Search Results - subject:"Gaussian Process"

Likelihood evaluation of high-dimensional spatial latent Gaussian models with non-Gaussian response variables

Liesenfeld, Roman; Richard, Jean-François; Vogler, Jan - In: Spatial econometrics: qualitative and limited dependent …, (pp. 35-77). 2017

Persistent link: https://www.econbiz.de/10011587556

Local marginal analysis of spatial data : a Gaussian Process Regression approach with Bayesian model and kernel averaging

Dearmon, Jacob; Smith, Tony E. - In: Spatial econometrics: qualitative and limited dependent …, (pp. 297-342). 2017

Persistent link: https://www.econbiz.de/10011587661

Term-structure modelling at the zero lower bound : implications for estimating the forward term premium

Chung, Tsz Kin; Hui, Cho H.; Li, Ka Fai - In: Finance research letters 21 (2017), pp. 100-106

Persistent link: https://www.econbiz.de/10011807514

On the equivalence between SUE and fixed-point states of day-to-day assignment processes with serially-correlated route choice

Delle Site, Paolo - In: Networks and spatial economics : a journal of … 17 (2017) 3, pp. 935-962

Persistent link: https://www.econbiz.de/10011809981

Identification and estimation of non-Gaussian structural vector autoregressions

Lanne, Markku; Meitz, Mika; Saikkonen, Pentti - In: Journal of econometrics 196 (2017) 2, pp. 288-304

Persistent link: https://www.econbiz.de/10011818296

Estimation and monitoring of key performance indicators of manufacturing systems using the multi-output Gaussian process

Kontar, Raed; Zhou, Shiyu; Horst, John - In: International journal of production research 55 (2017) 7/8, pp. 2304-2319

Persistent link: https://www.econbiz.de/10011648579

A survey on learning models with respect to human behavior analysis for large-scale surveillance videos

Sivarathinabala, M.; Abirami, S.; Baskaran, R. - In: Computational intelligence applications in business : …, (pp. 301-325). 2017

Persistent link: https://www.econbiz.de/10011711147

Prediction-based estimating functions: review and new developments

Sørensen, Michael - School of Economics and Management, University of Aarhus - 2011

The general theory of prediction-based estimating functions for stochastic process models is reviewed and extended. Particular attention is given to optimal estimation, asymptotic theory and Gaussian processes. Several examples of applications are presented. In particular partial observation of...

Persistent link: https://www.econbiz.de/10008802538

Conditional Quantile Processes Based on Series or Many Regressors

Belloni, Alexandre; Chernozhukov, Victor; … - 2011

Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. The impact is described by the conditional quantile function and its functionals. In this paper we develop the nonparametric QR series framework, covering many regressors as a special...

Persistent link: https://www.econbiz.de/10014178851

Conditional quantile processes based on series or many regressors

Belloni, Alexandre; Chernozhukov, Victor; … - 2011

Persistent link: https://www.econbiz.de/10009153247