Simulation-Based Density Estimation for Time Series using Covariate Data∗ Yin Liaoa and John Stachurskib a School of Economics and Finance, Queensland University of Technology

First Page		Document Content
Date: 2016-06-19 06:01:57 Statistics Statistical theory Estimation theory Statistical inference Nonparametric statistics Statistical models Estimator Kernel density estimation Parametric model Density estimation Consistent estimator Asymptotic theory		Simulation-Based Density Estimation for Time Series using Covariate Data∗ Yin Liaoa and John Stachurskib a School of Economics and Finance, Queensland University of Technology Add to Reading List Source URL: johnstachurski.net Download Document from Source Website File Size: 284,03 KB Share Document on Facebook

	Dense, Accurate Optical Flow Estimation with Piecewise Parametric Model (Supplementary Material) Jiaolong Yang1,2 and Hongdong Li2,3 1 2 DocID: 1u0KN - View Document
	16 CPAdd Magnetization Transfer Ratio to Image Model Component Semantics for Parametric Maps 1 DocID: 1tGlP - View Document
	26 CPAdd MR Diffusion Model Quantities and Parameters for Parametric Maps and ROI Measurements 1 DocID: 1tDbs - View Document
	EDA221 – Introduction to Computer Graphics, 2013 Assignment 2 – Tessellation and Interpolation In this assignment you will tessellate your own model from a parametric equation. This task involves setting up appropri DocID: 1tnGU - View Document
	EDA221 – Introduction to Computer Graphics, 2016 Assignment 2 – Tessellation and Interpolation In this assignment you will tessellate your own model from a parametric equation. This task involves setting up appropri DocID: 1t8Xc - View Document