Search Results - subject:"Nonlinear regression"

Mustererkennungsbasierte Prognosesysteme für Finanzmärkte : Entwicklung eines heuristischen, sequentiellen Verfahrensansatzes unter Verwendung digitaler Signalverarbeitung, nichtlinearer Zeitreihenanalyse und maschinellen Lernens zur Vorhersage des EUR/USD-Wechselkurses

Bohlmann, Daniel - 2015

Persistent link: https://www.econbiz.de/10013432874

Carry funding and safe haven currencies : a threshold regression approach

Hossfeld, Oliver; MacDonald, Ronald - In: Journal of international money and finance 59 (2015), pp. 185-202

Persistent link: https://www.econbiz.de/10011478323

Parameter estimation in enzyme-kinetics with consideration of heteroscedasticity and low dose data

Brunnert, Marcus; Gilberg, Frank - 1999

weighted TBS-model are compared with least-square-estimators of the classical nonlinear regression model and the linearized …

Persistent link: https://www.econbiz.de/10009789913

S-estimation in the nonlinear regression model with long-memory error terms

Sibbertsen, Philipp - 1999

In this paper we consider the asymptotic distribution of S -estimators in the nonlinear regression model with long ….i.d case. They are constructed for linear regression. In the nonlinear regression model with long-memory errors it turns out …

Persistent link: https://www.econbiz.de/10009792344

A Nonlinear Unit Root Test in the Presence of an Unknown Break

Popp, Stephan - 2008

The Perron test is the most commonly applied procedure to test for a unit root in the presence of a structural break of unknown timing in the trend function. Deriving the Perron-type test regression from an unobserved component model, it is shown that the test regression in fact is nonlinear in...

Persistent link: https://www.econbiz.de/10010264716

MDL Mean Function Selection in Semiparametric Kernel Regression Models

Gooijer, Jan G. De; Yuan, Ao - 2008

bivariate nonlinear regression models. …

Persistent link: https://www.econbiz.de/10010325851

A Nonlinear Unit Root Test in the Presence of an Unknown Break

Popp, Stephan - Rheinisch-Westfälisches Institut für … - 2008

Persistent link: https://www.econbiz.de/10005548383

MDL Mean Function Selection in Semiparametric Kernel Regression Models

Gooijer, Jan G. De; Yuan, Ao - Tinbergen Institute - 2008

bivariate nonlinear regression models. …

Persistent link: https://www.econbiz.de/10005137347

EVOLUÇÃO DA PRODUÇÃO DE TOMATE DE MESA NO ESTADO DE RONDÔNIA

Simao, Rogerio; Rodriguez, Tomas Daniel Menendez - Sociedade Brasileira de Economia e Sociologia Rural - SOBER - 2008

. Average of production increase was calculated in four great areas of State of Rondônia. After that, using the nonlinear … regression, the increase rates of the cultivate area and productivity were calculated, as well the contributions of cultivate …

Persistent link: https://www.econbiz.de/10009210814

MDL Mean Function Selection in Semiparametric Kernel Regression Models

Gooijer, Jan G. De; Yuan, Ao - Tinbergen Instituut - 2008

bivariate nonlinear regression models. …

Persistent link: https://www.econbiz.de/10011255588