Zobrazeno 1 - 10
of 296
pro vyhledávání: '"singularity of the information matrix"'
Autor:
Ridder, Geert, Woutersen, Tiemen M.
Publikováno v:
Econometrica, 2003 Sep 01. 71(5), 1579-1589.
Externí odkaz:
https://www.jstor.org/stable/1555513
Autor:
Ritei Shibata, Yuuki Rikimaru
Publikováno v:
International Journal of Statistics and Probability. 5:31
Simultaneous spatial autoregressive model is widely used for spatial data analysis, observed at a set of grid points in a space. However a problem, not so well known, is that there exists no unique model unlike time series AR model for given autocova
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c232c63a08b1a8eddb73f05884eedf75
https://doi.org/10.5539/ijsp.v6n4p31
https://doi.org/10.5539/ijsp.v6n4p31
Autor:
Reiichiro Kawai
Publikováno v:
Numerical Mathematics and Advanced Applications 2011 ISBN: 9783642331336
We discuss the singularity of the Fisher information arising from statistical inference for continuous-time stochastic processes of practical interest, such as asset price dynamics in finance and individual animal movement in biology, under high freq
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::96362e83c488bc6caa29a69a8848384c
https://doi.org/10.1007/978-3-642-33134-3_87
https://doi.org/10.1007/978-3-642-33134-3_87
Autor:
Geert Ridder, Tiemen Woutersen
Elbers and Ridder (1982) identify the Mixed Proportional Hazard model by assuming that the heterogeneity has finite mean. Under this assumption, the information matrix of the MPH model may be singular. Moreover, the finite mean assumption cannot be t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::008016ab32ee09634fcbc8ef5cdfb0a9
http://economics.uwo.ca/research/department_working_papers_docs/wp2002/wp2002_6.pdf
http://economics.uwo.ca/research/department_working_papers_docs/wp2002/wp2002_6.pdf
Autor:
Ridder, Geert, Woutersen, Tiemen
Publikováno v:
Department of Economics Research Reports
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1548::56f3a10cf38faaeab0b08dcadadd9703
https://ir.lib.uwo.ca/context/economicsresrpt/article/1389/viewcontent/doe_rr_2002_6_ridder_woutersen.pdf
https://ir.lib.uwo.ca/context/economicsresrpt/article/1389/viewcontent/doe_rr_2002_6_ridder_woutersen.pdf
Autor:
Ridder, Geert, Woutersen, Tiemen
Elbers and Ridder (1982) identify the Mixed Proportional Hazard model by assuming that the heterogeneity has finite mean. Under this assumption, the information matrix of the MPH model may be singular. Moreover, the finite mean assumption cannot be t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::90fa3d3c54ba922a5ab20a0cf568fd45
https://hdl.handle.net/10419/70408
https://hdl.handle.net/10419/70408
Akademický článek
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Autor:
Kawai, R.
Publikováno v:
Numerical Mathematics & Advanced Applications 2011; 2013, p841-849, 9p
Publikováno v:
Symmetry (20738994). Sep2022, Vol. 14 Issue 9, p1894-N.PAG. 33p.