1. 变动系数 除了传统回归(Regression-based)方法和变动系数(Time-varying coefficients)方法外,本文提出了两种非回归类型的预测结合方法… nccur.lib.nccu.edu.tw|基于2个网页 2. 性转变 ..., TV-STR) 模型同时考虑和区分非线性与结构性转变(time-varying coefficients) 两种特性并进行模型的配适与估计,解释未...
2007. "Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve." Banque de France Working Paper no. 177, September.H. Partouche, "Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal...
We propose a pointwise inference algorithm for high-dimensional linear models with time-varying coefficients. The method is based on a novel combination of the nonparametric kernel smoothing technique and a Lasso bias-corrected ridge regression estimator. First, due to the non-stationarity feature of ...
Time‐varying coefficients models for recurrent event data when different varying coefficients admit different degrees of smoothness: application to heart ... Time‐varying coefficients models for recurrent event data when different varying coefficients admit different degrees of smoothness: application to ...
We study the problem of estimating time-varying coefficients in ordinarydifferential equations. Current theory only applies to the case when theassociated state variables are observed without measurement errors as presentedin \cite{chenwu08b,chenwu08}. The difficulty arises from the quadraticfunctional of...
(1990) "Fourier series approach for the solution of Linear two-point boundary value problems with time-varying coefficients," Int. J. Syst. Sci., 21, 1783-1794.M. Razzaghi, M. Razzaghi, Fourier series approach for the solution of Linear two-point boundary value problems with time-varying...
Park, K., and Kim, M. (2009): ‗The industrial relationships in time-varying beta coefficients between Korea and United States`; Applied Economics,(41), pp.1929- 1938Park, K. W., & Kim, M. H. (2009). The industrial relationships in time-varying beta coefficients between Korea and ...
We study a Bayesian analysis of the proportional hazards model with time‐varying coefficients. We consider two priors for time‐varying coefficients – one based on B‐spline basis functions and the other based on Gamma processes – and we use a beta process prior for the baseline hazard functi...
Markov-switching autoregressions with time-varying coefficients are then used for modeling power fluctuations at two large offshore wind farms in Denmark. They are evaluated on a 1-step ahead forecasting exercise on time-series of wind generation with a time resolution of 10 minutes. The interest ...
Exponential convergence and stability of delayed fuzzy cellular neural networks with time-varying coefficients 文档格式: .pdf 文档大小: 262.96K 文档页数: 5页 顶/踩数: 0/0 收藏人数: 0 评论次数: 0 文档热度: 文档分类: 论文--期刊/会议论文 ...