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  • Search: subject:"Random weighting"
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Year of publication
Subject
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Estimation theory 3 Random weighting 3 Schätztheorie 3 Time series analysis 3 Weak ARMA models 3 Zeitreihenanalyse 3 Asymptotic normality 2 Block-wise random weighting method 2 DAR model 2 Diagnostic checking 2 GLAD estimation 2 Least squares estimation 2 Nonstationarity 2 Random weighting approach 2 Spectral test 2 Strict stationarity testing 2 Strong consistency 2 Wild bootstrap 2 1-norm symmetric distributions 1 1-spherical distributions 1 ARMA model 1 ARMA(p 1 ARMA-Modell 1 Bootstrap approach 1 Bootstrap method 1 Bootstrap-Verfahren 1 Case-cohort design 1 Counting process 1 Einheitswurzeltest 1 Estimating equation 1 Estimation 1 G/ARCH noises 1 Heavy-tailed noises 1 LADE 1 Minimum distance 1 Portmanteau test 1 Power GARCH models 1 Random weighting estimation 1 Regression analysis 1 Regressionsanalyse 1
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Online availability
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Undetermined 6 Free 4
Type of publication
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Article 7 Book / Working Paper 4
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Working Paper 1
Language
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Undetermined 7 English 4
Author
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Zhu, Ke 4 Li, Dong 2 Li, Muyi 2 Gao, S 1 Gao, Shesheng 1 Gao, Y 1 Gu, Chengfan 1 Guo, Shaojun 1 Henderson, Daniel J. 1 Hong, Shaoxin 1 Hu, Gaoge 1 Jiang, Jiancheng 1 Li, Wai Keung 1 Li, Wai-Keung 1 Ling, Shiqing 1 Ng, Kai Wang 1 Ni, Qingshan 1 Shaojun, Guo 1 Tian, Guo-Liang 1 Wei, W 1 Yu, Wen 1 Zhao, Ziqiang 1 Zheng, Ming 1 Zhong, Y 1 Zhong, Yongmin 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3
Published in...
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MPRA Paper 3 Journal of Multivariate Analysis 2 Journal of econometrics 2 IRTG 1792 Discussion Paper 1 Metrika 1
Source
All
RePEc 6 ECONIS (ZBW) 3 BASE 1 EconStor 1
Showing 1 - 10 of 11
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Unifying estimation and inference for linear regression with stationary and integrated or near-integrated variables
Hong, Shaoxin; Henderson, Daniel J.; Jiang, Jiancheng; … - 2024
Persistent link: https://www.econbiz.de/10015338804
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Strict Stationarity Testing and GLAD Estimation of Double Autoregressive Models
Guo, Shaojun; Li, Dong; Li, Muyi - 2018
a consistent estimator of the associated top Lyapunov exponent and employ a random weighting approach for its variance …
Persistent link: https://www.econbiz.de/10012433198
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Bootstrapping the portmanteau tests in weak auto-regressive moving average models
Zhu, Ke - Volkswirtschaftliche Fakultät, … - 2015
This paper uses a random weighting (RW) method to bootstrap the critical values for the Ljung-Box/Monti portmanteau …
Persistent link: https://www.econbiz.de/10011163524
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Strict stationarity testing and GLAD estimation of double autoregressive models
Shaojun, Guo; Li, Dong; Li, Muyi - In: Journal of econometrics 211 (2019) 2, pp. 319-337
Persistent link: https://www.econbiz.de/10012303800
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LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises
Zhu, Ke; Ling, Shiqing - Volkswirtschaftliche Fakultät, … - 2014
this case. Since their asymptotic covariance matrices can not be estimated directly from the sample, we develop the random … weighting approach for statistical inference under this nonstandard case. We further propose a novel sign-based portmanteau test …
Persistent link: https://www.econbiz.de/10011108607
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A bootstrapped spectral test for adequacy in weak ARMA models
Zhu, Ke; Li, Wai-Keung - Volkswirtschaftliche Fakultät, … - 2013
$n^{-1/2}$. Due to the unknown dependence of error terms and the estimation effects, a new block-wise random weighting …
Persistent link: https://www.econbiz.de/10011111242
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A bootstrapped spectral test for adequacy in weak ARMA models
Zhu, Ke; Li, Wai Keung - In: Journal of econometrics 187 (2015) 1, pp. 113-130
Persistent link: https://www.econbiz.de/10011498788
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Random weighting estimation of stable exponent
Hu, Gaoge; Gao, Shesheng; Zhong, Yongmin; Gu, Chengfan - In: Metrika 77 (2014) 4, pp. 451-468
This paper presents a new random weighting method to estimation of the stable exponent. Assume that <InlineEquation ID …> </InlineEquation> and the random weighting estimation of <InlineEquation ID="IEq5"> <EquationSource Format …>n</mi> </msub> </math> </EquationSource> </InlineEquation>, the random weighting estimation of <InlineEquation ID="IEq10 …
Persistent link: https://www.econbiz.de/10010995239
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Quantile regression analysis of case-cohort data
Zheng, Ming; Zhao, Ziqiang; Yu, Wen - In: Journal of Multivariate Analysis 122 (2013) C, pp. 20-34
Case-cohort designs provide a cost effective way to conduct epidemiological follow-up studies in which event times are the outcome variables. This paper develops a quantile regression approach to the analysis of case-cohort data. Quantile regression is a highly useful tool to delineate...
Persistent link: https://www.econbiz.de/10010702802
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Random weighting estimation method for dynamic navigation positioning
Gao, S; Gao, Y; Zhong, Y; Wei, W - 2011
This paper presents a new random weighting estimation method for dynamic navigation positioning. This method adopts the … concept of random weighting estimation to estimate the covariance matrices of system state noises and observation noises for … random weighting estimation are established for estimating the covariance matrices of observation residual vectors and …
Persistent link: https://www.econbiz.de/10009481765
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