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Artykuły w czasopismach na temat "Inference Without Moments"
Zhang, Zhiyi. "Several Basic Elements of Entropic Statistics". Entropy 25, nr 7 (13.07.2023): 1060. http://dx.doi.org/10.3390/e25071060.
Pełny tekst źródłaChernozhukov, Victor, Whitney K. Newey i Andres Santos. "Constrained Conditional Moment Restriction Models". Econometrica 91, nr 2 (2023): 709–36. http://dx.doi.org/10.3982/ecta13830.
Pełny tekst źródłaMontiel Olea, José Luis, Mikkel Plagborg-Møller i Eric Qian. "SVAR Identification from Higher Moments: Has the Simultaneous Causality Problem Been Solved?" AEA Papers and Proceedings 112 (1.05.2022): 481–85. http://dx.doi.org/10.1257/pandp.20221047.
Pełny tekst źródłaVendeville, Nathalie, Nathalie Blanc i Claire Brechet. "A Drawing Task to Assess Emotion Inference in Language-Impaired Children". Journal of Speech, Language, and Hearing Research 58, nr 5 (październik 2015): 1563–69. http://dx.doi.org/10.1044/2015_jslhr-l-14-0343.
Pełny tekst źródłaMontano Herrera, Liliana, Tobias Eilert, I.-Ting Ho, Milena Matysik, Michael Laussegger, Ralph Guderlei, Bernhard Schrantz, Alexander Jung, Erich Bluhmki i Jens Smiatek. "Holistic Process Models: A Bayesian Predictive Ensemble Method for Single and Coupled Unit Operation Models". Processes 10, nr 4 (29.03.2022): 662. http://dx.doi.org/10.3390/pr10040662.
Pełny tekst źródłaAndersen, Torben G. "SIMULATION-BASED ECONOMETRIC METHODS". Econometric Theory 16, nr 1 (luty 2000): 131–38. http://dx.doi.org/10.1017/s0266466600001080.
Pełny tekst źródłaChernozhukov, Victor, Denis Chetverikov i Kengo Kato. "Inference on Causal and Structural Parameters using Many Moment Inequalities". Review of Economic Studies 86, nr 5 (16.11.2018): 1867–900. http://dx.doi.org/10.1093/restud/rdy065.
Pełny tekst źródłaAndrews, Donald W. K., i Patrik Guggenberger. "VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES". Econometric Theory 25, nr 3 (czerwiec 2009): 669–709. http://dx.doi.org/10.1017/s0266466608090257.
Pełny tekst źródłaMatsushita, Yukitoshi, i Taisuke Otsu. "LIKELIHOOD INFERENCE ON SEMIPARAMETRIC MODELS WITH GENERATED REGRESSORS". Econometric Theory 36, nr 4 (25.11.2019): 626–57. http://dx.doi.org/10.1017/s026646661900029x.
Pełny tekst źródłaAdams, Kelsey L., i Philip M. Grove. "The Effect of Transient Location on the Resolution of Bistable Visual and Audiovisual Motion Sequences". Perception 47, nr 9 (20.07.2018): 927–42. http://dx.doi.org/10.1177/0301006618788796.
Pełny tekst źródłaRozprawy doktorskie na temat "Inference Without Moments"
Kandji, Baye Matar. "Stochastic recurrent equations : structure, statistical inference, and financial applications". Electronic Thesis or Diss., Institut polytechnique de Paris, 2023. http://www.theses.fr/2023IPPAG004.
Pełny tekst źródłaWe are interested in the theoretical properties of Stochastic Recurrent Equations (SRE) and their applications in finance. These models are widely used in econometrics, including financial econometrics, to explain the dynamics of various processes such as the volatility of financial returns. However, the probability structure and statistical properties of these models are still not well understood, especially when the model is considered in infinite dimensions or driven by non-independent processes. These two features lead to significant difficulties in the theoretical study of these models. In this context, we aim to explore the existence of stationary solutions and the statistical and probabilistic properties of these solutions.We establish new properties on the trajectory of the stationary solution of SREs, which we use to study the asymptotic properties of the quasi-maximum likelihood estimator (QMLE) of GARCH-type (generalized autoregressive conditional heteroskedasticity) conditional volatility models. In particular, we study the stationarity and statistical inference of semi-strong GARCH(p,q) models where the innovation process is not necessarily independent. We establish the consistency of the QMLE of semi-strong GARCHs without assuming the commonly used condition that the stationary distribution admits a small-order moment. In addition, we are interested in the two-factor volatility GARCH models (GARCH-MIDAS); a long-run, and a short-run volatility. These models were recently introduced by Engle et al. (2013) and have the particularity to admit stationary solutions with heavy-tailed distributions. These models are now widely used but their statistical properties have not received much attention. We show the consistency and asymptotic normality of the QMLE of the GARCH-MIDAS models and provide various test procedures to evaluate the presence of long-run volatility in these models. We also illustrate our results with simulations and applications to real financial data.Finally, we extend a result of Kesten (1975) on the growth rate of additive sequences to superadditive processes. From this result, we derive generalizations of the contraction property of random matrices to products of stochastic operators. We use these results to establish necessary and sufficient conditions for the existence of stationary solutions of the affine case with positive coefficients of SREs in the space of continuous functions. This class of models includes most conditional volatility models, including functional GARCHs
Części książek na temat "Inference Without Moments"
Roy, Abhishek Ghosh, i Naba Kumar Peyada. "Aircraft Aerodynamic Parameter Estimation Using Intelligent Estimation Algorithms". W Nature-Inspired Algorithms for Big Data Frameworks, 276–88. IGI Global, 2019. http://dx.doi.org/10.4018/978-1-5225-5852-1.ch011.
