Search Results - subject:"Point process"

Multilevel time series models for small area estimation of social cohesion indicators based on the Dutch Social Cohesion and Well‐being Survey

Brakel, Jan A. van den; Boonstra, Harm Jan; Smeets, Marc - 2025

Persistent link: https://www.econbiz.de/10015195141

Small area poverty estimation by Conditional Monte Carlo

Farrell, Niall - 2024

Small area poverty estimates are important for social and economic policy, however the required data are often unavailable. This paper presents a Small Area Estimation (SAE) technique called Conditional Monte Carlo (CMC). CMC provides robust estimates of small area poverty rates, subject to...

Persistent link: https://www.econbiz.de/10014500422

Neural stochastic agent-based limit order book simulation with neural point process and diffusion probabilistic model

Shi, Zijian; Cartlidge, John - In: Intelligent systems in accounting, finance & management 31 (2024) 2, pp. 1-29

Persistent link: https://www.econbiz.de/10014530827

Trends and new elements in urban hierarchy research : the Greek paradigm

Lemonakis, Christos; Alexopoulos, Georgios; … - In: The annals of regional science : an international … 72 (2024) 2, pp. 335-354

Persistent link: https://www.econbiz.de/10014558605

Current challenges in survey research : Graham Kalton on probability and nonprobability sampling, Malay Ghosh on small area estimation : with comments

Okrasa, Włodzimierz (ed.); Rozkrut, Dominik (ed.) - 2024

This publication's aim is to celebrate the 100th issue of Statistics in Transition new series and the 30th anniversary of the launch of the journal. The book features several 'special issues' of Statistics in Transition new series focusing on specific topics of current research interest released...

Persistent link: https://www.econbiz.de/10014512818

Efficient estimation of spatial econometric interaction models for sparse OD matrices

Dargel, Lukas; Thomas-Agnan, Christine - 2023

Persistent link: https://www.econbiz.de/10013543107

Extreme value theory modelling of the behaviour of Johannesburg stock exchange financial market data

Metwane, Maashele Kholofelo; Maposa, Daniel - In: International Journal of Financial Studies : open … 11 (2023) 4, pp. 1-27

Financial market data are abundant with outliers, and the search for an appropriate extreme value theory (EVT) approach to apply is an endless debate in the statistics of extremes research. This paper uses EVT methods to model the five-year daily all-share total return index (ALSTRI) and the...

Persistent link: https://www.econbiz.de/10014484249

Asymptotic dependence modelling of the BRICS stock markets

Sigauke, Caston; Mukhodobwane, Rosinah; Chagwiza, Wilbert; … - In: International Journal of Financial Studies : open … 10 (2022) 3, pp. 1-32

bivariate point process and conditional multivariate extreme value models to investigate the extremal dependence of the stock … market returns. However, it is observed that the point process was able to model many more extreme observations or …

Persistent link: https://www.econbiz.de/10013368365

New Area- and Population-Based Geographic Crosswalks for U.S. Counties and Congressional Districts, 1790-2020

Ferrara, Andreas; Testa, Patrick; Zhou, Liyang - 2022

A common problem in historical research involves harmonizing geographic units across time or different levels of aggregation. One approach is to use " crosswalks" that associate factors located within one geographic unit to different " reference" units based on relative areas . We develop an...

Persistent link: https://www.econbiz.de/10013307545

Classification of flash crashes using the Hawkes(p,q) framework

Wehrli, Alexander; Sornette, Didier - In: Quantitative finance 22 (2022) 2, pp. 213-240

Persistent link: https://www.econbiz.de/10013167733