نتایج جستجو برای: autocorrelated error terms
تعداد نتایج: 736179 فیلتر نتایج به سال:
Abstract A least-squares fit of exponential functions to a measured radioactive decay rate curve provides an estimate the half-life and its statistical uncertainty in assumption that all deviations from theoretical are purely random nature. The result may be biased error underestimated as soon experiment suffers instabilities exceed duration individual measurements. Contrary long-term systemati...
Residuals are minimized in a correlated dataset by selecting smoothing parameter with optimum performance the spline. The selection methods utilized this study include Generalized Maximum Likelihood (GML), Cross-Validation (GCV), Unbiased Risk (UBR), and Proposed Smoothing Method (PSM). aim of is to compare ability four for autocorrelation structure error term. To achieve purpose, Monte-Carlo s...
In this paper I study a model of life-cycle consumption in which individuals react optimally to their own income process but ignore economy wide information. Since individual income is less persistent than aggregate income consumers will react too little to aggregate income variation. Aggregate consumption will be excessively smooth. Since aggregate information is slowly incorporated into consu...
The potential of TerraSAR-X data for deformation measurements benefits from high spatial and temporal resolution and even allow detecting higher deformation gradients compared to other sensors. However, decorrelation noise from vegetation and atmospheric effects are of greater importance because of the shorter wavelength. The extent of a TerraSAR-X scene is small compared to common scale atmosp...
We consider a finite-horizon, periodic-review inventory model with demand forecasting updates following the martingale model of forecast evolution (MMFE). The optimal policy is a state-dependent base-stock policy, which, however, is computationally intractable to obtain. We develop tractable bounds on the optimal base-stock levels and use them to devise a general class of heuristic solutions. T...
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