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    CSDA
    2007
    127views more  CSDA 2007»
    Absorption of shocks in nonlinear autoregressive models
    13 years 4 months ago
    Absorption of shocks in nonlinear autoregressive models
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    Dick van Dijk, Philip Hans Franses, H. Peter Boswi...
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    CSDA
    2007
    100views more  CSDA 2007»
    Estimation of fractional integration in the presence of data noise
    13 years 4 months ago
    Estimation of fractional integration in the presence of data noise
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    The paper presents a comparative study on the performance of commonly used estimators of the fractional order of integration when data is contaminated by noise. In particular, meas...
    Niels Haldrup, Morten Ørregaard Nielsen
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    CSDA
    2007
    80views more  CSDA 2007»
    A bootstrap approach to test the conditional symmetry in time series models
    13 years 4 months ago
    A bootstrap approach to test the conditional symmetry in time series models
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    Alicia Pérez-Alonso
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    CSDA
    2007
    126views more  CSDA 2007»
    A consistent nonparametric Bayesian procedure for estimating autoregressive conditional densities
    13 years 4 months ago
    A consistent nonparametric Bayesian procedure for estimating autoregressive conditional densities
    Download  www4.stat.ncsu.edu
    This article proposes a Bayesian infinite mixture model for the estimation of the conditional density of an ergodic time series. A nonparametric prior on the conditional density ...
    Yongqiang Tang, Subhashis Ghosal
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    CSDA
    2007
    69views more  CSDA 2007»
    Discovery, visualization and performance analysis of enterprise workflow
    13 years 4 months ago
    Discovery, visualization and performance analysis of enterprise workflow
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    Ping Zhang, Nicoleta Serban
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    CSDA
    2007
    159views more  CSDA 2007»
    Multivariate out-of-sample tests for Granger causality
    13 years 4 months ago
    Multivariate out-of-sample tests for Granger causality
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    A time series is said to Granger cause another series if it has incremental predictive power when forecasting it. While Granger causality tests have been studied extensively in th...
    Sarah Gelper, Christophe Croux
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    CSDA
    2007
    92views more  CSDA 2007»
    Improving the reliability of bootstrap tests with the fast double bootstrap
    13 years 4 months ago
    Improving the reliability of bootstrap tests with the fast double bootstrap
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    Russell Davidson, James G. MacKinnon
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    CSDA
    2007
    116views more  CSDA 2007»
    Exploring the state sequence space for hidden Markov and semi-Markov chains
    13 years 4 months ago
    Exploring the state sequence space for hidden Markov and semi-Markov chains
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    The knowledge of the state sequences that explain a given observed sequence for a known hidden Markovian model is the basis of various methods that may be divided into three categ...
    Yann Guédon
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    CSDA
    2007
    82views more  CSDA 2007»
    Estimation of the income distribution and detection of subpopulations: An explanatory model
    13 years 4 months ago
    Estimation of the income distribution and detection of subpopulations: An explanatory model
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    Emmanuel Flachaire, Olivier Nuñez
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    CSDA
    2007
    115views more  CSDA 2007»
    Arbitrarily shaped multiple spatial cluster detection for case event data
    13 years 4 months ago
    Arbitrarily shaped multiple spatial cluster detection for case event data
    Download  n.molinari.free.fr
    An original method is proposed for spatial cluster detection of case event data. A selection order and the distance from the nearest neighbour are attributed to each point, once p...
    Christophe Dematteï, Nicolas Molinari, Jean-P...
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