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Port container trucking is currently one of the most challenging aspects of the love-hate relationship between ports and cities. This paper highlights important examples of emerging good practices at and around the marine port terminal. Hinterland connectivity and landside productivity are...
Persistent link: https://www.econbiz.de/10011985323
Persistent link: https://www.econbiz.de/10012097292
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
Motivated by prediction problems for time series with heavy-tailed marginal distributions, we consider methods based on `local least absolute deviations' for estimating a regression median from dependent data. Unlike more conventional `local median' methods, which are in effect based on locally...
Persistent link: https://www.econbiz.de/10009439518
In the analysis of microarray data, and in some other contemporary statistical problems, it is not uncommon to apply hypothesis tests in a highly simultaneous way. The number, N say, of tests used can be much larger than the sample sizes, n, to which the tests are applied, yet we wish to...
Persistent link: https://www.econbiz.de/10009439776
ARCH and GARCH models directly address the dependency of conditional second moments, and have proved particularly valuable in modelling processes where a relatively large degree of fluctuation is present. These include financial time series, which can be particularly heavy tailed. However,...
Persistent link: https://www.econbiz.de/10009440273
There is agreement within industrial organisation economics that an inverted U-shape relationship exists between the level of competition in an industry and the level of innovation in that industry. Thus, when consolidation changes the level of competition in an industry we might expect this to...
Persistent link: https://www.econbiz.de/10010277882
Motivated by sampling problems in forestry and related fields, we suggest a spatial sampling scheme for estimating intensity of a point process. The technique is related to the `wandering quarter' method. In applications where the cost of identifying random points is high relative to the cost of...
Persistent link: https://www.econbiz.de/10009458539
Persistent link: https://www.econbiz.de/10009461955
A major application of rescaled adjusted range analysis (RS analysis) is the study of price fluctuations in financial markets. There, the value of the Hurst constant, H, in a time series may be interpreted as an indicator of the irregularity of the price of a commodity, currency or similar...
Persistent link: https://www.econbiz.de/10010310063