Results 241 to 250 of about 16,705,604 (281)

Asymptotic Waveform Evaluation With Higher Order Poles

IEEE Transactions on Circuits and Systems I: Regular Papers, 2021
The research generalizes the traditional asymptotic waveform evaluation method only with first order poles to the method with higher order poles case. We discuss the invertibility of the induced generalized Vandermonde matrix with the determinant formula of the matrix.
Yao-Lin Jiang, Jun-Man Yang
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Between stability and higher-order asymptotics

Statistics and Computing, 2001
We discuss the effects of model misspecifications on higher-order asymptotic approximations of the distribution of estimators and test statistics. In particular we show that small deviations from the model can wipe out the nominal improvements of the accuracy obtained at the model by second-order approximations of the distribution of classical ...
RONCHETTI E., VENTURA, LAURA
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Higher‐order asymptotics in finance

WIREs Computational Statistics, 2012
AbstractA primary motivation of higher‐order asymptotic statistical analysis is to improve the first‐order limiting result in accordance with the celebrated Central Limit Theorem in the sense that a better approximation with higher order accuracy can be attained. In this article, several important tools in asymptotic analysis for obtaining higher‐order
N. H. Chan, S. C. P. Yam
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Higher Order Asymptotic Efficiency and Asymptotic Completeness

1981
In this chapter the concept of (higher order) asymptotic completeness of an estimator is introduced and it is shown that the maximum likelihood estimator is second order and third order asymptotically complete. Further the second order asymptotic efficiency of unbiased confidence intervals is discussed.
Masafumi Akahira, Kei Takeuchi
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Asymptotic Properties of Higher-Order Periodograms

Theory of Probability & Its Applications, 1996
Correlation properties of periodograms of third order and of the cumulant periodogram of fourth order are studied. The periodograms are used by the author to construct nonparametric estimators of the bispectral and trispectral density, respectively, of a strictly stationary stochastic process with discrete time.
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Higher order asymptotics of solutions of a singular ODE

Asymptotic Analysis, 2015
We consider an initial value problem for a singular second-order differential equation stemming from an optimal control problem in financial economics and possessing infinitely many solutions. If one looks for these solutions in the form of a power series then a formal approach leads to a series whose radius of convergence is zero (for some values of ...
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Higher Order Asymptotic Efficiency

1981
Second order efficiency of asymptotically efficient estimators has been discussed by Fisher [20], Rao [37], [38] and others in terms of loss of information. Recently Chibisov [15], [16] has shown that a maximum likelihood estimator (MLE) is second order asymptotically efficient in this sense.
Masafumi Akahira, Kei Takeuchi
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Higher‐order asymptotics of minimax estimators for time series

Journal of Time Series Analysis, 2022
We consider the minimax estimation of time series in view of higher‐order asymptotic theory. Under the framework of Bayesian inference, we focus on the Bayes estimator and the Bayesian Whittle estimator for parameter estimation. It is shown that these estimators are minimax with respect to the Bayes risk of higher‐order bias appeared in their ...
Xiaofei Xu, Yan Liu, Masanobu Taniguchi
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Asymptotic, Higher Order

2011
Higher order asymptotic deals with two sorts of closely related things. First, there are questions of approximation. One is concerned with expan- sions or inequalities for a distribution function. Second, there are inferential issues. These involve, among other things, the application of the ideas of the study of higher order e¢ ciency, admissibility ...
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Higher‐order asymptotics under model misspecification

Canadian Journal of Statistics, 1996
AbstractMost of the higher‐order asymptotic results in statistical inference available in the literature assume model correctness. The aim of this paper is to develop higher‐order results under model misspecification. The density functions to O(n−3/2) of the robust score test statistic and the robust Wald test statistic are derived under the null ...
Viraswami, K., Reid, N.
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