979 resultados para sparse matrix-vector multiplication


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Tesis (Maestría en Ciencias con Especialidad en Entomología Médica) UANL

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Tesis (Maestria en Ciencias con Especialidad en Entomología Médica) UANL

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Tesis (Maestría en Ciencias con Especialidad en Entomología Médica) UANL

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Tesis (Maestría en Ciencias con Especialidad en Biología Molecular e Ingeniería Genética) UANL, 2011.

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Tesis (Maestría en Ciencias con Especialidad en Biología Molecular e Ingeniería Genética) UANL, 2011.

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Tesis (Maestría en Ciencias con Orientación en Biología Molecular e Ingeniería Genética) UANL, 2011.

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Tesis (Maestría en Ciencias con Orientación en Ingeniería Estructural) UANL, 2013.

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This paper studies seemingly unrelated linear models with integrated regressors and stationary errors. By adding leads and lags of the first differences of the regressors and estimating this augmented dynamic regression model by feasible generalized least squares using the long-run covariance matrix, we obtain an efficient estimator of the cointegrating vector that has a limiting mixed normal distribution. Simulation results suggest that this new estimator compares favorably with others already proposed in the literature. We apply these new estimators to the testing of purchasing power parity (PPP) among the G-7 countries. The test based on the efficient estimates rejects the PPP hypothesis for most countries.

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In this paper, we study the asymptotic distribution of a simple two-stage (Hannan-Rissanen-type) linear estimator for stationary invertible vector autoregressive moving average (VARMA) models in the echelon form representation. General conditions for consistency and asymptotic normality are given. A consistent estimator of the asymptotic covariance matrix of the estimator is also provided, so that tests and confidence intervals can easily be constructed.

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Affiliation: Département de Médecine, Faculté de médecine, Université de Montréal & Centre de Recherche du Centre Hospitalier de l'Université de Montréal (CHUM), Hôpital Notre-Dame du CHUM

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Tesis (Doctor en Ciencias con Orientación Terminal en Morfología) U.A.N.L., 2006.