threshold models
Complex influence propagation based on trust-aware dynamic linear threshold models
... network models, whereby SIS and related models are reformulated by considering a stochastic infection process and a network-based population of individually identifiable ...SEIR models” section, we ...
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Threshold Models with Correlated Random Components
... In many applications, the dependence structure is more complex than the independent observations assumed by the ordinal regression model of McCullagh (1980). In particular, observations often exhibit a clustering, and ...
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Random Component Threshold Models in a Customer Satisfaction Evaluation
... component threshold models are fitted to the results ...the models and variance components are given by residual maximum likelihood ...A threshold is selected and customers are then divided ...
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Exchange Rate Forecasting Using Non-linear Threshold Models
... nonlinear threshold models in forecasting the exchange rate of Nigeria in relation to United States of American dollar as bench ...SETAR models did not outperform Random Walk in any period. TAR ...
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Factorization threshold models for scale-free networks generation
... Methods: The model derives from matrix factorization methods and geographical threshold models that were recently proven to show good results in generating scale- free networks. We associate each node with ...
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Frequentist model averaging for threshold models
... possible threshold effects and associated thresh- old ...averaging threshold models. He performed averaging on models with and without a threshold effect, but did not consider ...
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Nonlinearities in Exchange rates: Double EGARCH Threshold Models for Forecasting Volatility
... Double threshold ARCH model have in a few cases been proposed in the ...Double threshold GARCH model for the French/Deutschmark exchange rate also at the daily ...of threshold models has been ...
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Testing the expectations theory of the term structure of interest rates in threshold models
... (VAR) models, following Campbell and Shiller (1987), or by regressions of the change in short rates on the lagged spread [see, ...single-equation threshold models for the short ...nonlinear ...
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Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models
... panel threshold model overcomes this limitation because in our framework, the threshold parameter is consis- tently estimated within the model rather than being ...panel threshold modeling (Hansen, ...
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Estimation of genetic parameters of reproductive traits in Zandi sheep using linear and threshold models
... a threshold model with linear models estimating genetic parameters and genetic evaluation are ...and threshold models that are neces- sary to develop an efficient selection strategy for ...
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Random component threshold models for ordered and discrete response data
... In conclusion a characteristic of the response variables for this study is the high proportion of zero responses. When the response is non-zero, observations of heroin (H), cocaine (Co) and benzodiazepine (B) use are ...
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Bayesian analysis of endogenous delay threshold models
... Np ,= Qrwh wkdw zh qrz kdyh wkuhh pdmru uhjlphv dqg lqgh{ yduldeohv +Lpw , zklfk frxqw wkh qxpehu ri shulrgv wkh wlph vhulhv kdv ehhq lq hdfk uhjlph1 Krzhyhu/ wkh suhflvh ghqlwlrq ri wkh[r] ...
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Tail Behavior of Threshold Models with Innovations in the Domain of Attraction of the Double Exponential Distribution
... Switching regimes is stylized facts encountered in finan- cial data analysis, concerning either financial returns, in- terest rates or volatilities. The threshold autoregressive (TAR) model was introduced by Tong ...
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Testing linearity against threshold effects: uniform inference in quantile regression
... on threshold models, in particular in the time series literature (Tong and Lim, 1980; Tong, 1983; Tsay, 1989; Chan, 1990; Hansen, 1996, 1997, 2000), and on threshold quantile regression as well ...
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Modeling mechanism of economic growth using threshold autoregression models
... panel threshold model to estimate inflation thresholds for long-term economic growth, to mention only a ...relationships. Threshold models of the threshold autoregression and self-exciting ...
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Non-Linear Time Series Modelling with Applications to Equity and Fixed Income Markets
... explosive models, where the stationary distribution exists though the model is explosive in one ...explosive models can generate some of the key properties of financial and economic data, usually implied by ...
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The advantages and disadvantages of horizontal gene transfer and the emergence of the first species
... of models such as error- threshold models [18] address this point Relatively accu- rate sequence replication must have been achieved rela- tively early in evolution before genomes that contained many ...
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Threshold quantile autoregressive models
... the models that have enjoyed greater popularity are the linear threshold autoregressive models (TAR) of Tong and Lim (1980), Tong (1983, 1990) or Tsay ...these models to accommodate stylized ...
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Threshold effects In multivariate error correction models
... of threshold models that contributed to this line of research is their ability to capture persistent behaviour while remaining globally ...by threshold models that allow the nonstationary ...
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Estimating and Testing Threshold Regression Models with Multiple Threshold Variables
... Conventional threshold models contain only one threshold ...old models with multiple threshold ...single threshold variable as sev- eral novel problems arisefrom having an ...
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