Search Results - subject:"kernel density estimation"

Conflict prediction using kernel density estimation

Tapsoba, Augustin - 2022

Persistent link: https://www.econbiz.de/10012813801

A generalized entropy approach to portfolio selection under a hidden markov model

MacLean, Leonard C.; Yu, Lijun; Zhao, Yonggan - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-25

This paper develops a dynamic portfolio selection model incorporating economic uncertainty for business cycles. It is assumed that the financial market at each point in time is defined by a hidden Markov model, which is characterized by the overall equity market returns and volatility. The risk...

Persistent link: https://www.econbiz.de/10013375264

Where is the consumer centre? : a case of St. Petersburg

Kholodilin, Konstantin; Koroleva, Irina; Kryutchenko, Darya - In: Regional science policy and practice : RSPP 14 (2022) 4, pp. 916-938

Persistent link: https://www.econbiz.de/10013401854

Detecting space-time patterns of disease risk under dynamic background population

Hohl, Alexander; Tang, Wenwu; Casas, Irene; Shi, Xun; … - In: Journal of geographical systems : geographical … 24 (2022) 3, pp. 389-417

Persistent link: https://www.econbiz.de/10013462068

Kernel density smoothing of composite spatial data on administrative area level : a case study of voting data in Berlin

Erfurth, Kerstin; Groß, Marcus; Rendtel, Ulrich; … - In: Wirtschafts- und sozialstatistisches Archiv : eine … 16 (2022) 1, pp. 25-49

Persistent link: https://www.econbiz.de/10013198262

Smoothed bootstrapping kernel density estimation under higher order kernel

Yi, Kun; Nishiyama, Yoshihiko - 2022

Persistent link: https://www.econbiz.de/10013398041

Airline delay propagation : estimation and modeling in daily operations

Erdem, Furkan; Bilgiç, Taner - In: Journal of air transport management : a new … 115 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015077373

Dynamic coupling coordination of digital economy and high-quality development in transportation sector

Yang, Ke; Feng, Genfu; Ma, Yan; Chang, Chun Ping - In: International journal of transport economics 51 (2024) 1/2, pp. 157-191

Persistent link: https://www.econbiz.de/10015077746

A hybrid nonparametric multivariate density estimator with applications to risk management

Lin, Juan; Wu, Ximing - In: Econometric reviews 43 (2024) 5, pp. 301-318

Persistent link: https://www.econbiz.de/10014551523

Index measurement and analysis on spatial-temporal evolution of China's new economy based on the DPSIR model

Wen, Ting; Qi, Sinan; Qian, Yue - In: International review of economics & finance : IREF 90 (2024), pp. 252-264

Persistent link: https://www.econbiz.de/10014446900