Relevant bibliographies by topics / QML asymptotic results

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  2. Dissertations / Theses
  3. Book chapters

Academic literature on the topic 'QML asymptotic results'

Author: Grafiati
Published: 1 June 2024
Last updated: 19 July 2025

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Journal articles on the topic "QML asymptotic results"

1

Hu, Hongchang. "QML Estimators in Linear Regression Models with Functional Coefficient Autoregressive Processes." Mathematical Problems in Engineering 2010 (2010): 1–30. http://dx.doi.org/10.1155/2010/956907.

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This paper studies a linear regression model, whose errors are functional coefficient autoregressive processes. Firstly, the quasi-maximum likelihood (QML) estimators of some unknown parameters are given. Secondly, under general conditions, the asymptotic properties (existence, consistency, and asymptotic distributions) of the QML estimators are investigated. These results extend those of Maller (2003), White (1959), Brockwell and Davis (1987), and so on. Lastly, the validity and feasibility of the method are illuminated by a simulation example and a real example.
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Francq, Christian, and Le Quyen Thieu. "QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES." Econometric Theory 35, no. 1 (2018): 37–72. http://dx.doi.org/10.1017/s0266466617000512.

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The asymptotic distribution of the Gaussian quasi-maximum likelihood estimator (QMLE) is obtained for a wide class of asymmetric GARCH models with exogenous covariates. The true value of the parameter is not restricted to belong to the interior of the parameter space, which allows us to derive tests for the significance of the parameters. In particular, the relevance of the exogenous variables can be assessed. The results are obtained without assuming that the innovations are independent, which allows conditioning on different information sets. Monte Carlo experiments and applications to finan
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3

Meitz, Mika, and Pentti Saikkonen. "PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS." Econometric Theory 27, no. 6 (2011): 1236–78. http://dx.doi.org/10.1017/s0266466611000041.

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This paper develops an asymptotic estimation theory for nonlinear autoregressive models with conditionally heteroskedastic errors. We consider a general nonlinear autoregression of order p (AR(p)) with the conditional variance specified as a general nonlinear first-order generalized autoregressive conditional heteroskedasticity (GARCH(1,1)) model. We do not require the rescaled errors to be independent, but instead only to form a stationary and ergodic martingale difference sequence. Strong consistency and asymptotic normality of the global Gaussian quasi-maximum likelihood (QML) estimator are
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Francq, Christian, and Jean-Michel Zakoïan. "QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS." Econometric Theory 28, no. 1 (2011): 179–206. http://dx.doi.org/10.1017/s0266466611000156.

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We establish the strong consistency and asymptotic normality of the quasi-maximum likelihood estimator (QMLE) of the parameters of a class of multivariate asymmetric generalized autoregressive conditionally heteroskedastic processes, allowing for cross leverage effects. The conditions required to establish the asymptotic properties of the QMLE are mild and coincide with the minimal ones in the univariate case. In particular, no moment assumption is made on the observed process. Instead, we require strict stationarity, for which a necessary and sufficient condition is established. The asymptoti
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Zhang, Mengqi, and Boping Tian. "Profile Maximum Likelihood Estimation of Single-Index Spatial Dynamic Panel Data Model." Mathematics 11, no. 13 (2023): 2947. http://dx.doi.org/10.3390/math11132947.

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In this paper, the spatial dynamic panel data (SDPD) model is extended to the single-index spatial dynamic panel data (Si-SDPD) model by introducing a nonlinear connection function to reflect the interaction between explanatory variables. The Si-SDPD model not only retains the advantages of the parametric SDPD model in dealing with spatial and temporal interaction effects and spatio-temporal dependencies, but also solves the limitations of the parametric SDPD model that may lead to missed bias. It reduces the data dimension of non-parametric models and enhances the practicability and explanato
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Hussein Jasim, Ahmed, Haider Mehdi Moeen, and Ali Hussein Alwan. "Asymptomatic Thyroid dysfunction in patients of chronic renal failure." AL-QADISIYAH MEDICAL JOURNAL 11, no. 19 (2017): 203–10. http://dx.doi.org/10.28922/qmj.2015.11.19.203-210.

