Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Nadji RAHMANIA"'
Autor:
Nadji RAHMANIA
Publikováno v:
Revista Română de Statistică, Vol 59, Iss 03, Pp 66-77 (2011)
This paper presents a multivariate methodology for obtaining measures of unobserved macroeconomic variables. The used procedure is the multivariate Hodrick-Prescot which depends on smoothing param eters. The choice of these parameters is crucial. Our
Externí odkaz:
https://doaj.org/article/83f0fa59a04548478758c1af917c31ea
Autor:
Nadji, Rahmania
Publikováno v:
Analele Ştiinţifice ale Universităţii »Alexandru Ioan Cuza« din Iaşi. Sociologie şi Asistenţă Socială / Scientific Annals of the Alexandru Ioan Cuza University. New Series. Sociology and Social Work Section. 4(2):5-9
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=217357
Publikováno v:
Monte Carlo Methods and Applications. 25:147-154
The stationary distribution is the key of any queueing system; its determination is sufficient to infer the corresponding characteristics. This paper deals with the Er / M / 1 {\mathrm{Er}/M/1} queue. Bayesian inference is developed to estimate the s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2dcc77eb09efdc6dc7aaae2f4d5b656c
https://doi.org/10.1515/mcma-2019-2035
https://doi.org/10.1515/mcma-2019-2035
Autor:
Nadji Rahmania
Transition climatique, numérisation, résilience et sécurité territoriale… Plus de quinze années après son intégration à l'Europe, la Roumanie peut certes s'enorgueillir de sa contribution à la construction européenne mais il convient de s
In this paper we investigate the estimation of the unknown parameters of a competing risk model based on a Weibull distributed decreasing failure rate and an exponentially distributed constant failure rate, under right censored data.likelihood estima
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e5de311bc2c79b933fe8202524edebd0
http://arxiv.org/abs/2101.03550
http://arxiv.org/abs/2101.03550
Publikováno v:
Mathematics and Computers in Simulation. 135:39-50
In this work we study, as the temperature goes to zero, the oscillation of a family of Gibbs measures around LASSO estimator. We derive new criteria for estimating LASSO, choosing the proposal distribution and the temperature in Metropolis–Hastings
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d878a8a520b62b938f480dbf2a50f4d6
https://doi.org/10.1016/j.matcom.2015.09.003
https://doi.org/10.1016/j.matcom.2015.09.003
Publikováno v:
Communications in Statistics - Theory and Methods. 46:1519-1531
In this work, we propose a stochastic procedure of Robbins–Monro type to resolve linear inverse problems in Hilbert space. We study the probability of large deviation between the exact solution and the approximated one and build a confidence domain
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::add356a7dabda582e79a62d7774b6b3c
https://doi.org/10.1080/03610926.2015.1019153
https://doi.org/10.1080/03610926.2015.1019153
Publikováno v:
Journal of Multivariate Analysis. 105:311-321
We consider a noisy observed vector y=x+u@?R^n. The unobserved vector x is a solution of a non-invertible linear system Ax=v, where v is a forcing term. A unique solution of the system is obtained by considering additional constraint on the vector x.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::47cb5aaff33f997c96428202bf4ed289
https://doi.org/10.1016/j.jmva.2011.10.007
https://doi.org/10.1016/j.jmva.2011.10.007
Publikováno v:
JOURNAL OF THE JAPAN STATISTICAL SOCIETY. 38:225-241
The so-called Hodrick-Prescott filter was first introduced in actuarial science to estimate trends from claims data and now is widely used in economics and finance to estimate and predict e.g. business cycles and trends in financial data series. This
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bccd56cdf8acdb67765efdb142fd4f15
https://doi.org/10.14490/jjss.38.225
https://doi.org/10.14490/jjss.38.225
Publikováno v:
Annals of the Alexandru Ioan Cuza University - Mathematics. 57
We suggest an optimality criterion, for choosing the best smoothing parameters for an extension of the so-called Hodrick-Prescott Multivariate (HPMV) filter. We show that this criterion admits a wh ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8163737e020b1c53e8d9aceec90285e6
https://doi.org/10.2478/v10157-010-0038-0
https://doi.org/10.2478/v10157-010-0038-0