Found 1,806 Documents (Results 1–100)
Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling. (English) Zbl 07903271
Modified least squares estimators for Ornstein-Uhlenbeck processes from low-frequency observations. (English) Zbl 07888243
Consistent two-stage estimation in heterogeneous network autoregressive model. (English) Zbl 07888227
Least squares estimation for a class of uncertain Vasicek model and its application to interest rates. (English) Zbl 07887524
Large deviations for randomly weighted least squares estimator in a nonlinear regression model. (English) Zbl 07875262
Estimation in the presence of heteroskedasticity of unknown form: a Lasso-based approach. (English) Zbl 1541.62358
A robust counterpart approach for the ridge estimator to tackle outlier effect in restricted multicollinear regression models. (English) Zbl 07862333
Asymptotic properties for the parameter estimation in stochastic (functional) differential equations with Hölder drift. (English) Zbl 1539.62255
Variable selection in multivariate regression models with measurement error in covariates. (English) Zbl 07846373
Asymptotic inference in the random coefficient autoregressive model with time-functional variance noises. (English) Zbl 07835594
Strong convergence for weighted sums of WOD random variables and its application in the EV regression model. (English) Zbl 07830500
Two-step conditional least squares estimation in ADCINAR(1) process, revisited. (English) Zbl 07803700
Nonlinear multiplicative distortion regression models with second-order estimation. (English) Zbl 07830429
Estimating parameters in multichannel fundamental frequency with harmonics model. (English) Zbl 07757622
Moment convergence rate of estimators in partially linear models under AANA errors. (English) Zbl 07753906
Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models. (English) Zbl 1520.62007
A computationally efficient algorithm to estimate the parameters of a two-dimensional chirp model with the product term. (English) Zbl 1535.94026
Consistency of LSE for the many-dimensional symmetric textured surface parameters. (English) Zbl 1517.62072
Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities. (English) Zbl 1516.60036
Least squares type estimators for the drift parameters in the sub-bifractional Vasicek processes. (English) Zbl 07709793
Least squares estimation for discretely observed Ornstein-Uhlenbeck process driven by small stable noises. (English) Zbl 07706306
A minimum matrix valued risk estimator combining restricted and ordinary least squares estimators. (English) Zbl 07706297
Least squares estimations for approximate fractional Vasicek model driven by a semimartingale. (English) Zbl 1540.62108
Sieve estimation of semiparametric accelerated mean models with panel count data. (English) Zbl 07690324
Statistical inference for models driven by \(n\)-th order fractional Brownian motion. (English) Zbl 07686918
Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises. (English) Zbl 1532.60098
Regularized fingerprinting in detection and attribution of climate change with weight matrix optimizing the efficiency in scaling factor estimation. (English) Zbl 1527.62086
A modern Gauss-Markov theorem. (English) Zbl 07689191
MSC:
62-XX
Estimation of parameters of two-dimensional random amplitude chirp signal in additive noise. (English) Zbl 1504.94057
The linear Lasso: a location model approach. (English. French summary) Zbl 1492.62114
Jackknife method for the location of gross errors in weighted total least squares. (English) Zbl 1524.62341
MSC:
62J07
Using elastic net restricted kernel canonical correlation analysis for cross-language information retrieval. (English) Zbl 1487.62064
Asymptotic normality of least squares type estimators to stochastic differential equations driven by fractional Brownian motions. (English) Zbl 1487.62101
Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion. (English) Zbl 1495.60025
Least squares estimation for distribution-dependent stochastic differential delay equations. (English) Zbl 1493.62117
First-order random coefficient mixed-thinning integer-valued autoregressive model. (English) Zbl 1483.62147
A minimal cardinality solution to fitting sawtooth piecewise-linear functions. (English) Zbl 1487.90537
Robust subset selection. (English) Zbl 1543.62463
Least squares estimation for delay McKean-Vlasov stochastic differential equations and interacting particle systems. (English) Zbl 1493.62122
Variable selection and structure estimation for ultrahigh-dimensional additive hazards models. (English. French summary) Zbl 1492.62147
The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean. (English) Zbl 1524.62394
Jackknife resample method for precision estimation of weighted total least squares. (English) Zbl 1489.62208
Model averaging by least squares approximation. (Chinese. English summary) Zbl 1499.62107
