Search Results - subject:"Bandwidths"

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Prewhitened long-run variance estimation robust to nonstationarity

Casini, Alessandro; Perron, Pierre - In: Journal of econometrics 242 (2024) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10015075216

Impact of changes in the global environment on price differentials between the US crude oil spot markets for the periods before and after 2008-9

Duangnate, Kannika; Mjelde, James W. - In: The journal of energy markets 14 (2021) 3, pp. 17-38

Persistent link: https://www.econbiz.de/10012805339

Gaussian kernel GARCH models

Zhang, Xibin; King, Maxwell L. - Department of Econometrics and Business Statistics, … - 2013

and benefit of localized bandwidths in the kernel-form error density. A Monte Carlo simulation study reveals that the …

Persistent link: https://www.econbiz.de/10010860418

Oracally efficient two-step estimation of generalized additive model

Liu, Rong; Yang, Lijian; Härdle, Wolfgang Karl - 2011

Generalized additive models (GAM) are multivariate nonparametric regressions for non-Gaussian responses including binary and count data. We propose a spline-backfitted kernel (SBK) estimator for the component functions. Our results are for weakly dependent data and we prove oracle efficiency....

Persistent link: https://www.econbiz.de/10010281480

Oracally Efficient Two-Step Estimation of Generalized Additive Model

Liu, Rong; Yang, Lijian; Härdle, Wolfgang Karl - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2011

Persistent link: https://www.econbiz.de/10008861891

Bayesian semiparametric GARCH models

Zhang, Xibin; King, Maxwell L. - Department of Econometrics and Business Statistics, … - 2011

counterpart. We also investigate the use and benefit of localized bandwidths in the proposed mixture density of the errors. …

Persistent link: https://www.econbiz.de/10009366291

Optimization of mid-block pedestrian crossing network with discrete demands

Yu, Chunhui; Ma, Wanjing; Lo, Hong K.; Yang, Xiaoguang - In: Transportation Research Part B: Methodological 73 (2015) C, pp. 103-121

distance and delay at signalized crosswalks are formulated as a measure of pedestrian crossing cost. Maximum bandwidths are …

Persistent link: https://www.econbiz.de/10011209828

Sample size determination for kernel regression estimation using sequential fixed-width confidence bands

Dharmasena, L. Sandamali; Zeephongsekul, P.; de Silva, … - 2008

-Watson and local linear kernel estimators of nonparametric regression with data-driven bandwidths. The sample size was optimized …

Persistent link: https://www.econbiz.de/10009484098

Adaptive kernel density estimation

Kerm, Philippe Van - In: Stata Journal 3 (2003) 2, pp. 148-156

, rather than fixed, bandwidths; and akdensity estimates pointwise variability bands around the estimated density functions …

Persistent link: https://www.econbiz.de/10005583303

Hybrid kernel estimates of space–time earthquake occurrence rates using the epidemic-type aftershock sequence model

Adelfio, Giada; Ogata, Yosihiko - In: Annals of the Institute of Statistical Mathematics 62 (2010) 1, pp. 127-143

Persistent link: https://www.econbiz.de/10008497336