Results 81 to 90 of about 116,576,914 (160)

Asymptotic theory of integrated conditional moment tests [PDF]

open access: yes
In this paper we derive the asymptotic distribution of the test statistic of a generalized version of the integrated conditional moment (ICM) test of Bierens (1982, 1984), under a class of Vn-local alternatives, where n is the sample size.
Ploberger, W., Bierens, H.J.
core  

Extreme vulnerability to intruder attacks destabilizes network dynamics. [PDF]

open access: yesNat Commun
Nazerian A   +5 more
europepmc   +1 more source

Asymptotic Theory for a Vector ARMA-GARCH Model, [PDF]

open access: yes
This paper investigates the asymptotic theory for a vector ARMA-GARCH model. The conditions for the strict stationarity, ergodicity, and the higherorder moments of the model are established.
Michael McAleer, Shiqing Ling
core  

Asymptotic Results with Generalized Estimating Equations for Longitudinal data II [PDF]

open access: yes
We consider the marginal models of Liang and Zeger (1986) for the analysis of longitudinal data and we develop a theory of statistical inference for such models.
Ioana Schiopu-Kratina, R. M. Balan
core  

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