:: Library Catalog

Imagen de Portada

Guardado en:

Detalles Bibliográficos
Autores principales:	Cai, Xin, Yang, Jingyu, Li, Zhibao, Wang, Hongqiao, Huang, Miao
Formato:	Preprint
Publicado:	2023
Materias:	Methodology 62M20
Acceso en línea:	https://arxiv.org/abs/2401.02529
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Pivotal inference for linear predictions in stationary processes
por: Dette, Holger, et al.
Publicado: (2025)

Scalable simulation-based inference for implicitly defined models using a metamodel for Monte Carlo log-likelihood estimator
por: Park, Joonha
Publicado: (2023)

M-Estimation based on quasi-processes from discrete samples of Levy processes
por: Shimizu, Yasutaka, et al.
Publicado: (2021)

A conservation law for posterior predictive variance
por: Clarke, Bertrand, et al.
Publicado: (2024)

Likelihood inference for exponential-trawl processes
por: Shephard, Neil, et al.
Publicado: (2015)

Nonparametric Vector Quantile Autoregression
por: González-Sanz, Alberto, et al.
Publicado: (2025)

Sample Splitting and Assessing Goodness-of-fit of Time Series
por: Davis, Richard A., et al.
Publicado: (2024)

Change point analysis with irregular signals
por: Kley, Tobias, et al.
Publicado: (2024)

TERRA: A Transformer-Enabled Recursive R-learner for Longitudinal Heterogeneous Treatment Effect Estimation
por: Shi, Lei, et al.
Publicado: (2025)

Forecasting High Dimensional Time Series with Dynamic Dimension Reduction
por: Peña, Daniel, et al.
Publicado: (2025)

Backward Smoothing versus Fixed-Lag Smoothing in Particle Filters
por: Kitagawa, Genshiro
Publicado: (2026)

On the optimal prediction of extreme events in heavy-tailed time series with applications to solar flare forecasting
por: Verma, Victor, et al.
Publicado: (2024)

Compositional dynamic modelling for causal prediction in multivariate time series
por: Li, Kevin, et al.
Publicado: (2024)

Multiscale Autoregression on Adaptively Detected Timescales
por: Baranowski, Rafal, et al.
Publicado: (2024)

Emperical Study on Various Symmetric Distributions for Modeling Time Series
por: Kitagawa, Genshiro
Publicado: (2024)

Enhancing Seasonal Adjustment Space Models: Constraints and Regularization for Improved Trend and AR Decomposition
por: Kitagawa, Genshiro
Publicado: (2025)

Prediction intervals for quantile autoregression
por: Novo, Silvia, et al.
Publicado: (2025)

Simultaneous Graphical Dynamic Modeling
por: West, Mike, et al.
Publicado: (2024)

Bayesian copula-based spatial random effects models for inference with complex spatial data
por: Pearse, Alan, et al.
Publicado: (2025)

A geometric ensemble method for Bayesian inference
por: Popov, Andrey A
Publicado: (2025)

Bayesian inference on the order of stationary vector autoregressions
por: Binks, Rachel L., et al.
Publicado: (2023)

Recovery and inference of causal effects with sequential adjustment for confounding and attrition
por: de Aguas, Johan, et al.
Publicado: (2024)

Left-truncated discrete lifespans: The AFiD enterprise panel
por: Scholz, Eric, et al.
Publicado: (2024)

Bayesian Forecast Combination with Predictive Priors via Particle Filtering
por: Luo, Xiaorui, et al.
Publicado: (2025)

On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities
por: Pouzo, Demian, et al.
Publicado: (2025)

Bayesian Dynamic Modeling of Realized Volatility in Financial Asset Price Forecasting
por: Woitschig, Patrick, et al.
Publicado: (2026)

Multivariate Low-Rank State-Space Model with SPDE Approach for High-Dimensional Data
por: Rodeschini, Jacopo, et al.
Publicado: (2025)

Rate accelerated inference for integrals of multivariate random functions
por: Patilea, Valentin, et al.
Publicado: (2024)

Dynamic Inference in Term Structure Models with Unspanned Latent Risks
por: Dubiel-Teleszynski, Tomasz, et al.
Publicado: (2022)

Explaining the unexplainable: leveraging extremal dependence to characterize the 2021 Pacific Northwest heatwave
por: Zhang, Likun, et al.
Publicado: (2023)

A Novel Multiple Imputation Approach For Parameter Estimation in Observation-Driven Time Series Models With Missing Data
por: Pumi, Guilherme, et al.
Publicado: (2026)

A Matsuoka-Based GARMA Model for Hydrological Forecasting: Theory, Estimation, and Applications
por: Pumi, Guilherme, et al.
Publicado: (2025)

Unit-Weibull Autoregressive Moving Average Models
por: Pumi, Guilherme, et al.
Publicado: (2022)

Online Generalized Method of Moments for Time Series
por: Leung, Man Fung, et al.
Publicado: (2025)

Quadratic inference with dense functional responses
por: Niyogi, Pratim Guha, et al.
Publicado: (2024)

Emulating complex dynamical simulators with random Fourier features
por: Mohammadi, Hossein, et al.
Publicado: (2021)

Estimation of log-Gaussian gamma processes with iterated posterior linearization and Hamiltonian Monte Carlo
por: Härkönen, Teemu, et al.
Publicado: (2026)

Generalised envelope spectrum-based signal-to-noise objectives: Formulation, optimisation and application for gear fault detection under time-varying speed conditions
por: Schmidt, Stephan, et al.
Publicado: (2024)

Clustering Multivariate Time Series using Energy Distance
por: Davis, Richard A., et al.
Publicado: (2023)

Convolutional neural networks for valid and efficient causal inference
por: Ghasempour, Mohammad, et al.
Publicado: (2023)