Zobrazeno 1 - 10 of 40 pro vyhledávání: '"David F. Findley"'
1
Convergence of a Robbins-Monro Algorithm for Recursive Estimation with Non-Monotone Weights for a Function with a Restricted Domain and Multiple Zeros
Autor: David F. Findley
Publikováno v: Calcutta Statistical Association Bulletin. 56:1-15
Summary Convergence properties are established for the output of a deterministic Robbins- Monro recursion whose function can have singularities and multiple zeros. Our analysis is built largely on slight adaptations of some lemmas and proofs of Fradk
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::4360e694ddbffacfc97ad9191ebf8372
https://doi.org/10.1177/0008068320050501
Zobrazit plný text záznamu
2
Seasonal adjustment perspectives on 'Damping seasonal factors: shrinkage estimators for the X-12-ARIMA program'
Autor: David F. Findley, Kellie C. Wills, Brian C. Monsell
Publikováno v: International Journal of Forecasting. 20:551-556
We examined the shrinkage methods of Miller and William from the perspective of seasonal adjustment rather than forecasting, restricting attention to their performance on the approximately 500 of the 1428 M3 series that are seasonal and have multipli
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::485bae3eed003fea4beccd3f6b9a2ca9
https://doi.org/10.1016/j.ijforecast.2004.03.008
Zobrazit plný text záznamu
3
Modeling of time series arrays by multistep prediction or likelihood methods
Autor: Ching-Zong Wei, Benedikt M. Pötscher, David F. Findley
Publikováno v: Journal of Econometrics. 118:151-187
An estimation theory is provided for the fitting of possibly incorrect, invertible, short-memory models to (short- or long-memory) time series or time series arrays by multistep prediction error minimization or Gaussian likelihood maximization. By ar
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::35f2159b9720105253a2a36321c3d6fa
https://doi.org/10.1016/s0304-4076(03)00139-8
Zobrazit plný text záznamu
4
Fitting Constrained Vector Autoregression Models
Autor: David F. Findley, Tucker McElroy
Publikováno v: Empirical Economic and Financial Research ISBN: 9783319031217
This paper expands the estimation theory for both quasi-maximum likelihood estimates (QMLEs) and Least Squares estimates (LSEs) for potentially misspecified constrained VAR(p) models. Our main result is a linear formula for the QMLE of a constrained
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::8bbfdcc551352918a7b26815bf2666da
https://doi.org/10.1007/978-3-319-03122-4_28
Zobrazit plný text záznamu
6
New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program
Autor: William R. Bell, Mark C. Otto, Bor-Chung Chen, David F. Findley, Brian C. Monsell
Publikováno v: Journal of Business & Economic Statistics. 16:127-152
X-12-ARIMA is the Census Bureau's new seasonal-adjustment program. It provides four types of enhancements to X-ll-ARIMA—(1) alternative seasonal, trading-day, and holiday effect adjustment capabilities that include adjustments for effects estimated
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::42a2325b4713dc0383c97b99fbd959fa
https://doi.org/10.1080/07350015.1998.10524743
Zobrazit plný text záznamu
10
Counterexamples to parsimony and BIC
Autor: David F. Findley
Publikováno v: Annals of the Institute of Statistical Mathematics. 43:505-514
Suppose that the log-likelihood-ratio sequence of two models with different numbers of estimated parameters is bounded in probability, without necessarily having a chi-square limiting distribution. Then BIC and all other related “consistent” mode
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::f4a18b6dabc9e33cefa3047648ca5fbd
https://doi.org/10.1007/bf00053369
Zobrazit plný text záznamu

Vyhledávací nástroje:

Upřesnit hledání

Omezení vyhledávání
Plný text Recenzováno Digitální knihovna AV ČR
Zdroje