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Fifty patients with chronic renal insufficiency underwent clinical evaluation & studies of thyroid function the results were compared with age & sex-matched controls. (20%) of patients had biochemical hypothyroidism with low serum T3, T4, & high serum TSH. All the members of the control group were biochemically euthyroid. The mean values of serum T3, T4 were significantly lower & mean serum TSH was significantly higher as compared to controls. There was no correlation of thyroid functions with decrease in renal function. To conclude thyroid dysfunction occurs both clinically &a
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A. Abbas, Yahya, Adnan H. Aubaid, and Bushra J. Hamad. "Determination of Hepatitis C Viral Load and Genotypes by Real-Time and RT-PCR at Thi_Qar Province." AL-QADISIYAH MEDICAL JOURNAL 9, no. 15 (2017): 250–64. http://dx.doi.org/10.28922/qmj.2013.9.15.250-264.

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The present study was carried out from Sept. 2010 to Jul. 2011 to detect the viral load and genotypes of HCV infections among asymptomatic peoples and patients referred to the central blood bank, center of thalassemia /AL-Haboby Hospital, renal dialysis unit/Al- Hussein Teaching Hospital and public health laboratory at Thi-Qar province.
 Real-Time Polymerase Chain Reaction Technique (RT-qPCR) was implemented on 90 individuals of anti-HCV seropositive by ELISA III assay. The results revealed that 51(56.66%) were gave positive results for HCV. The RT-qPCR analyses of the positive samples we
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8

B. Alawadi, Najlaa. "Interleukin-6 Level among Iraqi Patients with Chronic Lymphocytic Leukemia from Babil Province." AL-QADISIYAH MEDICAL JOURNAL 12, no. 21 (2017): 113–23. http://dx.doi.org/10.28922/qmj.2016.12.21.113-123.

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Introduction: Interleukin-6 (IL-6) is a pro-inflammatory cytokine and an anti-inflammatory myokine. Chronic lymphocytic leukemia (CLL) is the most common type of leukemia in adults. The exact role of IL-6 in CLL is still contraversial and needs alot of research.
 Aim of the study: To measure serum level of interleukin-6 among Iraqi patients from Babil province with a newly diagnosed untreated chronic lymphocytic leukemia and to assess it's association with the stage of the disease and peripheral blood indices.
 Materials and methods: This is a case-control study included 106 Iraqi pa
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9

M., Laktionova, Aringazina A., Kulzhanov M., et al. "CROSS-CULTURAL ADAPTATION OF THE SPECIALIZED QUESTIONNAIRE P-QOL IN RUSSIAN AND KAZAKH FOR WOMEN WITH GENITAL PROLAPSE IN KAZAKHSTAN." Наука и здравоохранение, no. 6(24) (December 31, 2022): 20–25. http://dx.doi.org/10.34689/sh.2022.24.6.003.

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Introduction. The Prolapse Quality of Life (P-QoL) questionnaire is a simple and reliable tool for assessing the severity of genital prolapse symptoms and their impact on women's quality of life. Objective. To adapt and assess the validity, reliability, reproducibility and feasibility of the P-QoL questionnaire for women in Kazakhstan to use it as a tool to assess the severity of symptoms and quality of life of women with genital prolapse, as well as a simple tool for "self-assessment" in women with prolapse. Materials and methods. To assess the understanding of the questions, 20 patients with
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10

Asai, Manabu, and Michael McAleer. "Multivariate Hyper-Rotated GARCH-BEKK." Journal of Time Series Econometrics, January 10, 2022. http://dx.doi.org/10.1515/jtse-2021-0006.

