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CSDA
2008
13 years 11 months ago
2008
ABSTRACT. This paper introduces a tree-based model that combines aspects of CART (Classification and Regression Trees) and STR (Smooth Transition Regression). The model is called t...
EOR
2010
13 years 11 months ago
2010
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
JSAC
2008
13 years 11 months ago
2008
In this paper, we propose a new joint optimization of linear transmit beamforming and receive combining vectors for the multiple-input multiple-output (MIMO) broadcast channel. We ...
MCS
2008
Springer
13 years 11 months ago
2008
Springer
In this paper, we consider the role of "leads" of the first difference of integrated variables in the dynamic OLS estimation of cointegrating regression models. Specific...
TSP
2008
13 years 11 months ago
2008
In a recent paper we introduced a modification of the adaptive beamformer orthogonal rejection test (ABORT) for adaptive detection of signals in unknown noise, by supposing under t...