Pełny tekst źródłaMasuta, Hiroyuki, Tatsuo Motoyoshi, Kei Sawai, Ken'ichi Koyanagi, Toru Oshima i Hun-Ok Lim. "Direct Perception and Action Decision for Unknown Object Grasping". W Rapid Automation, 1372–87. IGI Global, 2019. http://dx.doi.org/10.4018/978-1-5225-8060-7.ch064.
Pełny tekst źródła"existing code correlating a whistle with the information that now is the moment to attack. The information is obvious enough: it is the only information that A could conceivably have intended to make manifest in the circumstances. Could not the repetition of such a situation lead to the development of a code? Imagine that the two prisoners, caught again, find themselves in the same predicament: again a whistle, again an escape, and again they are caught. The next time, prisoner B, who has not realised that both guards are distracted, hears pris-oner A whistle: this time, fortunately, B does not have to infer what the whistle is intended to make manifest: he knows. The whistle has become a signal associ-ated by an underlying code to the message ‘Let us overpower our guards now!’ Inferential theorists might be tempted to see language as a whole as having developed in this way: to see conventional meanings as growing out of natural inferences. This is reminiscent of the story of how Rockefeller became a million-aire. One day, when he was young and very poor, Rockefeller found a one-cent coin in the street. He bought an apple, polished it, sold it for two cents, bought two apples, polished them, sold them for four cents . . . After one month he bought a cart, after two years he was about to buy a grocery store, when he inherited the fortune of his millionaire uncle. We will never know how far hominid efforts at conventionalising inference might have gone towards establishing a full-fledged human language. The fact is that the development of human languages was made possible by a specialised biological endowment. Whatever the origin of the language or code employed, a piece of coded behaviour may be used ostensively – that is, to provide two layers of information: a basic layer of information, which may be about anything at all, and a second layer con-sisting of the information that the first layer of information has been intentionally made manifest. When a coded signal, or any other arbitrary piece of behaviour, is used ostensively, the evidence displayed bears directly on the individual’s intention, and only indirectly on the basic layer of information that she intends to make manifest. We are now, of course, dealing with standard cases of Gricean communication. Is there a dividing line between instances of ostension which one would be more inclined to describe as ‘showing something’, and clear cases of communica-tion where the communicator unquestionably ‘means something’? One of Grice’s main concerns was to draw such a line: to distinguish what he called ‘natural meaning’ – smoke meaning fire, clouds meaning rain, and so on – from ‘non-natural meaning’: the word ‘fire’ meaning fire, Peter’s utterance meaning that it will rain, and so on. Essential to this distinction was the third type of communi-cator’s intention Grice mentioned in his analysis: a true communicator intends the recognition of his informative intention to function as at least part of the audi-ence’s reason for fulfilling that intention. In other words, the first, basic, layer of information must not be entirely recoverable without reference to the second. What we have tried to show so far in this section is that there are not two distinct and well-defined classes, but a continuum of cases of ostension ranging from ‘showing’, where strong direct evidence for the basic layer of information is provided, to ‘saying that’, where all the evidence is indirect. Even in our very". W Pragmatics and Discourse, 158. Routledge, 2005. http://dx.doi.org/10.4324/9780203994597-29.
Pełny tekst źródłaStreszczenia konferencji na temat "Inference Without Moments"
Garita, Francesco, Hans Yu i Matthew P. Juniper. "Assimilation of Experimental Data to Create a Quantitatively-Accurate Reduced Order Thermoacoustic Model". W ASME Turbo Expo 2020: Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2020. http://dx.doi.org/10.1115/gt2020-14929.
Pełny tekst źródłaParasuraman, S., V. Ganapathy i Bijan Shirinzadeh. "Behavior Based Robot Navigation: Resolving Behavior Conflicts Using Fuzzy Inference System". W ASME 7th Biennial Conference on Engineering Systems Design and Analysis. ASMEDC, 2004. http://dx.doi.org/10.1115/esda2004-58172.
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