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We investigate the behavior of nonparametric kernel M-estimators in the presence of long-memory errors. The optimal bandwidth and a central limit theorem are obtained. It turns out that in the Gaussian case all kernel M-estimators have the same limiting normal distribution. The motivation behind...
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Prediction in time series models with a trend requires reliable estimation of the trend function at the right end of the observed series. Local polynomial smoothing is a suitable tool because boundary corrections are included implicitly. However, outliers may lead to unreliable estimates, if...
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A flexible class of anisotropic stationary lattice processes with long memory can be defined in terms of a two-way fractional ARIMA (FARIMA) representation. We consider parameter estimation based on minimizing an approximate residual sum of squares. The method can be applied to sampling areas...
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Duration series often exhibit long-range dependence and local nonstationarities. Here, exponential FARIMA (EFARIMA) and exponential SEMIFAR (ESEMIFAR) models are introduced. These models capture simultaneously nonstationarities in the mean as well as short- and long-range dependence, while...
Persistent link: https://www.econbiz.de/10011241320
College instructors and students participated in a pilot project at The University of Akron to enhance student learning through the use of a common teaching pedagogy, peer instruction. Peer instruction is a teaching pedagogy which can be used to engage students through activities that require...
Persistent link: https://www.econbiz.de/10012708030
<title>Abstract</title> College instructors and students participated in a pilot project at the University of Akron to enhance student learning through the use of a common teaching pedagogy, peer instruction. The teaching pedagogy was supported by the use of technology, an electronic personal response system,...
Persistent link: https://www.econbiz.de/10010975029