction Models

2005
As defined in Chapter 2, a process is stationary if it has time invariant first and second moments. In particular, it does not have trends or changing variances. A VAR process has this property if the determinantal polynomial of its VAR operator has all its roots outside the complex unit circle.
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Structural vector error correction modelling of Bitcoin price

The Quarterly Review of Economics and Finance, 2021
Over the period from January 2011 to December 2019 we analyze the impact of shocks on the financialmarkets of emerging and developed countries on the price of Bitcoin using the structural vector errorcorrection model. Results differ according to the duration and area selected. There is evidence of higherimpact in short-term than in long-term.
Adlane Haffar, Eric Le Fur
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A Bayesian vector error correction model for forecasting exchange rates

Computers and Operations Research, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
An-Sing Chen, Mark T Leung
exaly   +3 more sources

Estimation of Vector Error Correction Models

2005
In this chapter, estimation of VECMs is discussed. The asymptotic properties of estimators for nonstationary models differ in important ways from those of stationary processes. Therefore, in the first section, a simple special case model with no lagged differences and no deterministic terms is considered and different estimation methods for the ...
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An Online Vector Error Correction Model for Exchange Rates Forecasting

Proceedings of the International Conference on Pattern Recognition Applications and Methods, 2015
Financial time series are known for their non-stationary behaviour. However, sometimes they exhibit some stationary linear combinations. When this happens, it is said that those time series are cointegrated.The Vector Error Correction Model (VECM) is an econometric model which characterizes the joint dynamic behaviour of a set of cointegrated variables
Paola Arce, Jonathan Antognini, Werner Kristjanpoller, Luis Salinas   +3 more
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Optimization for multiport VNA vector error correction

2007 69th ARFTG Conference, 2007
Multiport vector error correction leverages the techniques that apply to two-port error correction. In some testset configurations the load match at any particular port may take on multiple distinct values that must be characterized. As the number of ports increases it becomes important to find ways to minimize the number of connections required to ...
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Vector error correction models to measure connectedness of Bitcoin exchange markets

Applied Stochastic Models in Business and Industry, 2019
AbstractBitcoins are traded on various exchange platforms and, therefore, prices may differ across trading venues. We aim to investigate return connectedness across eight of the major exchanges of Bitcoin, both from a static and a dynamic viewpoint.
Giudici, Paolo, Pagnottoni, Paolo
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Inflation and Joblessness in a Vector Error Correction Framework

International Journal of Entrepreneurial Development, Education and Science Research
Over a twenty-seven-year period, we used the vector error correction methodology to analyze the dynamics of unemployment and inflation in Nigeria. Throughout the study period, the Nigerian economy shows signs of stagflation, according to the report.
Malachy Ugbaka, Okoiarikpo Okoi, Eyam Enighe   +2 more
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