James A Gamble
Biographic Data
| ID | 8879522 |
|---|---|
| NAME | James A Gamble |
| GIVEN NAMES | James A |
| FAMILY NAME | Gamble |
| SIGNATURE | GAMBLE J A |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1993 |
| LATEST PUBLICATION YEAR | 1993 |
| H-INDEX | 0 |
A Monte Carlo Comparison of Time Varying Parameter and Multiprocess Mixture Models in the Presence of Structural Shifts and Outliers
This Monte Carlo study compares the performance of a recently proposed multiprocess mixture model and a more traditional random walk time-varying parameter model in the face of structural shifts and outliers. The mixture model performs well and the latter model performs poorly. This finding is of general interest since investigators often adopt random-walk time-varying parameter models to accommodate potential regime shifts in regression relation…
No prominent works on this page.
A Monte Carlo Comparison of Time Varying Parameter and Multiprocess Mixture Models in the Presence of Structural Shifts and Outliers
This Monte Carlo study compares the performance of a recently proposed multiprocess mixture model and a more traditional random walk time-varying parameter model in the face of structural shifts and outliers. The mixture model performs well and the latter model performs poorly. This finding is of general interest since investigators often adopt random-walk time-varying parameter models to accommodate potential regime shifts in regression relation…
Econometrics (1 work) · Forecasting Techniques and Applications (1 work) · Mathematics (1 work) · Monte Carlo method (1 work) · Outlier (1 work) · Physics (1 work) · Statistical Distribution Estimation and Applications (1 work) · Statistical physics (1 work) · Statistics (1 work) · Target Tracking and Data Fusion in Sensor Networks (1 work)