Imagen de Portada

On Conditional least squares estimation for the AD(1,n) model

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Alaya, Mohamed Ben, Dahbi, Houssem, Fathallah, Hamdi
Formato:	Preprint
Publicado:	2024
Materias:	Statistics Theory Applications
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Asymptotic properties and drift parameter estimations of the ergodic double Heston model based on continuous-time observations
por: Alaya, Mohamed Ben, et al.
Publicado: (2025)

Random effects estimation in a fractional diffusion model based on continuous observations
por: Chebli, Nesrine, et al.
Publicado: (2024)

Hybrid estimation for a mixed fractional Black-Scholes model with random effects from discrete time observations
por: Chebli, Nesrine, et al.
Publicado: (2025)

Examining marginal properness in the external validation of survival models with squared and logarithmic losses
por: Sonabend, Raphael, et al.
Publicado: (2022)

Pseudo-Poisson Distributions with Nonlinear Conditional Rates
por: Lakhani, Jared N.
Publicado: (2025)

Rate-optimal and computationally efficient nonparametric estimation on the circle and the sphere
por: Georgiadis, Athanasios G., et al.
Publicado: (2025)

Performance of the stochastic MV-PURE estimator in highly noisy settings
por: Piotrowski, Tomasz, et al.
Publicado: (2013)

Sampling effects on Lasso estimation of drift functions in high-dimensional diffusion processes
por: Amorino, Chiara, et al.
Publicado: (2024)

Maximum likelihood estimation in the ergodic Volterra Ornstein-Uhlenbeck process
por: Alaya, Mohamed Ben, et al.
Publicado: (2024)

Model-assisted estimation of domain totals, areas, and densities in two-stage sample survey designs
por: Andersen, Hans-Erik, et al.
Publicado: (2024)

Models with Accelerated Failure Conditionals
por: Lakhani, Jared N.
Publicado: (2025)

The piranha problem: Large effects swimming in a small pond
por: Tosh, Christopher, et al.
Publicado: (2021)

Movement-based models for abundance data
por: Vergara, Ricardo Carrizo, et al.
Publicado: (2024)

Subscedastic weighted least squares estimates
por: Bryan, Jordan, et al.
Publicado: (2024)

On the unification of zero-adjusted cure survival models
por: Louzada, Francisco, et al.
Publicado: (2019)

Extending the Accelerated Failure Conditionals Model to Location-Scale Families
por: Lakhani, Jared N.
Publicado: (2025)

Sharp variance estimator and causal bootstrap in stratified randomized experiments
por: Yu, Haoyang, et al.
Publicado: (2024)

Facilitating heterogeneous effect estimation via statistically efficient categorical modifiers
por: Kowal, Daniel R.
Publicado: (2024)

Anisotropic local constant smoothing for change-point regression function estimation
por: Thompson, John R. J., et al.
Publicado: (2020)

Estimation of conditional inequality curves and measures via estimating the conditional quantile function
por: Jokiel-Rokita, Alicja, et al.
Publicado: (2024)

Estimators of different delta coefficients based on the unbiased estimator of the expected proportions of agreements
por: Andrés, A. Martín, et al.
Publicado: (2026)

Robust estimation of polyserial correlation coefficients: A density power divergence approach
por: Welz, Max
Publicado: (2025)

Dynamic clustering for heterophilic stochastic block models with time-varying node memberships
por: Lin, Kevin Z, et al.
Publicado: (2024)

Privacy enhanced collaborative inference in the Cox proportional hazards model for distributed data
por: Hu, Mengtong, et al.
Publicado: (2024)

Time series on compact spaces, with an application to dynamic modeling of relative abundance data in Ecology
por: Franchi, Guillaume, et al.
Publicado: (2023)

Using low-cost sensors to improve NO2 concentration maps derived from physico-chemical models
por: Thulliez, Emma, et al.
Publicado: (2025)

Robust and efficient estimation for the Generalized Extreme-Value distribution with application to flood frequency analysis in the UK
por: Huet, Nathan, et al.
Publicado: (2025)

Robust estimations from distribution structures: I. Mean
por: Tuobang, Li
Publicado: (2024)

Distributional stability of sparse inverse covariance matrix estimators
por: Chen, Renjie, et al.
Publicado: (2024)

Efficient estimation of parameters in marginals in semiparametric multivariate models
por: Medovikov, Ivan, et al.
Publicado: (2024)

Approximation rates for finite mixtures of location-scale models and fast least-squares estimators
por: Nguyen, Hien Duy, et al.
Publicado: (2025)

Necessary and sufficient conditions for posterior propriety for generalized linear mixed models
por: Rao, Yalin, et al.
Publicado: (2023)

Estimation and model errors in Gaussian-process-based Sensitivity Analysis of functional outputs
por: Sáo, Yuri Taglieri, et al.
Publicado: (2025)

A framework for statistical modelling of the extremes of longitudinal data, applied to elite swimming
por: Spearing, Jess, et al.
Publicado: (2023)

Generalized network autoregressive modelling of longitudinal networks with application to presidential elections in the USA
por: Nason, Guy, et al.
Publicado: (2025)

Extremal properties of max-autoregressive moving average processes for modelling extreme river flows
por: D'Arcy, Eleanor, et al.
Publicado: (2024)

Invariant Feature Extraction Through Conditional Independence and the Optimal Transport Barycenter Problem: the Gaussian case
por: Bounos, Ian, et al.
Publicado: (2025)

Introducing the b-value: combining unbiased and biased estimators from a sensitivity analysis perspective
por: Lin, Zhexiao, et al.
Publicado: (2026)

Trade-off between predictive performance and FDR control for high-dimensional Gaussian model selection
por: Lacroix, Perrine, et al.
Publicado: (2023)

Modelling physical activity profiles in COPD patients: a fully functional approach to variable domain functional regression models
por: Hernandez-Amaro, Pavel, et al.
Publicado: (2024)