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Daneshyari Statistics and Probability Journas Latest Articles

Statistics and Probability Research Articles

Optimal statistical decisions about some alternative financial models
Fulltext Access 31 Pages 2007
Nonparametric tests for conditional symmetry in dynamic models
Fulltext Access 31 Pages 2007
Online forecast combinations of distributions: Worst case bounds
Fulltext Access 31 Pages 2007
Contemporaneous threshold autoregressive models: Estimation, testing and forecasting
Fulltext Access 31 Pages 2007
Large deviations for weighted empirical mean with outliers
Fulltext Access 31 Pages 2007
Tempering stable processes
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HAC estimation and strong linearity testing in weak ARMA models
Fulltext Access 31 Pages 2007
Weak convergence in the functional autoregressive model
Fulltext Access 31 Pages 2007
Exploring the state sequence space for hidden Markov and semi-Markov chains
Fulltext Access 31 Pages 2007
Efficient information theoretic inference for conditional moment restrictions
Fulltext Access 31 Pages 2007
A performance comparison of distance-based query algorithms using R-trees in spatial databases
Fulltext Access 31 Pages 2007
Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
Fulltext Access 32 Pages 2007
Did distance matter before the Internet?: Interpersonal contact and support in the 1970s
Fulltext Access 32 Pages 2007
Performance analysis of an ingress switch in a JumpStart optical burst switching network
Fulltext Access 32 Pages 2007
Nonstationarity-extended local Whittle estimation
Fulltext Access 32 Pages 2007
On the quality of resources on the Web: An information retrieval perspective
Fulltext Access 32 Pages 2007
Minimax estimation for singular linear multivariate models with mixed uncertainty
Fulltext Access 32 Pages 2007
Fuzzy sets and sheaves. Part I: Basic concepts
Fulltext Access 32 Pages 2007
A smoothed least squares estimator for threshold regression models
Fulltext Access 32 Pages 2007
Non-parametric tests of productive efficiency with errors-in-variables
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Parents’ and Offspring's Perceptions of Change and Continuity when Parents Experience the Transition to Old Age
Fulltext Access 32 Pages 2007
Trends and cycles in economic time series: A Bayesian approach
Fulltext Access 32 Pages 2007
Changes in Contact and Support Within Intergenerational Relationships in the Netherlands: a Cohort and Time-Sequential Perspective
Fulltext Access 32 Pages 2007
Rough sets and Boolean reasoning
Fulltext Access 33 Pages 2007
Econometric analysis of linearized singular dynamic stochastic general equilibrium models
Fulltext Access 33 Pages 2007
Instrumental variable estimation based on conditional median restriction
Fulltext Access 33 Pages 2007
Generalized R-estimators under conditional heteroscedasticity
Fulltext Access 33 Pages 2007
The quantilogram: With an application to evaluating directional predictability
Fulltext Access 33 Pages 2007
Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
Fulltext Access 33 Pages 2007
Selection into and across credit contracts: Theory and field research
Fulltext Access 34 Pages 2007
Asymptotics for out of sample tests of Granger causality
Fulltext Access 34 Pages 2007
Empirical labor search: A survey
Fulltext Access 34 Pages 2007
Estimation and inference in two-stage, semi-parametric models of production processes
Fulltext Access 34 Pages 2007
Panel data models with spatially correlated error components
Fulltext Access 34 Pages 2007
Inference on inequality from household survey data
Fulltext Access 34 Pages 2007
Applications of TLS and related methods in the environmental sciences
Fulltext Access 34 Pages 2007
Indirect inference and calibration of dynamic stochastic general equilibrium models
Fulltext Access 34 Pages 2007
Root-N consistent semiparametric estimators of a dynamic panel-sample-selection model
Fulltext Access 34 Pages 2007
A spatial model for multivariate lattice data
Fulltext Access 34 Pages 2007
Gaussian semiparametric estimation of multivariate fractionally integrated processes
Fulltext Access 34 Pages 2007
Malliavin Greeks without Malliavin calculus
Fulltext Access 35 Pages 2007
Interactive Stress and Coping Around Parenting: Explaining Trajectories of Change in Intimate Relationships Over the Life Course
Fulltext Access 35 Pages 2007
Root-n-consistent estimation of weak fractional cointegration
Fulltext Access 35 Pages 2007
The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models
Fulltext Access 35 Pages 2007
Geometric and photometric invariant distinctive regions detection
Fulltext Access 35 Pages 2007
Two efficient packet aggregation mechanisms and QoS support in a slotted dual bus optical ring network
Fulltext Access 35 Pages 2007
Properties of optimal forecasts under asymmetric loss and nonlinearity
Fulltext Access 35 Pages 2007
Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan
Fulltext Access 36 Pages 2007
Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics
Fulltext Access 36 Pages 2007
Model uncertainty and policy evaluation: Some theory and empirics
