Search Results - subject:"Integer-valued"

Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models

Armillotta, Mirko; Gorgi, Paolo - 2023

featuring integer-valued autoregressive processes, where assumptions on the dispersion of the thinning operator are formally …

Persistent link: https://www.econbiz.de/10014469698

A mixed-integer slacks-based measure data envelopment analysis for efficiency measuring of German university hospitals

Zarrin, Mansour - In: Health care management science : a new journal serving … 26 (2023) 1, pp. 138-160

Persistent link: https://www.econbiz.de/10014251958

Pseudo-variance quasi-maximum likelihood estimation of semiparametric time series models

Armillotta, Mirko; Gorgi, Paolo - 2023

featuring integer-valued autoregressive processes, where assumptions on the dispersion of the thinning operator are formally …

Persistent link: https://www.econbiz.de/10014380737

Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models

Aknouche, Abdelhakim; Francq, Christian - In: Journal of econometrics 237 (2023) 2,2, pp. 1-22

Persistent link: https://www.econbiz.de/10014471524

Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes

Wehrli, Alexander; Wheatley, Spencer; Sornette, Didier - 2020

complement our point process study with EM-estimates of integer-valued autoregressive (INAR) time series models at even longer …

Persistent link: https://www.econbiz.de/10012219363

An integrated bi-objective data envelopment analysis model for measuring returns to scale

Taleb, Mushtaq; Ruzelan Khalid; Ramli, Razamin; … - In: European journal of operational research : EJOR 296 (2022) 3, pp. 967-979

Persistent link: https://www.econbiz.de/10013256895

Selective proportionality and integer-valued data in DEA : an application to performance evaluation of high schools

Moghaddas, Zohreh; Amirteimoori, Alireza; Matin, Reza Kazemi - In: Operational research : an international journal 22 (2022) 4, pp. 3435-3459

Persistent link: https://www.econbiz.de/10013445429

Theory of binary-valued data envelopment analysis: an application in assessing the sustainability of suppliers

Karimi, Balal; Azadi, Majid; Farzipoor Saen, Reza; … - In: Industrial Management & Data Systems 122 (2022) 3, pp. 682-701

’ proposed approach, for the first time, combines binary-valued and integer-valued theories concurrently in the DEA context. To … integer-valued theories are presented in an integrated DEA model. (2) To deal with the pure binary data, a new PPS is proposed …

Persistent link: https://www.econbiz.de/10014826151

Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics

Bennedsen, Mikkel; Lunde, Asger; Shephard, Neil G.; … - 2021

Persistent link: https://www.econbiz.de/10012621491

Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes

Wehrli, Alexander; Wheatley, Spencer; Sornette, Didier - In: Quantitative finance 21 (2021) 5, pp. 729-752

Persistent link: https://www.econbiz.de/10012500185