Search Results - subject:"EM algorithm"

A general inferential framework for singly-truncated bivariate normal models with applications in economics

Liu, Yin; Tian, Guo-Liang; Zhang, Chi; Qin, Hong - In: Computational economics 64 (2024) 5, pp. 2747-2781

Persistent link: https://www.econbiz.de/10015144094

Proactive berth scheduling with data-driven buffer time in container terminals

Woo, Sung Hun; Park, Hyun Ji; Cho, Sung Won; Kim, Ki Hong - In: International transactions in operational research : a … 31 (2024) 5, pp. 2875-2902

Persistent link: https://www.econbiz.de/10014533459

A latent class Cox model for heterogeneous time-to-event data

Pei, Youquan; Peng, Heng; Xu, Jinfeng - In: Journal of econometrics 239 (2024) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10015074524

Estimation and inference for high dimensional factor model with regime switching

Urga, Giovanni; Wang, Fa - In: Journal of econometrics 241 (2024) 2, pp. 1-18

Persistent link: https://www.econbiz.de/10015075174

Automation of the individualized investing strategy for an investment advisor established by a semi-Markov regime-switching model

Liu, Junrong; Chen, Zhiping; Duan, Qihong - In: Computational economics 63 (2024) 6, pp. 2351-2370

Persistent link: https://www.econbiz.de/10014636746

Contingent linear financial networks

Jiang, Bomin; Rigobón, Roberto; Dahleh, Munther A. - In: Handbook of financial integration, (pp. 74-106). 2024

network corresponds to a different transmission mechanism. The multiple network identification is implemented using an EM … algorithm and the authors develop a systematic methodology to find the optimal number of networks. Credit default swap rates are …

Persistent link: https://www.econbiz.de/10015076122

An expectation-maximization algorithm for the exponential-generalized inverse Gaussian regression model with varying dispersion and shape for modelling the aggregate claim amount

Tzougas, George; Jeong, Himchan - In: Risks 9 (2021) 1, pp. 1-17

This article presents the Exponential-Generalized Inverse Gaussian regression model with varying dispersion and shape. The EGIG is a general distribution family which, under the adopted modelling framework, can provide the appropriate level of flexibility to fit moderate costs with high...

Persistent link: https://www.econbiz.de/10013200689

Time-varying mixture copula models with copula selection

Yang, Bingduo; Cai, Zongwu; Hafner, Christian M.; Liu, … - 2021

Persistent link: https://www.econbiz.de/10012602628

Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility

Sushko, Stepan S. - 2021

Persistent link: https://www.econbiz.de/10012940057

An expectation-maximization algorithm for the exponential-generalized inverse Gaussian regression model with varying dispersion and shape for modelling the aggregate claim amount

Tzougas, George; Jeong, Himchan - In: Risks : open access journal 9 (2021) 1/19, pp. 1-17

Persistent link: https://www.econbiz.de/10012423047