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CSDA
2006
13 years 4 months ago
2006
We explore a periodic analysis in the context of unobserved components time series models that decompose time series into components of interest such as trend, seasonal and irregu...
CSDA
2006
13 years 4 months ago
2006
Abstract: The method of covariate adjusted regression was recently proposed for situations where both predictors and response in a regression model are not directly observed, but a...
CSDA
2006
13 years 4 months ago
2006
The Hurst parameter H characterizes the degree of long-range dependence (and asymptotic selfsimilarity) in stationary time series. Many methods have been developed for the estimat...
CSDA
2007
13 years 4 months ago
2007
The maximum rank correlation (MRC) estimator was originally studied by Han [1987. Nonparametric analysis of a generalized regression model. J. Econometrics 35, 303–316] and Sher...