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Lexical parsing is the whole set of techniques to increase from a raw text to a sequence of tagged words ; these tags are morphological and grammatical information. Lexical parsing generally uses an electronic dictionary. But a few of them accommodate themselves to proper nouns that are a...
Persistent link: https://www.econbiz.de/10005776518
This paper studies the implementation of the coupling from the past (CFTP)method of Propp and Wilson (1996) in the set-up of two and three component mixtures with known components. We show that monotonicity structures can be exhibited in both cases, but that CFTP an still be costly for three...
Persistent link: https://www.econbiz.de/10005640983
measurement errors are uncorrelated. However, as recognized by Bekker, Kapteyn and Wansbeek (BKW) (1997) and Lach (1993) this is …
Persistent link: https://www.econbiz.de/10005424057
Applying the concept of underlying inflation can be thought of as an attempt to capture the general trend in inflation more accurately than with readily available data on headline inflation. In this paper a number of approaches to the analysis of underlying inflation are examined from a unifying...
Persistent link: https://www.econbiz.de/10005474558
The data consists of multivariate failure times under random censorship. By the kernel smoothing techniques, convolutions of integrated multivariated hazard functions provide some estimators of the so-called multivariate hazard functions (Fermanian (1995)). We adopt the method of Jones, Marron...
Persistent link: https://www.econbiz.de/10005671491
This paper obtains asymptotic expansions of the frequentist distributions of modified likelihood ratio statistics when the observations are discrete. An upper bound of the uncertainty due to the discrete nature of the observations is obtained, slightly larger than Yarnold's result (obtained in...
Persistent link: https://www.econbiz.de/10005640996
The paper contains some implications for applied econometric research. Two important ones are, first, that invertible models, such as AR or VAR models, cannot in general be used to model seasonally adjusted or detrended data. The second one is that to look at the business cycle in detrended...
Persistent link: https://www.econbiz.de/10005774245
The paper deals with estimation of missing observations in possibly nonstationary ARIMA models. First, the model is assumed known, and the structure of the interpolation filter is analysed. Using the inverse or dual autocorrelation function it is seen how estimation of a missing observation is...
Persistent link: https://www.econbiz.de/10005774248
Persistent link: https://www.econbiz.de/10005795225
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