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  • Search: subject:"parameter estimation"
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Year of publication
Subject
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parameter estimation 139 Parameter estimation 132 Schätztheorie 96 Estimation theory 86 parameter estimation error 36 Schätzung 34 Estimation 32 Theorie 29 Prognoseverfahren 21 block bootstrap 20 Parameter Estimation 19 Stochastic process 18 Stochastischer Prozess 18 Zeitreihenanalyse 18 Bayesian inference 16 Risk 16 Theory 16 Bayes-Statistik 15 Mathematical programming 15 Mathematische Optimierung 15 Risiko 15 Statistische Verteilung 14 Volatility 13 equation 13 forecasting 13 probability 13 Forecasting model 12 Volatilität 12 correlation 12 statistics 12 Maximum likelihood estimation 11 Statistical distribution 11 Time series analysis 11 equations 11 prediction 11 stochastic volatility 11 Algorithm 10 Algorithmus 10 Risk management 10 econometrics 10
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Online availability
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Undetermined 202 Free 165 CC license 12
Type of publication
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Article 286 Book / Working Paper 128 Other 3
Type of publication (narrower categories)
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Article in journal 95 Aufsatz in Zeitschrift 95 Working Paper 39 Graue Literatur 15 Non-commercial literature 15 Arbeitspapier 13 Article 13 Thesis 8 research-article 5 Congress Report 4 Hochschulschrift 2 Aufsatz im Buch 1 Book section 1 Conference paper 1 Konferenzbeitrag 1 Report 1
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Language
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Undetermined 216 English 200 Russian 1
Author
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Corradi, Valentina 26 Swanson, Norman R. 24 Swanson, Norman 14 Armah, Nii Ayi 8 Dette, Holger 7 Bhardwaj, Geetesh 6 Blasques, Francisco 6 Bräuning, Falk 6 Hurn, Stan 5 Lelyveld, Iman van 5 Mamon, Rogemar 5 Misiorek, Adam 5 Borak, Szymon 4 Haines, Linda M. 4 Hong, Yongmiao 4 Beran, Jan 3 Biedermann, Stefanie 3 Du, Zaichao 3 Feng, Yuanhua 3 Lindsay, K.A. 3 McClelland, Andrew 3 Seitshiro, Modisane B. 3 Weron, Rafal 3 Xi, Xiaojing 3 Yu, Keming 3 Abbasi, B 2 Abbasi, Babak 2 Bachoc, François 2 Ben Messaoud, Ramzi 2 Brouste, Alexandre 2 Cao, Yan 2 Chronopoulou, Alexandra 2 De Silva, Basil M. 2 Deng, Xinyang 2 Deng, Yong 2 Doucet, Arnaud 2 Erlwein, Christina 2 Ferrari, Emanuele 2 Fonseka, Cicil 2 Franses, Ph.H.B.F. 2
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Institution
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International Monetary Fund (IMF) 16 Department of Economics, Rutgers University-New Brunswick 15 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 National Centre for Econometric Research (NCER) 4 College of Law and Business 2 Econometric Society 2 Erasmus University Rotterdam, Econometric Institute 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 HAL 2 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 2 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 2 International Monetary Fund 2 School of Quantitative Methods and Mathematical Sciences 2 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 2 University of California, Berkeley 2 University of Western Sydney 2 Bank for International Settlements (BIS) 1 Business School, University of Exeter 1 Center for Applied Economics and Policy Research (CAEPR), Department of Economics 1 Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro 1 Department of Management, Technology and Economics (D-MTEC), Eidgenössische Technische Hochschule Zürich (ETHZ) 1 Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 1 Dipartimento di Economia, Università Ca' Foscari Venezia 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 European Association of Agricultural Economists - EAAE 1 Finance Discipline Group, Business School 1 Harris School of Public Policy, University of Chicago 1 International Sri Lankan Statistical Conference: Visions of Futuristic Methodologies 28-30 Dec 2004 Kandy, SriLanka 1 International Sri lankan Statistical Conference: Visions of Futuristic Methodologies 28-30 Dec 2004 Kandy, SriLanka 1 London School of Economics (LSE) 1 New South Wales. Dept. Of Health 1 New South Wales. Dept. of Health 1 School of Economics and Finance, Business School 1 Sloan School of Management, Massachusetts Institute of Technology (MIT) 1 Society for Computational Economics - SCE 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
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Published in...
