# aggregation process in parameter estimation

### Introduction

On the parameter estimation and modeling of aggregate power .On the parameter estimation and modeling of aggregate power system loads . power system parameter estimation, load (electric), stochastic processes.**aggregation process in parameter estimation**,Developments in Modelling Risk Aggregation - Bank for .Firms should reassess risk aggregation processes and methods according to their purpose ... aggregation methods chosen and the parameter estimates used.

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### Some Consequences of Temporal Aggregation in Seasonal Time .

In terms of parameter estimation, aggregation .. process. In particular, if D=d=O, the limiting aggregate model further reduces to a process of white noise. Thus,.

### Estimation of the Hurst Parameter of Long-Range Dependent Time .

self-similar processes, and estimators of the so-called Hurst parameter H. It gives a . X is second-order self-similar if the corresponding aggregated processes.

### Maximum likelihood estimation of aggregated Markov processes

Such Markov processes have been termed aggregated. Markov processes, and .. point, thus allowing the parameter error estimates to be calculated relatively.

### Popularity and Zipf-Parameter Estimation

Popularity and Zipf-Parameter Estimation. . A similar process operates in reverse to disseminate the aggregated totals from the higher levels towards the nodes.

### APPROXIMATION AND PARAMETER ESTIMATION PROBLEMS .

Aggregation processes are intrinsic to many biological phenomena including sedimentation and coagulation of algae during bloom periods. A fundamental but.

### Aggregation of exponential smoothing processes with an application .

and temporally aggregated process as a function of the parameters of the original one. These results . the estimated vector IMA(1,1) model of squared returns.

### On the parameter estimation and modeling of aggregate power .

On the parameter estimation and modeling of aggregate power system loads . power system parameter estimation, load (electric), stochastic processes.

### Developments in Modelling Risk Aggregation - Bank for .

Firms should reassess risk aggregation processes and methods according to their purpose ... aggregation methods chosen and the parameter estimates used.

### Some Consequences of Temporal Aggregation in Seasonal Time .

In terms of parameter estimation, aggregation .. process. In particular, if D=d=O, the limiting aggregate model further reduces to a process of white noise. Thus,.

### Estimation of the Hurst Parameter of Long-Range Dependent Time .

self-similar processes, and estimators of the so-called Hurst parameter H. It gives a . X is second-order self-similar if the corresponding aggregated processes.

### QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF LONG-MEMORY .

original process. The fractional integration parameter is estimated by maximizing . that the aggregates of an ARIMA(0,1,0) process have a limiting ARIMA(0,1,1).

### Aggregation of random parameters Ornstein-Uhlenbeck or AR .

May 14, 2004 . Abstract. Abstract. It is shown that by aggregating simple random parameters, processes such as autoregressive micro-relationships or.

### Log-Normal continuous cascades: aggregation properties and .

Apr 1, 2008 . Such a control of the process properties at different time scales, allows us to address the problem of parameter estimation. We show that one.

### Temporal Aggregation of Random Walk Processes and Implications .

Keywords: Temporal Aggregation, Random walk, variance ratio, sharpe ratio .. parameters; Telser (1967) also presents an estimating procedure for obtaining.

### Sparse Parameter Recovery from Aggregated Data - Journal of .

parameter estimation from aggregated data ap- proaches the accuracy of . of the data aggregation procedure and show that under stan- dard incoherence.

### Aggregation Among Binary, Count, and Duration Models: Estimating .

In fact, only a single theoretical process exists for which known statistical methods can estimate the same parameters—and it is generally used only for count.

### quasi-maximum likelihood estimation of long-memory limiting . - JStor

original process. The fractional integration parameter is estimated by maximizing . The aggregates of a non-stationary process, however, do not have a white.

### Time-scale transformations of discrete time processes - UC Davis

that the aggregated process will exhibit time-varying parameters and non-spherical . improve the estimation of structural parameters and provide more accurate.

### Estimating aggregate autoregressive processes when only macro .

We estimate the aggregate process when only macro data is available. • A parametric and a . tional features of the micro-parameters from aggregate relations.

### A group movement model for waterfowl aggregation

The model, a marked-point process with four parameters, describes a behavioral . the observed variablity in the estimates suggests that waterfowl aggregation.

### Measurement Error and Time Aggregation - Board of Governors of .

get accurate estimates of production function parameters. .. reports Monte- Carlo simulations showing that there is a bias in the aggregation process that.

### Aggregation of Space-Time Processes

factors will dominate the process for the aggregate, even though they might be relatively . realistic setting where parameter estimation uncertainty is present.

### Sampling and aggregation issues in random utility model estimation.

Key words: aggregation, choice sets, importance sampling, random sampling, random utility models. . They suggested that the procedure be compared to an aggregation ... RUM Parameters Estimated Using Random Draws. Variables”.

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