Similar Search Results

Modelling healthcare demand count data with excessive zeros and overdispersion

Park, Myung Hyun; Kim, Joseph H. T. - In: Global economic review 50 (2021) 4, pp. 358-381

Persistent link: https://www.econbiz.de/10012694162

Max-linear regression models with regularization

Cui, Qiurong; Xu, Yuqing; Zhang, Zhengjun; Chan, Vincent - In: Journal of econometrics 222 (2021) 1,3, pp. 579-600

Persistent link: https://www.econbiz.de/10012619747

A new framework for examining creditworthiness of borrowers : the mover-stayer model with covariate and macroeconomic effects

Frydman, Halina; Matuszyk, Anna; Li, Chang; Zhu, Weicheng - In: Quantitative finance 21 (2021) 9, pp. 1491-1499

Persistent link: https://www.econbiz.de/10012624150

On discriminating between lognormal and Pareto tail : a mixture-based approach

Bee, Marco - 2020

Persistent link: https://www.econbiz.de/10012416592

Classification of flash crashes using the Hawkes(p,q) framework

Wehrli, Alexander; Sornette, Didier - 2020

Persistent link: https://www.econbiz.de/10012419619

Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes

Wehrli, Alexander; Wheatley, Spencer; Sornette, Didier - In: Quantitative finance 21 (2021) 5, pp. 729-752

Persistent link: https://www.econbiz.de/10012500185

Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework

Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Xian, Alan - In: European journal of operational research : EJOR 290 (2021) 1, pp. 177-195

Persistent link: https://www.econbiz.de/10012436124

An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion

Tzougas, George; Karlis, Dimitris - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 555-583

Persistent link: https://www.econbiz.de/10012243386

Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes

Wehrli, Alexander; Wheatley, Spencer; Sornette, Didier - 2020

The statistical estimate of the branching ratio η of the Hawkes model, when fitted to windows of mid-price changes, has been reported to approach criticality (η = 1) as the fitting window becomes large. In this study -- using price changes from the EUR/USD currency pair traded on the...

Persistent link: https://www.econbiz.de/10012219363

Process capability analysis for manufacturing processes based on the truncated data from supplier products

Yang, Jun; Meng, Fanbing; Huang, Shuo; Cui, Yanhe - In: International journal of production research 58 (2020) 20, pp. 6235-6251

Persistent link: https://www.econbiz.de/10012315402