نتایج جستجو برای: quantile unit root
تعداد نتایج: 533253 فیلتر نتایج به سال:
In this work, a novel wavelet-based denoising method for electrocardiogram signal is proposed. A threshold is derived by considering energy contribution of awavelet subband, noise variance which is based on a novel Gaussian measure, Kurtosis, and number of samples. The robust noise estimator, median absolute deviation, is scaled by a normalized wavelet subband Kurtosis instead of conventional s...
The situation where the available data arise from a general linear process with a unit root is discussed. We propose a modi cation of the Block Bootstrap which generates replicates of the original data and which correctly imitates the unit root behavior and the weak dependence structure of the observed series. Validity of the proposed method for estimating the unit root distribution is shown. R...
In both modern stochastic analysis and more traditional probability and statistics, one way of characterizing a static or dynamic distribution is through its quantile function. A direct understanding of this function offers tangible benefits not available directly from the density function. For example, the simplest way of simulating any non-uniform random variable is by applying its quantile f...
To date the literature on quantile regression and least absolute deviation regression has assumed either explicitly or implicitly that the conditional quantile regression model is correctly specified. When the model is misspecified, confidence intervals and hypothesis tests based on the conventional covariance matrix are invalid. Although misspecification is a generic phenomenon and correct spe...
Surface area of root (m-2) Concentration of solutes (osmolal) Average solute concentration between inside and outside of root Diameter Diffusion coefficient (m2 s-l) Mass flow of solution (kg s-l) Classical root hydraulic conductance (kg s-I MPa-l) Mass flux density or Fm per unit root surface area (kg s-I m-2) Solute flux density (mol s-I m-2) Thermodynamic root hydraulic conductance (kg s-I M...
The impulse and propagation mechanisms of business cycles have long been debated; however, until recently, economists were in fairly broad agreement that business fluctuations could be studied separately from the secular growth of the economy. This separation was justified because, to a first approximation, the factors underlying trend growth were assumed to be stable at business-cycle frequenc...
Modern applications require processing streams of data for estimating statistical quantities such as quantiles with small amount of memory. In many such applications, in fact, one needs to compute such statistical quantities for each of a large number of groups, which additionally restricts the amount of memory available for the stream for any particular group. We address this challenge and int...
Modern applications require processing streams of data for estimating statistical quantities such as quantiles with small amount of memory. In many such applications, in fact, one needs to compute such statistical quantities for each of a large number of groups (e.g.,network traffic grouped by source IP address), which additionally restricts the amount of memory available for the stream for any...
This paper proposes a new panel unit root test based on Simes’ [Biometrika 1986, “An Improved Bonferroni Procedure for Multiple Tests of Significance”] classical intersection test. The test is robust to general patterns of cross-sectional dependence and yet straightforward to implement, only requiring p-values of time series unit root tests of the series in the panel, and no resampling. Monte C...
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