Zobrazeno 1 - 10
of 155
pro vyhledávání: '"trend break"'
Autor:
Ning Qi, Yanzheng Yang, Guijun Yang, Weizhong Li, Chunjiang Zhao, Jun Zhao, Boheng Wang, Shaofeng Su, Pengxiang Zhao
Publikováno v:
International Journal of Applied Earth Observations and Geoinformation, Vol 125, Iss , Pp 103590- (2023)
Interannual variations in the end of the growing season (EOS) play a crucial role in assessing carbon and energy cycling within grassland ecosystems. Previous studies have often fixed the trend breakpoint in autumn phenology around the year 2000 to e
Externí odkaz:
https://doaj.org/article/50eb54a952f3444eb4f48d7655760c52
Publikováno v:
EURASIP Journal on Wireless Communications and Networking, Vol 2020, Iss 1, Pp 1-26 (2020)
Abstract Detection of level shifts in a noisy signal, or trend break detection, is a problem that appears in several research fields, from biophysics to optics and economics. Although many algorithms have been developed to deal with such a problem, a
Externí odkaz:
https://doaj.org/article/52094c5047634eb1af1bf065ab2ce01d
Akademický článek
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Autor:
Cooper, Suzanne J.
Publikováno v:
Journal of Business & Economic Statistics, 1998 Jan 01. 16(1), 92-100.
Externí odkaz:
https://www.jstor.org/stable/1392019
Publikováno v:
Econometric Reviews, 42(2), 195-219. Taylor and Francis Ltd.
Beutner, E, Lin, Y & Smeekes, S 2023, ' GLS estimation and confidence sets for the date of a single break in models with trends ', Econometric Reviews, vol. 42, no. 2, pp. 195-219 . https://doi.org/10.1080/07474938.2023.2178088
Vrije Universiteit Amsterdam
Econometric Reviews, 42(2), 195-219. Routledge/Taylor & Francis Group
Beutner, E, Lin, Y & Smeekes, S 2023, ' GLS estimation and confidence sets for the date of a single break in models with trends ', Econometric Reviews, vol. 42, no. 2, pp. 195-219 . https://doi.org/10.1080/07474938.2023.2178088
Vrije Universiteit Amsterdam
Econometric Reviews, 42(2), 195-219. Routledge/Taylor & Francis Group
We develop a Feasible Generalized Least Squares estimator of the date of a structural break in level and/or trend. The estimator is based on a consistent estimate of a T-dimensional inverse autocovariance matrix. A cubic polynomial transformation of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3051fd4840bc070d1c566396908e7821
https://research.vu.nl/en/publications/7923ad8c-7074-4390-bfd2-af6fe1c819df
https://research.vu.nl/en/publications/7923ad8c-7074-4390-bfd2-af6fe1c819df
Publikováno v:
Remote Sensing, Vol 12, Iss 11, p 1894 (2020)
Time-series of vegetation greenness data, derived from Earth-observation imagery, have become a key source of information for studying large-scale environmental change. The ever increasing length of such series allows for a range of indicators to be
Externí odkaz:
https://doaj.org/article/c1f52334d7a74505885588bd97737973
Publikováno v:
Journal of Economic Studies, 2015, Vol. 42, Issue 4, pp. 641-658.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JES-12-2013-0194
Autor:
Sergio Salas
Publikováno v:
Southern Economic Journal. 88:1199-1238
There is by now reasonable evidence that supports the notion of a trend break in the US GDP since the Great Recession. To explain this phenomenon, I construct a version of the Lucas endogenous growth model, amplified with financial frictions and fina
Publikováno v:
EURASIP Journal on Wireless Communications and Networking, Vol 2020, Iss 1, Pp 1-26 (2020)
Eurasip journal on wireless communications and networking, 2020(1)
Eurasip journal on wireless communications and networking, 2020(1)
Detection of level shifts in a noisy signal, or trend break detection, is a problem that appears in several research fields, from biophysics to optics and economics. Although many algorithms have been developed to deal with such a problem, accurate a
Akademický článek
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