Results 141 to 150 of about 80,615 (316)

Simulating properties of the likelihood ratio test for a unit root in an explosive second order autoregression [PDF]

This paper provides a means of accurately simulating explosive autoregressive processes, and uses this method to analyse the distribution of the likelihood ratio test statistic for an explosive second order autoregressive process.
Bent Nielsen, J. James Reade
core  

Delta method, asymptotic distribution

The delta method for deriving asymptotic distributions is presented. Assume interest lies in (Formula presented.) where (Formula presented.) is an unknown parameter and (Formula presented.) is a known function.
Beutner, Eric
core   +1 more source

Electroencephalogram‐Driven Recognition of Parkinson's Disease Through a Mycelium‐Inspired Memristive Reservoir Computing Circuit

Advanced Intelligent Systems, EarlyView.
This work presents a bio‐inspired computing framework for Parkinson's disease analog recognition using electroencephalogram signals. Temporally encoded EEG features stimulate a mycelium‐inspired memristive reservoir, where disease‐related patterns emerge through physical spatiotemporal dynamics.
Ioannis K. Chatzipaschalis, Ioannis Tompris, Pantelis Fraidakis, Iosif‐Angelos Fyrigos, Antonio Rubio, Georgios Ch. Sirakoulis   +5 more
wiley   +1 more source

Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors [PDF]

Nonlinear time series models, especially those with regime-switching and conditionally heteroskedastic errors, have become increasingly popular in the economics and finance literature.
Michael McAleer, Marcelo C. Medeiros, Felix Chan   +2 more
core  

Testing serial independence using the sample distribution function [PDF]

, 1993
This paper presents and discusses a nonparametric test for detecting serial dependence. We consider a Cramèr-v.Mises statistic based on the difference between the joint sample distribution and the product of the marginals.
Delgado, Miguel A.
core  

On some Asymptotic Properties of the Extended Cosine Burr XII Distribution

UMYU Scientifica Journal
In statistics, asymptotic functions provide a powerful framework for understanding the behavior of functions or statistical procedures within the limits of certain parameters.
Ibrahim Abdullahi, Usman Mukhtar, Isyaku Muhammad   +2 more
doaj   +1 more source

Asymptotic distribution of ∆AUC, NRIs, and IDI based on theory of U-statistics. [PDF]

Stat Med, 2017
Demler OV, Pencina MJ, Cook NR, D'Agostino RB.   +3 more
europepmc   +1 more source

ParamNet: A Physics‐Guided Deep Learning Framework for Intelligent Self‐Inversion of Vacuum Optical Levitation Systems

Advanced Intelligent Systems, EarlyView.
A physics‐guided deep learning framework, ParamNet, is introduced for the intelligent self‐inversion of vacuum optical tweezers. By fuzing dual‐branch time–frequency features with physical dynamical constraints, it achieves high‐accuracy calibration of trap parameters from short‐window, low‐frequency trajectories, outperforming traditional methods ...
Qi Zheng, Wenfeng Fan, Feng Li, Jian Wu, Wei Quan   +4 more
wiley   +1 more source

Numerical Distribution Functions for Unit Root and Cointegration Tests [PDF]

This paper employs response surface regressions based on simulation experiments to calculate distribution functions for some well-known unit root and cointegration test statistics.
James G. MacKinnon
core  

On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors [PDF]

, 1995
In this paper we derive the exact moments of the asymptotic distributions of the OLS estimate and t-statistic in an unstable AR(1) with dependent errors.
Gonzalo, Jesús, Pitarakis, Jean-Yves
core