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检索条件"主题词=parametric and nonparametric estimation"
7 条 记 录,以下是1-10 订阅
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Statistical estimation for Stationary Models with Tapered Data
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JOURNAL OF CONTEMPORARY MATHEMATICAL ANALYSIS-ARMENIAN ACADEMY OF SCIENCES 2021年 第6期56卷 347-367页
作者: Ginovyan, M. S. Sahakyan, A. A. Boston Univ Boston MA 02215 USA Yerevan State Univ Yerevan Armenia
In this paper, we survey some recent results on parametric and nonparametric statistical estimation about the spectrum of stationary models with tapered data, as well as a question concerning robustness of inferences ... 详细信息
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Short-Term Forecasting for the Electricity Spot Prices With Extreme Values Treatment
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IEEE ACCESS 2021年 9卷 105451-105462页
作者: Shah, Ismail Akbar, Sher Saba, Tanzila Ali, Sajid Rehman, Amjad Quaid I Azam Univ Dept Stat Islamabad 45320 Pakistan Prince Sultan Univ CCIS Artificial Intelligence & Data Analyt Lab AIDA Riyadh 11586 Saudi Arabia
Nowadays, modeling and forecasting electricity spot prices are challenging due to their specific features, including multiple seasonalities, calendar effects, and extreme values (also known as jumps, spikes, or outlie... 详细信息
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Testing the Validity of a Demand Model: An Operations Perspective
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M&SOM-MANUFACTURING & SERVICE OPERATIONS MANAGEMENT 2010年 第1期12卷 162-183页
作者: Besbes, Omar Phillips, Robert Zeevi, Assaf Univ Penn Wharton Sch Philadelphia PA 19104 USA Nomis Solut San Bruno CA 94066 USA Columbia Univ Grad Sch Business New York NY 10027 USA
The fields of statistics and econometrics have developed powerful methods for testing the validity (specification) of a model based on its fit to underlying data. Unlike statisticians, managers are typically more inte... 详细信息
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ANOVA for diffusions and Ito processes
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ANNALS OF STATISTICS 2006年 第4期34卷 1931-1963页
作者: Mykland, Per Aslak Zhang, Lan Univ Chicago Dept Stat Chicago IL 60637 USA Carnegie Mellon Univ Dept Stat Pittsburgh PA 15213 USA Univ Illinois Dept Finance Chicago IL 60607 USA
U processes are the most common form of continuous semimartingales, and include diffusion processes. This paper is concerned with the nonparametric regression relationship between two such U processes. We are interest... 详细信息
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Statistical inference for stationary linear models with tapered data
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STATISTICS SURVEYS 2021年 第none期15卷 154-194页
作者: Ginovyan, Mamikon S. Sahakyan, Artur A. Boston Univ Dept Math & Stat Boston MA 02215 USA Yerevan State Univ Dept Math & Mech Yerevan Armenia
In this paper, we survey some recent results on statistical inference (parametric and nonparametric statistical estimation, hypotheses testing) about the spectrum of stationary models with tapered data. We also discus... 详细信息
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Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications
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PROBABILITY SURVEYS 2022年 第none期19卷 1-64页
作者: Ginovyan, Mamikon S. Taqqu, Murad S. Boston Univ Dept Math & Stat Boston MA 02215 USA
This is a survey of recent results on central and non-central limit theorems for quadratic functionals of stationary processes. The underlying processes are Gaussian, linear or Levy-driven linear processes with memory... 详细信息
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Pricing Rice Quality Attributes and Returns to Quality Upgrading in Sub-Saharan Africa
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JOURNAL OF AGRICULTURAL AND APPLIED ECONOMICS 2022年 第1期54卷 175-196页
作者: Twine, Edgar E. Ndindeng, Sali Atanga Mujawamariya, Gaudiose Futakuchi, Koichi Natl Crops Resources Res Inst Africa Rice Ctr Kampala Uganda Africa Rice Ctr Mbe Res Stn Bouake Cote Ivoire Africa Rice Ctr Antananarivo Madagascar
The study applies parametric and nonparametric estimation methods to determine hedonic prices of rice quality attributes, and a partial equilibrium model to determine the payoff to investing in quality improvement in ... 详细信息
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