A generalised censored least squares and smoothing spline estimators of regression function. (English) Zbl 1486.62114
Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean for general Hurst parameter. (English) Zbl 1477.62226
Estimating multiple breaks in mean sequentially with fractionally integrated errors. (English) Zbl 1480.60057
Estimating variances in time series kriging using convex optimization and empirical BLUPs. (English) Zbl 1477.62243
Convergence rate of CLT for the drift estimation of sub-fractional Ornstein-Uhlenbeck process of second kind. (English) Zbl 1515.62080
Reviewer: B. L. S. Prakasa Rao (Hyderabad)
Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals. (English) Zbl 1482.62078
Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations. (English) Zbl 1493.62505
Regression estimators for the tail index. (English) Zbl 1513.62087
Reviewer: Oleg K. Zakusilo (Kyïv)
Least squares estimation for path-distribution dependent stochastic differential equations. (English) Zbl 1510.62131
Estimating FARIMA models with uncorrelated but non-independent error terms. (English) Zbl 1478.62248
Asymptotic theory for a stochastic unit root model with intercept and under mis-specification of intercept. (English) Zbl 1477.62062
On a chirp-like model and its parameter estimation using periodogram-type estimators. (English) Zbl 1477.62058
The efficiency of ridge estimations for multicollinearity multiple linear regression: a Monte-Carlo simulation-based study. (English) Zbl 1469.62309
MSC:
62J07
On chirp and some related signals analysis: a brief review and some new results. (English) Zbl 1479.62093
Reviewer: Joseph Melamed (Los Angeles)
Calibrated zero-norm regularized LS estimator for high-dimensional error-in-variables regression. (English) Zbl 1470.62112
Multivariate extensions of isotonic regression and total variation denoising via entire monotonicity and Hardy-Krause variation. (English) Zbl 1471.62372
Reviewer: Daniel Hlubinka (Praha)
Applying group Lasso to map the quantitative trait loci for recombinant inbred intercrosses lines derived from collaborative cross mice. (Chinese. English summary) Zbl 1474.62398
A threshold varying-coefficient autoregressive model for analyzing the influence of media reports of suicide on the actual suicides. (English) Zbl 1464.62487
Wasserstein \(F\)-tests and confidence bands for the Fréchet regression of density response curves. (English) Zbl 1461.62118
Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration. (English) Zbl 1475.60162
Large deviation inequalities of LS estimator in nonlinear regression models. (English) Zbl 1456.62046
Variable selection for first-order Poisson integer-valued autoregressive model with covariables. (English) Zbl 1521.62175
Deviation inequalities and Cramer-type moderate deviations for parameter estimation in the fractional Ornstein-Uhlenbeck process of the second kind. (Chinese. English summary) Zbl 1499.62101
Properties and methods of estimation for a bivariate exponentiated Fréchet distribution. (English) Zbl 1478.60059
Low noise sensitivity analysis of \(\ell_q\)-minimization in oversampled systems. (English) Zbl 1471.62424
Parameter estimation of multivariate regression model with fuzzy random errors. (English) Zbl 1474.62077
Estimation and inference in semi-functional partially linear measurement error models. (English) Zbl 1457.62398
Investigating the two parameter analysis of Lipovetsky for simultaneous systems. (English) Zbl 1452.62516
Empirical likelihood of the offspring mean in a controlled branching process with a random control function. (Chinese. English summary) Zbl 1463.62066
The odd log-logistic generalized Gompertz distribution: properties, applications and different methods of estimation. (English) Zbl 1453.60021
Estimation of exponentiated Nadarajah-Haghighi distribution under progressively type-II censored sample with application to bladder cancer data. (English) Zbl 1447.62023
Goodness of fit for generalized shrinkage estimation. (English) Zbl 1446.62205
Theory Probab. Math. Stat. 100, 191-214 (2020) and Teor. Jmovirn. Mat. Stat. 100, 177-197 (2019).
Multiple linear regression models for random intervals: a set arithmetic approach. (English) Zbl 1482.62010
Covariance structure associated with an equality between two general ridge estimators. (English) Zbl 1443.62207
Regression analysis of stochastic fatigue crack growth model in a martingale difference framework. (English) Zbl 1443.62125
On the distribution, model selection properties and uniqueness of the Lasso estimator in low and high dimensions. (English) Zbl 1440.62060
Reviewer: Fraser Daly (Edinburgh)
Envelope-based sparse partial least squares. (English) Zbl 1439.62174
Reviewer: Oleksandr Kukush (Kyïv)
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