Bootstrap based probability forecasting in multiplicative error models
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Econometrics"
DOI: 10.1016/j.jeconom.2020.01.022
Abstract: Abstract As evidenced by an extensive empirical literature, multiplicative error models (MEM) show good performance in capturing the stylized facts of nonnegative time series; examples include, trading volume, financial durations, and volatility. This paper develops… read more here.
Keywords: multiplicative error; bootstrap based; error models; probability ... See more keywords
Bootstrap-based bias corrections for INAR count time series
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Statistical Computation and Simulation"
DOI: 10.1080/00949655.2019.1576179
Abstract: ABSTRACT Integer-valued autoregressive (INAR) processes form a very useful class of processes suitable to model time series of counts. Several practically relevant estimators based on INAR data are known to be systematically biased away from… read more here.
Keywords: based bias; bootstrap based; bootstrap; time series ... See more keywords
Novel Bootstrap-Based Discriminant NPE Integrated With Orthogonal LPP for Fault Diagnosis
Sign Up to like & getrecommendations! Published in 2023 at "IEEE Transactions on Instrumentation and Measurement"
DOI: 10.1109/tim.2023.3239649
Abstract: It has become a challenge to identify the discriminant information and the local geometric feature from the complex process data for improving fault diagnosis accuracy. Facing this challenge, this article proposes a novel fault diagnosis… read more here.
Keywords: bootstrap based; fault diagnosis; fault; integrated orthogonal ... See more keywords