Search Results - subject:"Gaussian estimation"

Continuous time modelling based on an exact discrete time representation

Chambers, Marcus J.; MacCrorie, J. Roderick; Thornton, … - University of Essex / Department of Economics - 2017

Persistent link: https://www.econbiz.de/10013162724

Fire support with Gaussian estimation of environmental conditions based on single or multiple target registration

Bendersky, Michael; David, Israel; Elboim, Dor - In: Journal of the Operational Research Society 72 (2021) 9, pp. 2112-2121

Persistent link: https://www.econbiz.de/10012624802

Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models

Tunaru, Diana - In: International review of financial analysis 52 (2017), pp. 119-129

Persistent link: https://www.econbiz.de/10011868716

A Gaussian pseudolikelihood approach for quantile regression with repeated measurements

Fu, Liya; Wang, You-Gan; Zhu, Min - In: Computational Statistics & Data Analysis 84 (2015) C, pp. 41-53

To enhance the efficiency of regression parameter estimation by modeling the correlation structure of correlated binary error terms in quantile regression with repeated measurements, we propose a Gaussian pseudolikelihood approach for estimating correlation parameters and selecting the most...

Persistent link: https://www.econbiz.de/10011191034

Modelling and forecasting international interest rate spreads : UK, Germany, Japan and the USA

Gough, Orla; Nowman, Kalid Ben; Van Dellen, Stefan - In: International journal of financial engineering and risk … 1 (2014) 4, pp. 309-333

Persistent link: https://www.econbiz.de/10010476910

Forecasting long term UK interest rates

Gough, O.; Nowman, Kalid Ben; Van Dellen, S. - In: The empirical economics letters : a monthly … 13 (2014) 10, pp. 1035-1043

Persistent link: https://www.econbiz.de/10010527324

Continuous and discrete time modelling of spillovers in equity and bond markets

Dontis-Charitos, Panagiotis; Gough, Orla; Nowman, Kalid Ben - In: International journal of bonds and derivatives 1 (2013) 1, pp. 54-87

Persistent link: https://www.econbiz.de/10010338909

Forecasting daily UK interest rates using continuous time and ARIMA, ARFIMA models

Gough, O.; Nowman, Kalid Ben; Van Dellen, S. - In: The empirical economics letters : a monthly … 12 (2013) 8, pp. 813-824

Persistent link: https://www.econbiz.de/10010363113

Effects of variance-function misspecification in analysis of longitudinal data

Wang, YG; Lin, X - 2005

Persistent link: https://www.econbiz.de/10009448738

Gaussian estimation of continuous time diffusions of UK interest rates

Nowman, K. Ben - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 8, pp. 1618-1624

market using Gaussian estimation econometric methods and monthly data over the period 1970–2010 using a range of maturities …

Persistent link: https://www.econbiz.de/10010869942