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Search: subject:"Hermite functions"
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Hermite functions
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Estimation theory
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Universal bounds and monotonicity properties of ratios of hermite and parabolic cylinder functions
Koch, Torben
-
2019
We obtain so far unproved properties of a ratio involving a class of Hermite and parabolic cylinder functions. Those ratios are shown to be strictly decreasing and bounded by universal constants. Differently to usual analytic approaches, we employ simple purely probabilistic arguments to derive...
Persistent link: https://www.econbiz.de/10012042154
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2
Universal bounds and monotonicity properties of ratios of hermite and parabolic cylinder functions
Koch, Torben
-
2019
We obtain so far unproved properties of a ratio involving a class of Hermite and parabolic cylinder functions. Those ratios are shown to be strictly decreasing and bounded by universal constants. Differently to usual analytic approaches, we employ simple purely probabilistic arguments to derive...
Persistent link: https://www.econbiz.de/10012009909
Saved in:
3
Varying random coefficient models
Breunig, Christoph
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 381-408
Persistent link: https://www.econbiz.de/10012619241
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4
A simple nonlinear predictive model for stock returns
Cai, Biqing
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782256
Saved in:
5
Orthogonal series estimation in nonlinear cointegrating models with endogeneity
Cai, Biqing
;
Dong, Chaohua
;
Gao, Jiti
-
2015
Persistent link: https://www.econbiz.de/10011781377
Saved in:
6
Hermite Series Estimation in Nonlinear Cointegrating Models
Cai, Biqing
;
Gao, Jiti
-
Department of Econometrics and Business Statistics, …
-
2013
This paper discusses nonparametric series estimation of integrable cointegration models using
Hermite
functions
. We …
Persistent link: https://www.econbiz.de/10010860416
Saved in:
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