Search Results - subject:"Integer-valued"

Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models

Armillotta, Mirko; Gorgi, Paolo - 2023

featuring integer-valued autoregressive processes, where assumptions on the dispersion of the thinning operator are formally …

Persistent link: https://www.econbiz.de/10014469698

Estimation and bootstrap for stochastically monotone Markov processes

Neumann, Michael H. - In: Metrika 87 (2023) 1, pp. 31-59

The Markov property is shared by several popular models for time series such as autoregressive or integer-valued … autoregressive processes as well as integer-valued ARCH processes. A natural assumption which is fulfilled by corresponding …

Persistent link: https://www.econbiz.de/10015096820

Pseudo-variance quasi-maximum likelihood estimation of semiparametric time series models

Armillotta, Mirko; Gorgi, Paolo - 2023

featuring integer-valued autoregressive processes, where assumptions on the dispersion of the thinning operator are formally …

Persistent link: https://www.econbiz.de/10014380737

A mixed-integer slacks-based measure data envelopment analysis for efficiency measuring of German university hospitals

Zarrin, Mansour - In: Health care management science : a new journal serving … 26 (2023) 1, pp. 138-160

Persistent link: https://www.econbiz.de/10014251958

Estimation and bootstrap for stochastically monotone Markov processes

Neumann, Michael H. - In: Metrika 87 (2023) 1, pp. 31-59

Persistent link: https://www.econbiz.de/10015400888

Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models

Aknouche, Abdelhakim; Francq, Christian - In: Journal of econometrics 237 (2023) 2,2, pp. 1-22

Persistent link: https://www.econbiz.de/10014471524

A mixed-integer slacks-based measure data envelopment analysis for efficiency measuring of German university hospitals

Zarrin, Mansour - In: Health Care Management Science 26 (2022) 1, pp. 138-160

Standard Data Envelopment Analysis (DEA) models consider continuous-valued and known input and output statuses for measures. This paper proposes an extended Slacks-Based Measure (SBM) DEA model to accommodate flexible (a measure that can play the role of input and output) and integer measures...

Persistent link: https://www.econbiz.de/10015191359

Semiparametric estimation of INAR models using roughness penalization

Faymonville, Maxime; Jentsch, Carsten; Weiß, Christian H. - In: Statistical Methods & Applications 32 (2022) 2, pp. 365-400

Popular models for time series of count data are integer-valued autoregressive (INAR) models, for which the literature …

Persistent link: https://www.econbiz.de/10015178315

Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes

Wehrli, Alexander; Wheatley, Spencer; Sornette, Didier - 2020

complement our point process study with EM-estimates of integer-valued autoregressive (INAR) time series models at even longer …

Persistent link: https://www.econbiz.de/10012219363

Selective proportionality and integer-valued data in DEA : an application to performance evaluation of high schools

Moghaddas, Zohreh; Amirteimoori, Alireza; Kazemi Matin, Reza - In: Operational research : an international journal 22 (2022) 4, pp. 3435-3459

Persistent link: https://www.econbiz.de/10013445429