Estimating speed-through-water by Dynamic Factor Models fusing metocean and propeller data

Estimating Efficiency of Bank Branches by Dynamic Network Data Envelopment Analysis and Artificial Neural Network

Network data envelopment analysis models assess efficiency of decision-making unit and its sections using historical data but fail to measure efficiency of its units and their internal stages in the future. In this paper we aim to measure efficiency of stages of bank branches and obtain efficiency trend of stages during the time, then to estimate their efficiency in the future therefore we can ...

Dynamic Frailty and Change Point Models for Recurrent Events Data

Abstract. We present a Bayesian analysis for recurrent events data using a nonhomogeneous mixed Poisson point process with a dynamic subject-specific frailty function and a dynamic baseline intensity func- tion. The dynamic subject-specific frailty employs a dynamic piecewise constant function with a known pre-specified grid and the baseline in- tensity uses an unknown grid for the piecewise ...

Estimating Stable Factor Models By Indirect Inference

Financial returns exhibit common behavior described at best by factor models, but also fat tails, which may be captured by α-stable distributions. This paper concentrates on estimating factor models with multivariate α-stable distributed and independent factors and idiosyncratic noises under the assumption of time constant distribution (static factor models) or time-varying conditional distribu...

Towards Estimating Leaf Water Content through Hyperspectral Data

Estimating Dynamic Macroeconomic Models: How Informative Are The Data?

Central banks have used complicated time series models — in particular, dynamic stochastic general equilibrium (DSGE) models — for some time to inform key policy decisions such as the setting of interest rates, but insufficient attention has sometimes been given to important estimation issues. For researchers estimating such models using Bayesian techniques, this paper offers an empirical strat...