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Optimal bandwidth selection in non-parametric spectral density estimation: Review and simulation

Fortin, Ines; Kuzmics, Christoph - 1999

This paper deals with optimal window width choice in non-parametric lag- or spectral window estimation of the spectral density of a stationary zero-mean process. Several approaches are reviewed: the cross-validation based methods described by Hurvich (1985), Beltrao & Bloomfield (1987) and...

Persistent link: https://www.econbiz.de/10010291907

Prediction of 0-1-events for short- and long-memory time series

Beran, Jan - 2002

The problem of predicting 0-1-events is considered under general conditions, including stationary processes with short and long memory as well as processes with changing distribution patterns. Nonparametric estimates of the probability function and prediction intervals are obtained.

Persistent link: https://www.econbiz.de/10010324060

Optimal bandwidth selection for conditional efficiency measures: A data-driven approach

Bæadin, Luiza; Daraio, Cinzia; Simar, Léopold - 2009

nonstandard conditional distribution function which requires the specification of a smoothing parameter (a bandwidth). So far …, only the asymptotic optimal order of this bandwidth has been established. This is of little interest for the practitioner … approach, based on a Least Squares Cross Validation procedure (LSCV), provides an optimal bandwidth that minimizes an …

Persistent link: https://www.econbiz.de/10010328547

Improved density and distribution function estimation

Oryshchenko, Vitaliy; Smith, Richard J. - 2018

Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due to the systematic use of this extra information. The...

Persistent link: https://www.econbiz.de/10011941510

Understanding the demand growth for digital connectivity

van der Vorst, Tommy; Brennenraedts, Reg - 2018

While connectivity supply is growing exponentially, likely as a result of developments in the semiconductor industry, research on connectivity has mostly focused on the demand side. Such approach is however unable to account for the introduction of unforeseen ser-vices, which is also...

Persistent link: https://www.econbiz.de/10011944651

Methods for estimating a conditional distribution function

Hall, Peter; Wolff, Rodney C.; Yao, Qiwei - 1999

Motivated by the problem of setting prediction intervals in time series analysis, we suggest two new methods for conditional distribution estimation. The first method is based on locally fitting a logistic model and is in the spirit of recent work on locally parametric techniques in density...

Persistent link: https://www.econbiz.de/10009437734

The economics of net neutrality revisited

Pehnelt, Gernot - 2008

In this paper, we analyze the problem of congestion and quality loss of data transmission through the Internet from an economic perspective. We show that due to the congestion problem, quality sensitive services are likely to be crowded out by high volume but less quality sensitive applications...

Persistent link: https://www.econbiz.de/10010266653

Preferences in data usage and the relation to the use of mobile applications

de Reuver, Mark; Bouwman, Harry - 2014

applications do not significantly consume more bandwidth, which is at odds with conventional ideas on the capacity crunch. Log data …

Persistent link: https://www.econbiz.de/10010397863

Fixed-b inference for testing structural change in a time series regression

Cho, Cheol-Keun; Vogelsang, Timothy J.; Montañés, Antonio - In: Econometrics 5 (2017) 1, pp. 1-26

statistics depend on the break fraction and the bandwidth tuning parameter as well as on the kernel. When the break date is …

Persistent link: https://www.econbiz.de/10011755355

SEMIFAR models

Beran, Jan; Feng, Yuanhua; Ocker, Dirk - 1999

proposed based on the iterative plug-in idea for selecting bandwidth in nonparametric regression with long-memory. Prediction …

Persistent link: https://www.econbiz.de/10010316696