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28,194
Dynamic Conditional Correlation: A simple class of multivariate Generalized Autoregressive Conditional Heteroskedasticity Models.
- Journal of Business & Economic Statistics
, 2002
"... Abstract Time varying correlations are often estimated with Multivariate Garch models that are linear in squares and cross products of the data. A new class of multivariate models called dynamic conditional correlation (DCC) models is proposed. These have the flexibility of univariate GARCH models ..."
Abstract
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Cited by 711 (17 self)
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Abstract Time varying correlations are often estimated with Multivariate Garch models that are linear in squares and cross products of the data. A new class of multivariate models called dynamic conditional correlation (DCC) models is proposed. These have the flexibility of univariate GARCH models
A simple approach to valuing risky fixed and floating rate debt
- Journal of Finance
, 1995
"... Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at ..."
Abstract
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Cited by 603 (11 self)
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Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at
Valuing American options by simulation: A simple least-squares approach
- Review of Financial Studies
, 2001
"... This article presents a simple yet powerful new approach for approximating the value of America11 options by simulation. The kcy to this approach is the use of least squares to estimate the conditional expected payoff to the optionholder from continuation. This makes this approach readily applicable ..."
Abstract
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Cited by 517 (9 self)
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This article presents a simple yet powerful new approach for approximating the value of America11 options by simulation. The kcy to this approach is the use of least squares to estimate the conditional expected payoff to the optionholder from continuation. This makes this approach readily
On the optimality of the simple Bayesian classifier under zero-one loss
- MACHINE LEARNING
, 1997
"... The simple Bayesian classifier is known to be optimal when attributes are independent given the class, but the question of whether other sufficient conditions for its optimality exist has so far not been explored. Empirical results showing that it performs surprisingly well in many domains containin ..."
Abstract
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Cited by 818 (27 self)
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The simple Bayesian classifier is known to be optimal when attributes are independent given the class, but the question of whether other sufficient conditions for its optimality exist has so far not been explored. Empirical results showing that it performs surprisingly well in many domains
Contour Tracking By Stochastic Propagation of Conditional Density
, 1996
"... . In Proc. European Conf. Computer Vision, 1996, pp. 343--356, Cambridge, UK The problem of tracking curves in dense visual clutter is a challenging one. Trackers based on Kalman filters are of limited use; because they are based on Gaussian densities which are unimodal, they cannot represent s ..."
Abstract
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Cited by 661 (23 self)
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simultaneous alternative hypotheses. Extensions to the Kalman filter to handle multiple data associations work satisfactorily in the simple case of point targets, but do not extend naturally to continuous curves. A new, stochastic algorithm is proposed here, the Condensation algorithm --- Conditional
Initial Conditions and Moment Restrictions in Dynamic Panel Data Models
- Journal of Econometrics
, 1998
"... Estimation of the dynamic error components model is considered using two alternative linear estimators that are designed to improve the properties of the standard firstdifferenced GMM estimator. Both estimators require restrictions on the initial conditions process. Asymptotic efficiency comparisons ..."
Abstract
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Cited by 2393 (16 self)
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Estimation of the dynamic error components model is considered using two alternative linear estimators that are designed to improve the properties of the standard firstdifferenced GMM estimator. Both estimators require restrictions on the initial conditions process. Asymptotic efficiency
Tense in Simple Conditionals
- In Proceedings 9 th Amsterdam Colloquium
, 1993
"... This paper is concerned with the way that past and present tenses undergo deictic shift in conditional (and modal) contexts. Two examples of this are: ..."
Abstract
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Cited by 2 (0 self)
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This paper is concerned with the way that past and present tenses undergo deictic shift in conditional (and modal) contexts. Two examples of this are:
Learnability and the Vapnik-Chervonenkis dimension
, 1989
"... Valiant’s learnability model is extended to learning classes of concepts defined by regions in Euclidean space E”. The methods in this paper lead to a unified treatment of some of Valiant’s results, along with previous results on distribution-free convergence of certain pattern recognition algorith ..."
Abstract
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Cited by 727 (22 self)
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algorithms. It is shown that the essential condition for distribution-free learnability is finiteness of the Vapnik-Chervonenkis dimension, a simple combinatorial parameter of the class of concepts to be learned. Using this parameter, the complexity and closure properties of learnable classes are analyzed
A simple cooperative diversity method based on network path selection
- IEEE J. SELECT. AREAS COMMUN
, 2006
"... Cooperative diversity has been recently proposed as a way to form virtual antenna arrays that provide dramatic gains in slow fading wireless environments. However, most of the proposed solutions require distributed space–time coding algorithms, the careful design of which is left for future investi ..."
Abstract
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Cited by 452 (14 self)
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for cooperation between the source and the destination. We develop and analyze a distributed method to select the best relay that requires no topology information and is based on local measurements of the instantaneous channel conditions. This method also requires no explicit communication among the relays
Discriminative Training Methods for Hidden Markov Models: Theory and Experiments with Perceptron Algorithms
, 2002
"... We describe new algorithms for training tagging models, as an alternative to maximum-entropy models or conditional random fields (CRFs). The algorithms rely on Viterbi decoding of training examples, combined with simple additive updates. We describe theory justifying the algorithms through a modific ..."
Abstract
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Cited by 660 (13 self)
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We describe new algorithms for training tagging models, as an alternative to maximum-entropy models or conditional random fields (CRFs). The algorithms rely on Viterbi decoding of training examples, combined with simple additive updates. We describe theory justifying the algorithms through a
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