43 results on '"Heteroscedasticity"'
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2. Differentiable Causal Discovery Under Heteroscedastic Noise
3. Effect of Different Dosages of Prednisone and Beta-Agonist on Peakflow, 78 Patients, Traditional Regressions vs Kernel Ridge Regression
4. A Novel P-S-N Curve Estimation Method Considering Heteroscedasticity for High-Cycle Fatigue Circumstances
5. Heteroscedasticity
6. A Comparison of Trend Estimators Under Heteroscedasticity
7. Gross Domestic Product Modeling Using 'Panel-Data' Concept
8. Quantitative Assessments for Ultrasound Probe Calibration
9. Learning Uncertainty with Artificial Neural Networks for Improved Remaining Time Prediction of Business Processes
10. Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity
11. AI for Assessing Financial Risk Conditioned by the Time-Series Volatility Using the GARCH-Method
12. Other Topics in Applied Regression Analysis
13. Hannan, Edward J. (1921–1994)
14. Extreme Bounds Analysis
15. Robust Estimators in Econometrics
16. Prediction Intervals for Heteroscedastic Series by Holt-Winters Methods
17. A Review of Heteroscedasticity Treatment with Gaussian Processes and Quantile Regression Meta-models
18. Integer-Valued APARCH Processes
19. Residual and Regression Assumption Analysis
20. Assessing the Performance of Estimators Dealing with Measurement Errors
21. Permutation Tests in Linear Regression
22. Predicting Crop Yield via Partial Linear Model with Bootstrap
23. Statistical Inference in Multifractal Random Walk Models for Financial Time Series
24. Long Memory in Stock Market Volatility
25. Nonlinear Estimation with Gaussian Kriging and Riemann Sums
26. Rank Tests under Uncertainty: Regression and Local Heteroscedasticity
27. Heteroscedasticity
28. Multiresponse Robust Engineering: Industrial Experiment Parameter Estimation
29. Bayesian Inference for a Periodic Stochastic Volatility Model of Intraday Electricity Prices
30. A Varying-Coefficient Hazards Regression Model for Multiple Cross-Effect
31. An Adaptive Algorithm for Quantile Regression
32. Robust Box-Cox Transformations for Simple Regression
33. Trend identification and financial trading strategy by using stochastic trend model with Markov switching slope change and ARCH
34. An econometric analysis of differences in stumpage values using micro-level harvesting data
35. How Heavy are the Tails of a Stationary HARCH(k) Process? A Study of the Moments
36. Optimal Designs for Models with Ignored Heteroscedasticity
37. Nonparametric Estimation of Global Functionals of Conditional Quantiles
38. Asymptotic Theory for Regression Quantile Estimators in the Heteroscedastic Regression Model
39. Heteroscedasticity
40. Heteroscedasticity
41. Traité d'économétrie financière : Modélisation financière
42. State-Space Models with Regime Switching : Classical and Gibbs-Sampling Approaches with Applications
43. Nonparametric Methods: The History, the Reality, and the Future (with Special Reference to Statistical Selection Problems)
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