نتایج جستجو برای: مدل setar

تعداد نتایج: 120066  

Journal: :BMC Musculoskeletal Disorders 2004
Shahram Sadeghi Behrooz Kazemi Seyed Mostafa Jazayeri Shooshtari Ali Bidari Peyman Jafari

BACKGROUND Cumulative trauma disorders (CTDs) are common in musicians and their prevalence has been the subject of a number of studies in most western countries. Such studies are scarce in developing countries despite the possibility that CTDs may have a different prevalence in these countries, especially when considering traditional musical instruments and different methods of playing. Althoug...

2008
KING CHI HUNG SIU HUNG CHEUNG LI-XIN ZHANG

ABSTRACT There has been growing interest in exploiting potential forecast gains from the nonlinear structure of self-exciting threshold autoregressive (SETAR) models. Statistical tests have been proposed in the literature to help analysts check for the presence of SETAR-type nonlinearities in observed time series. However, previous studies show that classical nonlinearity tests are not robust t...

Journal: :The Medical journal of Malaysia 1998
K G Lim

A three-year-old girl died at the Sungai Petani Hospital, Kedah of rabies on the 8th of January 1998. She had been bitten by a stray dog outside her house in Padang Lembu on 29 Nov 19971• She was the fifth victim in three years. Three people bitten by one stray dog died of rabies in 1997 in Kota Setar, Kedah. In the year before that there was one death from rabies also from Kota Setar. Previous...

Journal: :E3S web of conferences 2023

This paper focuses on estimating the Self-Exciting Threshold Autoregressive (SETAR) type time-series model under right-censored data. As is known, SETAR used when underlying function of relation-ship between itself ( Y t ), and its p delays $$({Y_{t - j}})_{j = 1}^p$$ violates lin-earity assumption this formed by multiple behaviors that called regime. addresses dependent problem which has a ser...

Journal: :Journal of Statistical Computation and Simulation 2013

2000
George Kapetanios

This note considers the small sample performance of the conditional least squares estimator of the threshold parameters in nonlinear threshold and particularly self exciting threshold autoregressive (SETAR) models. It is shown that despite the superconsistency of the threshold parameter estimates the estimator performs poorly in samples of sizes usually encountered in macroeconomics.  2000 Els...

Journal: :Computational Economics 2014

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه ارومیه - دانشکده علوم اقتصادی 1391

نظربهاهمیتنرخارزدرسیاستگذاریهایاقتصادی،الگوهایمتنوعیبهمنظورتوضیحچگونگیتعیین رفتارنرخارزونحوه مدل سازی وپیش بینی آنارائه شده است. در این راستا تحقیق حاضر با نگرشی جدید به این مسأله ضمن بررسی ماهیت سری زمانی نرخ ارز و انجام آزمون غیر خطی برای داده های روزانه نرخ ارز در دوره 1380-1390 تلاش دارد با استفاده از الگوی رگرسیونی سری زمانی غیر خطی، به تبیین رفتار نرخ ارز بپردازد. برای کنترل اثرات غیر خطی...

Journal: :Journal of Forecasting 2003

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