In this paper we intend to examine the application of Kullback-Leibler, Hellinger and LINEX loss function in Dynamic Linear Model using the real price of oil for 106 years of data from 1913 to 2018 concerning the asymmetric problem in filtering and forecasting. We use DLM form of the basic Hoteling Model under Quadratic loss function, Kullback-Leibler, Hellinger and LINEX trying to address the ...

nowadays, it has demonstrated that viruses can be transmitted by water and foods. therefore, it causes the research to develop for detecting different viruses in water and foods. among foods, milk can transfer potentially pathogenic viruses. on the other hand, to achieve every method for recovery and extraction of viruses in raw milk it needs to know about impact of milk components on viruses. ...

We derive a neural net for reconstructing a set of curves from ungrouped dot locations. The network performs Bayesian inference on a visual grammer, which serves as probabilistic model of the image formation process, by means of quadratic matching objective function.

A class of martingale estimating functions is convenient and plays an important role for inference for nonlinear time series models. However, when the information about the first four conditional moments of the observed process becomes available, the quadratic estimating functions are more informative. In this paper, a general framework for joint estimation of conditional mean and variance para...

Abstract A partial linear model with instrumental variables was developed for longitudinal data. In the partially model, explanatory variable is an endogenous variable, which correlated error term. The expressed by and item. estimated through least square method. B-spline regression combined QR decomposition used to approximate nonparametric function. For estimation of parametric, Quadratic inf...

In this paper, quadratic and sextic B-splines are used to construct an approximating function based on the integral values instead of the function values at the knots. This process due to the type of used B-splines (fourth order or sixth order), called integro quadratic or sextic spline interpolation. After introducing the integro quartic and sextic B-spline interpolation, their convergence is ...

We investigate the use of subsampling for conducting inference about quadratic variation of a discretely observed di¤usion process under an in…ll asymptotic scheme. The subsampling method of Politis and Romano (1994) has been shown to be useful in many situations as a way of conducting inference under weak assumptions and without utilizing knowledge of limiting distributions. We show that this ...

The quadratic inference function (QIF) is a new statistical methodology developed for the estimation and inference in longitudinal data analysis using marginal models. This method is an alternative to the popular generalized estimating equations approach, and it has several useful properties such as robustness, a goodness-of-fit test and model selection. This paper presents an introductory revi...