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OLS limit theory for drifting sequences of parameters on the explosive side of unity

Magdalinos, Tassos; Petrova, Katerina - 2024

A limit theory is developed for the least squares estimator for mildly and purely explosive autoregressions under drifting sequences of parameters with autoregressive roots ρn satisfying ρn → ρ ∈ (-∞, -1] ∪ [1, ∞) and n (|ρn| -1) → ∞. Drifting sequences of innovations and...

Persistent link: https://www.econbiz.de/10015051928

OLS limit theory for drifting sequences of parameters on the explosive side of unity

Magdalinos, Tassos; Petrova, Katerina - 2024

Persistent link: https://www.econbiz.de/10015054281

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

Mobility Analysis for Passive Reservations in Vehicular Cellular Networks Based on Dynamic Programming and Roads Compression

Fazio, Peppino; Tropea, Mauro; Voznak, Miroslav; Lupia, … - In: International Journal of Interdisciplinary … 8 (2016) 4, pp. 1-15

The employment of an appropriate Bandwidth Management Scheme (BMS) is needed in wireless networking, given that the … cellular coverage. The only way to face this issue is represented by the employment of in-advance bandwidth reservations …, although it leads the system to waste bandwidth resources, since they are not used until the mobile host enters the coverage …

Persistent link: https://www.econbiz.de/10012045943

A Novel Cache Replacement Policy for Web Proxy Caching System Using Web Usage Mining

Sathiyamoorthi, V. - In: International Journal of Information Technology and Web … 11 (2016) 2, pp. 1-13

saves network bandwidth. The main component of Web caching is it cache replacement policy. It plays a key role in replacing …

Persistent link: https://www.econbiz.de/10012046079

The measurement of internet availability and quality in the context of the discussion on digital divide

Lüdering, Jochen - 2015

My contribution is concerned with measures of Internet quality and availability used and usable in the analysis of the so called digital divide. The usage of the share of Internet users in the population - widely used in economic analysis - can easily be misleading in this debate, suggesting...

Persistent link: https://www.econbiz.de/10011335959

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