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Working Paper 16 Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick 15 IMF Working Papers 15 Mathematics and Computers in Simulation (MATCOM) 12 Annals of the Institute of Statistical Mathematics 9 Water Resources Management 9 Psychometrika 8 Statistical Inference for Stochastic Processes 8 Management Science 7 Energy Reports 6 Energy reports 6 Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty 6 Physica A: Statistical Mechanics and its Applications 6 Computational Statistics & Data Analysis 5 Energy 5 MPRA Paper 5 Applied Energy 4 Computational Statistics 4 Journal of Multivariate Analysis 4 Metrika 4 NCER Working Paper Series 4 Quantitative finance 4 Renewable Energy 4 Statistics & Probability Letters 4 Cogent economics & finance 3 Computational economics 3 European Journal of Industrial Engineering 3 European journal of operational research : EJOR 3 International journal of production research 3 Journal of economic dynamics & control 3 Natural Hazards 3 Risks : open access journal 3 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 3 Algorithmic Finance 2 CoFE Discussion Paper 2 Cogent Economics & Finance 2 Computational Economics 2 Econometric Institute Report 2 Econometric Institute Research Papers 2 Econometric Society 2004 North American Winter Meetings 2
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Source
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RePEc 231 ECONIS (ZBW) 114 EconStor 39 BASE 25 Other ZBW resources 7 USB Cologne (EcoSocSci) 1
Showing 151 - 160 of 417
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On parameter estimation in population models II: Multi-dimensional processes and transient dynamics
Ross, J. V.; Pagendam, D. E.; Pollett, P. K. - 2009
Recently, a computationally-efficient method was presented for calibrating a wide-class of Markov processes from discrete-sampled abundance data. The method was illustrated with respect to one-dimensional processes and required the assumption of stationarity. Here we demonstrate that the...
Persistent link: https://www.econbiz.de/10009448153
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Time delay estimator for frequency hopping system using rank-revealing triangular factorization
Hiren, G.; Tayem, N.; Pendse, Ravindra; Sawan, M.E. - 2009
In this paper, the multipath time delay estimation (TDE) problem for a slow frequency hopping (SFH) system using rank revealing QR factorization method (RRQR) is considered. It gives precious information about numerical rank and null space. By applying the RRQR in association with the well-known...
Persistent link: https://www.econbiz.de/10009452430
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Second order bias in a forecast evaluation statistic (in Russian)
Kitov, Victor - In: Quantile (2009) 6, pp. 77-91
We derive the second order asymptotic bias for a statistic evaluating the quality of out-of-sample forecasts by parametric models. The existing literature admits that the quality of the first order asymptotic approximation may be unsatisfactory. We find that the second order asymptotic bias...
Persistent link: https://www.econbiz.de/10005422771
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About a Nonlinear Two-Parameter Prediction Model Used for Investigating the Distribution of CO2 Emission in Europe
Stefanescu, Stefan - In: Journal for Economic Forecasting 6 (2009) 2, pp. 52-63
The growth rate of different economies in Europe depends strongly on the production and, especially, on the consumption of energy resources. As an empirical rule, the development of such economies is closely interrelated with a consistent CO2 emission into atmosphere. However, this aspect has a...
Persistent link: https://www.econbiz.de/10005014905
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Some Composite ExponentialPareto Models for Actuarial Prediction
Teodorescu, Sandra; Vernic, Raluca - In: Journal for Economic Forecasting (2009) 4, pp. 82-100
Prediction is a very important and not so easy task for an actuary. An insurance company needs predictions of the future claims in order to evaluate premiums, to assess its financial situation, probabilities of ruin, etc. Therefore, modeling the claims distribution is of great importance, but...
Persistent link: https://www.econbiz.de/10008561100
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Large-Sample Inference on SpatialDependence
Robinson, Peter M - Suntory and Toyota International Centres for Economics … - 2009
developed. Keywords: Spatial dependence, Parameter estimation, Asymptotic theory, Independence testing. 1 INTRODUCTION The …
Persistent link: https://www.econbiz.de/10008838722
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Parameter estimation based on interval-valued belief structures
Deng, Xinyang; Hu, Yong; Chan, Felix T.S.; Mahadevan, … - In: European Journal of Operational Research 241 (2015) 2, pp. 579-582
Parameter estimation based on uncertain data represented as belief structures is one of the latest problems in the … Dempster–Shafer theory. In this paper, a novel method is proposed for the parameter estimation in the case where belief …
Persistent link: https://www.econbiz.de/10011077627
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Gray-box modeling and validation of residential HVAC system for control system design
Afram, Abdul; Janabi-Sharifi, Farrokh - In: Applied Energy 137 (2015) C, pp. 134-150
In this paper gray-box models of the residential heating, ventilation and air conditioning (HVAC) system were developed. The HVAC system comprises of several subsystems such as energy recovery ventilator (ERV), air handling unit (AHU), buffer tank (BT), radiant floor heating (RFH) system, zone...
Persistent link: https://www.econbiz.de/10011116106
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Estimation of hydraulic parameters under unsaturated flow conditions in heap leaching
Cariaga, Emilio; Martínez, Rubén; Sepúlveda, Mauricio - In: Mathematics and Computers in Simulation (MATCOM) 109 (2015) C, pp. 20-31
The mathematical modeling of the unsaturated flow problem requires the simultaneous resolution of two problems: the Richards equation and the estimation of the hydraulic parameters involved in hydraulic conductivity and in the retention curve. Various techniques have been applied to both...
Persistent link: https://www.econbiz.de/10011117195
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Parameter and uncertainty estimation for maize, peanut and cotton using the SALUS crop model
Dzotsi, K.A.; Basso, B.; Jones, J.W. - In: Agricultural Systems 135 (2015) C, pp. 31-47
The generic and simple version of SALUS (System Approach to Land Use Sustainability) crop model was recently integrated in the DSSAT (Decision Support System for Agrotechnology Transfer) cropping system model to provide an alternative approach to more complex crop models without the need for a...
Persistent link: https://www.econbiz.de/10011208348
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