Zobrazeno 1 - 10
of 125
pro vyhledávání: '"BEUTNER, ERIC"'
Publikováno v:
In Journal of Econometrics January 2024 238(2)
Autor:
Friedrich, Marina, Beutner, Eric, Reuvers, Hanno, Smeekes, Stephan, Urbain, Jean-Pierre, Bader, Whitney, Franco, Bruno, Lejeune, Bernard, Mahieu, Emmanuel
Ethane is the most abundant non-methane hydrocarbon in the Earth's atmosphere and an important precursor of tropospheric ozone through various chemical pathways. Ethane is also an indirect greenhouse gas (global warming potential), influencing the at
Externí odkaz:
http://arxiv.org/abs/1903.05403
In this paper we propose a general framework to analyze prediction in time series models and show how a wide class of popular time series models satisfies this framework. We postulate a set of high-level assumptions, and formally verify these assumpt
Externí odkaz:
http://arxiv.org/abs/1902.01622
A fixed-design residual bootstrap method is proposed for the two-step estimator of Francq and Zako\"ian (2015) associated with the conditional Value-at-Risk. The bootstrap's consistency is proven for a general class of volatility models and intervals
Externí odkaz:
http://arxiv.org/abs/1808.09125
To quantify uncertainty around point estimates of conditional objects such as conditional means or variances, parameter uncertainty has to be taken into account. Attempts to incorporate parameter uncertainty are typically based on the unrealistic ass
Externí odkaz:
http://arxiv.org/abs/1710.00643
The predominant way of modelling mortality rates is the Lee-Carter model and its many extensions. The Lee-Carter model and its many extensions use a latent process to forecast. These models are estimated using a two-step procedure that causes an inco
Externí odkaz:
http://arxiv.org/abs/1612.04091
Autor:
Beutner, Eric, Zähle, Henryk
The functional delta-method provides a convenient tool for deriving bootstrap consistency of a sequence of plug-in estimators w.r.t. a given functional from bootstrap consistency of the underlying sequence of estimators. It has recently been shown in
Externí odkaz:
http://arxiv.org/abs/1609.05803
Autor:
Beutner, Eric, Zähle, Henryk
The functional delta-method provides a convenient tool for deriving the asymptotic distribution of a plug-in estimator of a statistical functional from the asymptotic distribution of the respective empirical process. Moreover, it provides a tool to d
Externí odkaz:
http://arxiv.org/abs/1510.06207