We present a statistical model for construction and application of standardized load profiles. Standardized load profile curves give a typical natural gas consumption pattern throughout a year in various time resolutions. Our semiparametric regression model uses three types of information,...

This paper offers a new method for estimation and forecasting of the volatility of financial time series when the stationarity assumption is violated. Our general, local parametric approach particularly applies to general varying-coefficient parametric models, such as GARCH, whose coefficients...

The efficiency of communication depends on the ability of conspecifics to recognize and locate each other, and the environment can impose important limitations on reliability of transmitted and received information. In contrast to the 3D space of airborne sound communication, substrate-borne...

An increasing variety of data frequencies available in economics, finance, etc. gives rise to a question how to build and estimate a regression model with variables observed at different frequencies. In a unifying framework of ("m,d")-aggregation we consider various approaches by discussing some...

We analyse the effects of different types and concentration of ownership on performance using a large population of firms in the Czech Republic after mass privatization. Specifications based on first-differences combined with instrumental variables show that the performance effects of different...

We consider classification of the realization of a multivariate spatial-temporal Gaussian random field into one of two populations with different regression mean models and factorized covariance matrices. Unknown means and common feature vector covariance matrix are estimated from training...

<heading format="display" id="h1" implicit="yes" level="1">Abstract</heading> Firm productivity and export decisions are closely related to innovation activity. Innovation may play a more important role in the decision to start exporting, and successful exporting may drive process innovation. This suggests that the causality between innovation and exporting may...