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Non-local Branching Superprocesses and Some Related Models

Dawson, Donald A.; Gorostiza, Luis G. - Départment des sciences administratives, Université … - 2001

A new formulation of non-local branching superprocesses is given from which we derive as special cases the rebirth, the … multitype, the mass-structured, the multilevel and the age-reproduction-structured superprocesses and the superprocesscontrolled … immigration process. This unied treatment simplies considerably the proof of existence of the old classes of superprocesses and …

Persistent link: https://www.econbiz.de/10005773158

Steady State Analysis and Heavy Traffic Limits for Regulated Markov Chains.

Massey, William A.; Srinivasan, Raj - Départment des sciences administratives, Université … - 2002

Consider a continuous time finite state irreducible Markov chain whose jump transitions are partitioned into one group that is regulated and the other group that is not. The regulated transitions are only allowed to occur if there is a token available. We collect the tokens in a buer and allow a...

Persistent link: https://www.econbiz.de/10005773159

Uniform asymptotics for robust location estimates when the scale is unknown

Salibian-Barrera, Matias; Zamar, Ruben H. - Départment des sciences administratives, Université … - 2002

Most asymptotic results for robust estimates rely on regularity conditions that are difficult to verify and that real data sets rarely satisfy. Moreover, these results apply to fixed distribution functions. In the robustness context the distribution of the data remains largely unspecified and...

Persistent link: https://www.econbiz.de/10005773160

Estimating Econometric Models with Fixed Effects.

Greene, W. - Finance Department, Stern School of Business - 2001

The application of nonlinear fixed effects models in econometrics has often been avoided for two reasons, one methodological, one practical. The methodological question centers on a incidental parametres problem that raises questions about the statistical properties of the estimator. The...

Persistent link: https://www.econbiz.de/10005776453

Value Creation and Profit Optimization

Winther, K. Tobias - EconWPA - 2002

The present paper develops a basic framework for evaluating and optimizing profits in a business operation. In developing a business we are often faced with an infinity of choices ranging from what products or services to sell and what customers to target to how to structure and manage the...

Persistent link: https://www.econbiz.de/10005561773

Goodness-of-fit of the Heston model

Joseph, Nathan L.; Daniel, Gilles; Bree, David S. - Society for Computational Economics - SCE - 2003

Persistent link: https://www.econbiz.de/10005132918

El Tipo de Cambio Real en el Grupo de los Tres - G3

Bolaños, Jaime Flórez - In: REVISTA DE ECONOMÍA Y ADMINISTRACIÓN (2006)

El presente trabajo muestra la evolución de los diferentes regímenes cambiariosque se han presentado en los países del G3, y analiza la potencialidad delacuerdo como un ejercicio econométrico a través de los comovimientos expuestospor Barro et al. (2002). Se realiza la prueba de...

Persistent link: https://www.econbiz.de/10005604111

Prediction and Sufficiency in the Model of Factor Analysis

NAGA, Ramses H. ABUL - Départment d'économétrie et d'économie politique … - 1996

We contrast two approaches to the prediction of latent variables in the model of factor analysis. The likelihood statistic constitutes the set of minimal sufficient statistics for the unobservables when sampling arises from the exponential family of distributions. Linear predictors on the other...

Persistent link: https://www.econbiz.de/10005481783

Effect of W, LR, and LM Tests on the Performance of Preliminary Test Ridge Regression Estimators

Kibria, B. M. Golam; Saleh, A.K. Md. E. - Départment des sciences administratives, Université … - 2002

This paper combines the idea of preliminary test and ridge regression methodology, when it is suspected that the regression coefficients may be restricted to a subspace. The preliminary test ridge regression estimators (PTRRE) based on the Wald (W), Likelihood Ratio (LR) and Lagrangian...

Persistent link: https://www.econbiz.de/10005575039

Functional Limit Theorems for Occupation Time Fluctuations of Branching Systems in the Cases of Large and Critical Dimensions

Bojdecki, T.; Gorostiza, Luis G.; Talarczyk, A. - Départment des sciences administratives, Université … - 2004

Persistent link: https://www.econbiz.de/10005575040