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Near Unit Root in the Spatial Autoregressive Model
Spatial autoregressive model Spatial unit root Near unit root Two stage least square Quasi-maximum likelihood estimatio
2016/1/19
This paper studies the spatial autoregressive (SAR) model for cross sectional data when the true spatial e¤ect parameter is near unity. We decompose the data generating process into an unstable compon...
Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions
Conditional characteristic function Diffusion processes Empirical likelihood Kernel smoothing L′ evy driven processes
2016/1/19
Markov processes are used in a wide range of disciplines including finance.The transition densities of these processes are often unknown. However, the conditionalcharacteristic functions are more like...
Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances
spreg spatial-autoregressive models
2015/9/24
We describe the spreg command, which implements a maximum
likelihood estimator and a generalized spatial two-stage least-squares estimator
for the parameters of a linear cross-sectional spatial-auto...
CATS regression–a model-based approach to studying trait-based community assembly
community composition community-level models fourth corner model generalised linear models maximum entropy Poisson regression
2015/8/21
CATS regression–a model-based approach to studying trait-based community assembly.
Eye movements and an object-based model of heading perception
Eye movements object-based model heading perception
2015/8/13
The movement of an observer through an environment of stationary objects creates a complex set of motions called optical flow. Accurately registering these motions with our mobile eyes and acting upon...
Developing a model for e-prints and open access journal content in UK further and higher education
open access eprints self-archiving institutional repositories distributed archiving open archives initiative
2015/7/30
A study carried out for the UK Joint Information Systems Committee examined models for the provision of access to material in institutional and subject-based archives and in open access journals. Thei...
Delivery, Management and Access Model for E-prints and Open Access Journals within Further and Higher Education
open access eprints self-archiving institutional repositories distributed archiving open archives initiative
2015/7/30
This study identified three models for open access provision in the UK: (a) the centralised model,where e-prints of articles are first deposited directly into a national archive and then madeaccessibl...
Robust efficient frontier analysis with a separable uncertainty model
Robust efficient frontier analysis separable uncertainty model
2015/7/10
Mean-variance (MV) analysis is often sensitive to model mis-specification or uncertainty, meaning that the MV efficient portfolios constructed with an estimate of the model parameters (i.e., the expec...
Two-fund separation under model mis-specification
Two-fund separation under model mis-specification
2015/7/9
The two-fund separation theorem tells us that an investor with quadratic utility can separate her asset allocation decision into two steps: First, find the tangency portfolio (TP), i.e., the portfolio...
Mixed State Estimation for a Linear Gaussian Markov Model
Mixed State Estimation Linear Gaussian Markov Model
2015/7/9
We consider a discrete-time dynamical system with Boolean and continuous states, with the continuous state propagating linearly in the continuous and Boolean state variables, and an additive Gaussian ...
A Mathematical Model for Interpretable Clinical Decision Support with Applications in Gynecology
Mathematical Model Interpretable Clinical Decision Support Applications Gynecology
2015/7/9
Over time, methods for the development of clinical decision support (CDS) systems have evolved from interpretable and easy-to-use scoring systems to very complex and non-interpretable mathematical mod...
Nonconvex Model Predictive Control for Commercial Refrigeration
Energy management Optimization methods Predictive Control Nonlinear control systems
2015/7/9
We consider the control of a commercial multi-zone refrigeration system, consisting of several cooling units that share a common compressor, and is used to cool multiple areas or rooms. In each time p...
Model Predictive Control for Wind Power Gradients
wind power ramps electrical grid integration disturbance rejection model predictive control convex optimization
2015/7/9
We consider the operation of a wind turbine and a connected local battery or other electrical storage device, taking into account varying wind speed, with the goal of maximizing the total energy gener...
A Stochastic Simulation Model of US Breast Cancer Mortality Trends from 1975 to 2000
Stochastic Simulation Model Breast Cancer Mortality Trends
2015/7/6
Background: We present a simulation model that predicts U.S. breast cancer mortality trends from 1975 to 2000 and quantifi es the impact of screening mammography and adjuvant therapy on these trends. ...
A Natural History Model of Stage Progression Applied to Breast Cancer
natural history model stage progression breast cancer SEER tumour growth
2015/7/6
Invasive breast cancer is commonly staged as local, regional or distant disease. We present a stochastic model of the natural history of invasive breast cancer that quantifies (1) the relative rate th...