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Asset health prediction is imperative to optimal asset management. Online and offline inspections can provide useful information for predicting asset health. The information from an asset health inspection can be divided into two types. (1) Direct indicators which directly determine failures...
Persistent link: https://www.econbiz.de/10009437705
Time series resulting from aggregation of several sub-series can be seasonally adjusted directly or indirectly. With model-based seasonal adjustment, the sub-series may also be considered as a multivariate system of series and the analysis may be done jointly. This approach has considerable...
Persistent link: https://www.econbiz.de/10009457605
Verfahren, mit welchen Marktwerte ermittelt werden können. Ein Bewertungsverfahren soll einerseits mit ökonomischer Theorie … valuation approach should be in accordance with economic theory and should generate appraisals, which are reliable estimates for …
Persistent link: https://www.econbiz.de/10009467095
Despite their success and widespread usage in industry and business, ES methods have received little attention from the statistical community. We investigate three types of statistical models that have been found to underpin ES methods. They are ARIMA models, state space models with multiple...
Persistent link: https://www.econbiz.de/10009475950
algorithm (which relies on MCMC methods) are: (1) a reduced blocking scheme for sampling the free elements of the loading matrix … and the factors and (2) a special method for sampling the parameters of the univariate SV process. The resulting algorithm …
Persistent link: https://www.econbiz.de/10009441545
In this dissertation we propose a new model which captures observed features of asset prices. The model reproduces the skewness and fat tails of asset returns by introducing a discretized variance gamma process as the driving innovation process, in addition to a double gamma process to reflect...
Persistent link: https://www.econbiz.de/10009450636
Incluye bibliografía ; This article estimates a general credit risk model with both macroeconomic and latent credit factors for Spanish banks during the period 2004-2010. The proposed framework allows to estimate with bank level data both the standard credit risk model of Basel II and...
Persistent link: https://www.econbiz.de/10012530413
Systematic sampling is easy, efficient, and widely used, though it is not generally recognized that a systematic sample … of them determine which estimators are unbiased, when using the sampling design as the basis for inference. We describe … selection. When the population size is known at the outset, systematic sampling with unrestricted selection is most likely the …
Persistent link: https://www.econbiz.de/10009429445
inventory of fine woody debris (FWD); however, the sampling protocols involve tallying only the number of FWD pieces by size … class that intersect a sampling transect with no measure of actual size. The line intersect estimator used with those …
Persistent link: https://www.econbiz.de/10009429473
Binomial sampling based on the proportion of samples infested was investigated for estimating mean densities of citrus … parameters adequately described a validation data set from a sampling plan consisting of 192 samples. Projections indicated the … fitted parameters would apply to sampling plans with as few as 48 samples, but reducing sample size resulted in an increase …
Persistent link: https://www.econbiz.de/10009429479