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A parametric, information-theory model for predictions in time series
(Elsevier Science, 2014-03)
In this work, a method based on information theory is developed to make predictions from a sample of nonlinear time series data. Numerical examples are given to illustrate the effectiveness of the proposed method.
Approximating risk premium on a parametric arbitrage-free term structure model
(Sociedade Brasileira de Econometria, 2014-11-14)
In this paper we approximate the risk factors of a polynomial arbitrage-free dynamic term structure model by running a sequential set of linear regressions independent across time. This approximation avoids the cost of a ...
Semiparametric Bayesian classification with longitudinal markers
(BLACKWELL PUBLISHING, 2007)
We analyse data from a study involving 173 pregnant women. The data are observed values of the beta human chorionic gonadotropin hormone measured during the first 80 days of gestational age, including from one up to six ...
Approximating risk premium on a parametric arbitrage-free term structure model
(FGV EPGE, 2014)
In this paper we approximate the risk factors of a polynomial arbitrage-free dynamic term structure model by running a sequential set of linear regressions independent across time. This approximation avoids full optimization ...
Fractional polynomial response surface models
(2005-03-01)
Second-order polynomial models have been used extensively to approximate the relationship between a response variable and several continuous factors. However, sometimes polynomial models do not adequately describe the ...
Fractional polynomial response surface models
(2005-03-01)
Second-order polynomial models have been used extensively to approximate the relationship between a response variable and several continuous factors. However, sometimes polynomial models do not adequately describe the ...
A hybrid spline-based parametric model for the yield curve
(Elsevier B.V., 2018)
Empirical evidence indicates that both nominal and real yield curves in important markets have segmentation between their short end and their longer-maturity segments. This segmentation might affect term structure estimation, ...
Model size effects on calculated electronic and bonding properties of adsorption sites in zeolites
(Facultad Experimental de Ciencias de la Universidad del Zulia, 2011)
Parametric time-frequency analysis for discrimination of non-stationary signals
(2009)
Abstract: In this master�s thesis discrimination of non-stationary signals using time varying parametric modeling and time frequency analysis is explored. This work consists of two parts, the first, to obtain a representation ...