Results 91 to 100 of about 236,683 (240)
Revista Colombiana de Estadística, 2009 En la literatura de series de tiempo se encuentran diferentes procedimientos para probar la hipótesis sobre el origen aleatorio o determinístico de la componente de tendencia de una serie.
ELKIN CASTAÑO, JORGE MARTÍNEZ
doaj
Bootstrap tests for unit roots based on lad estimation [PDF]
, 1997 In this paper we propose a new bootstrap test for unit roots in first order autoregressive models based on least absolute deviation (LAD) estimators.
Moreno, Marta, Romo, Juan
core +1 more source
Optimal model‐based design of experiments for parameter precision: Supercritical extraction case
The Canadian Journal of Chemical Engineering, EarlyView.Abstract This study investigates the process of chamomile oil extraction from flowers. A parameter‐distributed model consisting of a set of partial differential equations is used to describe the governing mass transfer phenomena in a cylindrical packed bed with solid chamomile particles under supercritical conditions using carbon dioxide as a solvent ...
Oliwer Sliczniuk, Pekka Oinas
wiley +1 more source
A note on nonidentification in truncated sampling distribution estimation [PDF]
Theoretical constraints on economic model parameters often are in the form of inequality restrictions. For example, many theoretical results are in the form of monotonicity or nonnegativity restrictions.
Ousmane Seck, William Barnett
core
Restricted Tweedie stochastic block models
Canadian Journal of Statistics, EarlyView.Abstract The stochastic block model (SBM) is a widely used framework for community detection in networks, where the network structure is typically represented by an adjacency matrix. However, conventional SBMs are not directly applicable to an adjacency matrix that consists of nonnegative zero‐inflated continuous edge weights.
Jie Jian, Mu Zhu, Peijun Sang
wiley +1 more source
A Simple Asymptotic Analysis of Residual-Based Statistics [PDF]
What s the asymptotic null distribution of a rank-based serial autocorrelation test applied to residuals of an estimated GARCH model?What s the limiting distribution of estimated ACD parameters applied to the residuals of some first-stage modelling ...
Andreou, E., Werker, B.J.M.
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Canadian Journal of Statistics, EarlyView.Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne +2 more
wiley +1 more source
Bayesian inverse ensemble forecasting for COVID‐19
Canadian Journal of Statistics, EarlyView.Abstract Variations in strains of COVID‐19 have a significant impact on the rate of surges and on the accuracy of forecasts of the epidemic dynamics. The primary goal for this article is to quantify the effects of varying strains of COVID‐19 on ensemble forecasts of individual “surges.” By modelling the disease dynamics with an SIR model, we solve the ...
Kimberly Kroetch, Don Estep
wiley +1 more source
A goodness‐of‐fit test for regression models with discrete outcomes
Canadian Journal of Statistics, EarlyView.Abstract Regression models are often used to analyze discrete outcomes, but classical goodness‐of‐fit tests such as those based on the deviance or Pearson's statistic can be misleading or have little power in this context. To address this issue, we propose a new test, inspired by the work of Czado et al.
Lu Yang +2 more
wiley +1 more source
Non‐negative Gaussian estimation of variance components in random effects models
Canadian Journal of Statistics, EarlyView.Abstract When used to estimate variance components (VCs), confidence intervals (CIs) can be truncated at zero, have a point estimate not in the quoted CI, be empty with positive probability, or be all‐inclusive. This is because they have conflicting dual roles, since they are considered to cover the parameter with a specified probability while also ...
André Plante, Michael Plante
wiley +1 more source