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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.

aggregation process in parameter estimation,

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.

aggregation process in parameter estimation,

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.

aggregation process in parameter estimation,

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.

aggregation process in parameter estimation,

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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