Search Results - subject:"Gaussian Process"

Specification tests for non-Gaussian maximum likelihood estimators

Fiorentini, Gabriele; Sentana, Enrique - 2018

Persistent link: https://www.econbiz.de/10011879517

Electricity consumption forecasting in Thailand using hybrid model SARIMA and Gaussian process with combine Kernel Function technique

Poonpong Suksawang; Sukonthip Suphachan; Kanokkarn Kaewnuch - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 4, pp. 98-109

Persistent link: https://www.econbiz.de/10011881420

Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression

Chen, Xiaohong; Christensen, Timothy M. - In: Quantitative economics : QE ; journal of the … 9 (2018) 1, pp. 39-84

to establish the uniform Gaussian process strong approximations and the score bootstrap uniform confidence bands (UCBs …

Persistent link: https://www.econbiz.de/10011884399

Consistent non-Gaussian pseudo maximum likelihood estimators

Fiorentini, Gabriele; Sentana, Enrique - 2018

Persistent link: https://www.econbiz.de/10011797680

GMM estimation of non-Gaussian structural vector autoregression

Lanne, Markku; Luoto, Jani - 2018

Persistent link: https://www.econbiz.de/10011800283

Prediction for big data through Kriging : small sequential and one-shot designs

Kleijnen, Jack P. C.; Beers, Wim C. M. van - 2018

Persistent link: https://www.econbiz.de/10011872235

Impact du financement par fonds de pension sur la performance des entreprises du CAC 40

Durand, Pierre - 2018

Persistent link: https://www.econbiz.de/10012236870

Term-Structure Modelling at the Zero Lower Bound : Implications for Estimating the Forward Term Premium

Chung, Tsz-Kin - 2018

Although the affine Gaussian term-structure model has been a workhorse model in termstructuremodelling, it remains doubtful whether it is an appropriate model in a low interest rate environment. This paper uses an alternative quadratic Gaussian-term structure model which is well known to be as...

Persistent link: https://www.econbiz.de/10012936800

Prognostics of slow speed bearings using a composite integrated Gaussian process regression model

Aye, Sylvester A.; Heyns, P. Stephan - In: International journal of production research 56 (2018) 14, pp. 4860-4873

Persistent link: https://www.econbiz.de/10011925135

Optimal replacement and investment strategy in a defined benefit pension plan with cyclically changing economic environment

Mao, Hong; Wen, Zhongkai - In: The journal of insurance issues : official journal of … 44 (2021) 1, pp. 65-89

Persistent link: https://www.econbiz.de/10012623601

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