Fulltext Access 36 Pages 2007
Intergenerational Care and the Greediness of Adult Children's Marriages
Fulltext Access 36 Pages 2007
Nonparametric frontier estimation via local linear regression
Fulltext Access 37 Pages 2007
Modelling security market events in continuous time: Intensity based, multivariate point process models
Fulltext Access 37 Pages 2007
Asymptotics for duration-driven long range dependent processes
Fulltext Access 37 Pages 2007
Time and causality: A Monte Carlo assessment of the timing-of-events approach
Fulltext Access 37 Pages 2007
On the conic section fitting problem
Fulltext Access 37 Pages 2007
Statistical inference using higher-order information
Fulltext Access 37 Pages 2007
Local multiplicative bias correction for asymmetric kernel density estimators
Fulltext Access 37 Pages 2007
Fuzzy lattice reasoning (FLR) classifier and its application for ambient ozone estimation
Fulltext Access 37 Pages 2007
On efficient estimation of the ordered response model
Fulltext Access 38 Pages 2007
Limiting behavior of a diffusion in an asymptotically stable environment
Fulltext Access 38 Pages 2007
Fuzzy sets and sheaves. Part II:: Sheaf-theoretic foundations of fuzzy set theory with applications to algebra and topology
Fulltext Access 38 Pages 2007
Marginal extension in the theory of coherent lower previsions
Fulltext Access 38 Pages 2007
Smoothly mixing regressions
Fulltext Access 39 Pages 2007
Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
Fulltext Access 39 Pages 2007
Long run variance estimation and robust regression testing using sharp origin kernels with no truncation
Fulltext Access 39 Pages 2007
Large deviations from a macroscopic scaling limit for particle systems with Kac interaction and random potential
Fulltext Access 39 Pages 2007
Partition search for non-binary constraint satisfaction
Fulltext Access 40 Pages 2007
Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases
Fulltext Access 40 Pages 2007
An efficient nonparametric estimator for models with nonlinear dependence
Fulltext Access 41 Pages 2007
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
Fulltext Access 41 Pages 2007
Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates
Fulltext Access 41 Pages 2007
A goodness-of-fit test for ARCH(∞) models
Fulltext Access 41 Pages 2007
Nonparametric IV estimation of local average treatment effects with covariates
Fulltext Access 41 Pages 2007
A goodness-of-fit test for ARCH(∞) models
Fulltext Access 41 Pages 2007
Two scales hydrodynamic limit for a model of malignant tumor cells
Fulltext Access 41 Pages 2007
Identification and estimation of econometric models with group interactions, contextual factors and fixed effects
Fulltext Access 42 Pages 2007
Personalizing learning programs with X-Learn, an XML-based, “user-device” adaptive multi-agent system
Fulltext Access 42 Pages 2007
A simple approach to the parametric estimation of potentially nonstationary diffusions
Fulltext Access 42 Pages 2007
Long difference instrumental variables estimation for dynamic panel models with fixed effects
Fulltext Access 44 Pages 2007
Incidental trends and the power of panel unit root tests
Fulltext Access 44 Pages 2007
Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity
Fulltext Access 44 Pages 2007
A pair-wise approach to testing for output and growth convergence
Fulltext Access 44 Pages 2007
Efficient estimation of general dynamic models with a continuum of moment conditions
Fulltext Access 45 Pages 2007
Testing for serial correlation, spatial autocorrelation and random effects using panel data
Fulltext Access 47 Pages 2007
Exact asymptotics in eigenproblems for fractional Brownian covariance operators
Fulltext Access 53 Pages 2007
No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications
Fulltext Access 56 Pages 2007
Dynamic discrete choice and dynamic treatment effects
Fulltext Access 56 Pages 2007
The survival probability for critical spread-out oriented percolation above 4+1 dimensions. II. Expansion
Fulltext Access 62 Pages 2007
Hybrid channel coding scheme for blind space-time coded MIMO systems
Fulltext Access 4 Pages 2006
A novel first-order log-domain allpass filter
Fulltext Access 4 Pages 2006
Path-based protection in WDM mesh networks subject to double-link failures
Fulltext Access 4 Pages 2006
Current-mode KHN filter employing current differencing transconductance amplifiers
Fulltext Access 4 Pages 2006
On unit root testing with smooth transitions
Fulltext Access 4 Pages 2006
Testing for preference using a sum of Wilcoxon signed rank statistics
Fulltext Access 4 Pages 2006
Solving the trade-off between fairness and throughput: Token bucket and leaky bucket-based weighted fair queueing schedulers
Fulltext Access 4 Pages 2006
A linear programming procedure based on de la Vallée Poussin's minimax estimation procedure
Fulltext Access 4 Pages 2006
Contents
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2nd Special issue on matrix computations and statistics
Fulltext Access 4 Pages 2006
Volume Contents and Author Index, Volume 28, 2006
Fulltext Access 4 Pages 2006
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