Autoregressive models with stochastic design variables and nonnormal innovations

Date

2011-11-29

Author

Bayrak, Özlem Türker
Akkaya, Ayşen

Metadata

Show full item record

Item Usage Stats

54
views

0
downloads

URI

https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=82055191366&origin=inward
https://hdl.handle.net/11511/81838

Collections

Unverified, Conference / Seminar

Suggestions

OpenMETU
Core

Autoregressive models with short-tailed symmetric distributions Akkaya, Ayşen (Informa UK Limited, 2008-01-01) Symmetric short-tailed distributions do indeed occur in practice but have not received much attention particularly in the context of autoregression. We consider a family of such distributions and derive the modified maximum likelihood estimators of the parameters. We show that the estimators are efficient and robust. We develop hypothesis-testing procedures.
Autoregressive models: statistical inference and applications Türker, Özlem; Akkaya, Ayşen; Department of Statistics (2002) The autoregressive model Yt - + Ym = ji + 8 (5Q - * X,,,) + e» (l<t<n) has many applications in agricultural, biological and biomedical sciences besides business and economics. Since the model is non-linear due to the parameter 5(|), it has not been easy to estimate the unknown parameters \x, 5, (j) and a, a2 being the variance of the iid innovations st. Most of the literature on this topic has hinged on the assumption of iiinormality. However, there is now a realization that non-normal distributions occur ...
Multinormed semifinite von Neumann algebras, unbounded operators and conditional expectations Dosi, Anar (Elsevier BV, 2018-10-01) The present paper is devoted to classification of multinormed W*-algebras in terms of their bounded parts. We obtain a precise description of the bornological predual of a multinormed W*-algebra, which is reduced to a multinormed noncommutative L-1-space in the semifinite case. A multinormed noncommutative L-2-space is obtained as the union space of a commutative domain in a semifinite von Neumann algebra. Multinormed W*-algebras of type I are described as locally bounded decomposable (unbounded) operators ...
Autoencoder-Based Error Correction Coding for One-Bit Quantization Balevi, Eren; Andrews, Jeffrey G. (2020-06-01) This paper proposes a novel deep learning-based error correction coding scheme for AWGN channels under the constraint of one-bit quantization in receivers. Specifically, it is first shown that the optimum error correction code that minimizes the probability of bit error can be obtained by perfectly training a special autoencoder, in which "perfectly" refers to converging the global minima. However, perfect training is not possible in most cases. To approach the performance of a perfectly trained autoencoder...
Metamodeling complex systems using linear and nonlinear regression methods Kartal, Elçin; Batmaz, İnci; Department of Statistics (2007) Metamodeling is a very popular approach for the approximation of complex systems. Metamodeling techniques can be categorized according to the type of regression method employed as linear and nonlinear models. The Response Surface Methodology (RSM) is an example of linear regression. In classical RSM metamodels, parameters are estimated using the Least Squares (LS) Method. Robust regression techniques, such as Least Absolute Deviation (LAD) and M-regression, are also considered in this study due to the outli...

Citation Formats

Ö. T. Bayrak and A. Akkaya, “Autoregressive models with stochastic design variables and nonnormal innovations,” 2011, Accessed: 00, 2021. [Online]. Available: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=82055191366&origin=inward.