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Abstract For large multivariate models of generalized autoregressive conditional heteroskedasticity (GARCH), it is important to reduce the number of parameters to cope with the ‘curse of dimensionality’. Recently, Laurent, Rombouts and Violante (2014 “Multivariate Rotated ARCH Models” Journal of Econometrics 179: 16–30) developed the rotated multivariate GARCH model, which focuses on the parameters for standardized variables. This paper extends the rotated multivariate GARCH model by considering a hyper-rotation, which uses a more flexible structure for the rotation matrix. The paper shows an
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Dissertations / Theses on the topic "QML asymptotic results"

1

Royer, Julien. "Processus ARCH d'ordre infini, Bêtas dynamiques et applications financières." Electronic Thesis or Diss., Institut polytechnique de Paris, 2022. http://www.theses.fr/2022IPPAG012.

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La modélisation des séries temporelles financières est rendue difficile par la présence de faits stylisés. Ces propriétés statistiques empiriques rendent nécessaires l'utilisation de modèles non-linéaires hétéroscédastiques. Les modèles ARCH d'ordre infini ont été introduits afin de permettre une modélisation plus fine de ces faits stylisés, et en particulier le phénomène de forte persistance des chocs de volatilités. Nous présentons de nouvelles extensions à ces modèles flexibles et étudions leur inférence. En premier lieu, nous considérons un modèle ARCH d'ordre infini asymétrique. Nous démo
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Book chapters on the topic "QML asymptotic results"

1

Namazovna Adjablaeva, Dinara. "Latent Tuberculous Infection: Influence on Patient’s Quality of Life." In Molecular Epidemiology Study of Mycobacterium Tuberculosis Complex. IntechOpen, 2021. http://dx.doi.org/10.5772/intechopen.96901.

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Latent tuberculosis infection is an asymptomatic condition in which patients carry the bacteria, but do not show any sign of illness, however they are at risk of disease activation at any time in the future. Understanding of influence of latent tuberculosis infection on the physical and mental well-being of these patients is important as successful strategies to reduce the tuberculosis burden globally. Our purpose is to explore patients during diagnosis and treatment of latent tuberculosis infection, measure their quality of life. Materials and methods: during 2017–2019 was examined 100 children 4–7 years age. Children were divided in 3 groups. First group (n = 40) - a children with LTI. Group of the comparison (n = 40) has comprised preschool age children with tuberculosis. Group of the checking (n = 20) have constituted the preschool age healthy children. Estimation of children health was conducted by analysis health factors: social, genetic, biological. In addition were studied criteria of health. It was used study anamnestic data, questioning, estimation quality of life, anthropometry, data of objective examination, laboratory data and parameters of functioning, electrocardiography, vegetative nervous system spectrography (VNS-spectrography), manual ergometry. Physical development valued with the help of specialized tables. Leukocyte intoxication index is calculated on formula Shemitova V.F. Variety heart rhythm (VHR) was studied by method VNS-spectrography on vegetotester “VNS-Micro” with computer program “Polispectr” of company “Neyrosoft”. Interpretation source vegetative tone and vegetative reactivity was realized according to recommendation N.A. Belokon. Vegetative provision of activity was valued on tolerance to steady-state load by method manual ergometry (MEM) in help of manual dynamometer. Quality of life was defined with the help of questionnaire PedsQL version 4.0 (the Russian version). Results and their discussion: in children with active tuberculosis, specific process has a most negative influence upon quality of life, comparatively temporary negative influence has LTI. Revealed changes in general have brought to reduction of QL indicators both in first and second group. With provision of latency currents of infecting with mycobacteria of tuberculosis, indicators of quality of life should be considered as one of defining, reflecting psychological component adaptation of child, and can be recommended to enter in program of examination and dispensary observation of children with LTI. Conclusions: our study has shown that preschool age children with LTI have rather significant deflections of health condition, revealing by symptoms of intoxication, expressed breaches adaptation and regulation mechanisms. Results of study have logistical confirmed need of improvement of the preventive maintenance and dispensary observation at children with LTI and active participation in its base of the interdepartmental approach. All of this allows newly taking a look at problem of the latent tuberculous infection at preschool age children and role general practitioner in preventive maintenance of the development such dangerous diseases as tuberculosis.
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