Results 51 to 60 of about 6,198,544 (193)
Asymptotic normality for sums along data-dependent sampling schemes [PDF]
, 2005 Let X_={X_,t^1∈N},..., X_={X_, t^d∈N} be independent sequences of i.i.d. real-valued random variables and let S_t=S_+…+S_ where t=(t^1,...,t^d) and S_=Σ_≤t^i-μ_i)/σ_i), i=1,...,d.
Shikimi, Takuhisa
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Local Linear Regression for Functional Ergodic Data with Missing at Random Responses
MathematicsIn this article, we develop a novel kernel-based estimation framework for functional regression models in the presence of missing responses, with particular emphasis on the Missing At Random (MAR) mechanism.
Yassine Baghli +2 more
doaj +1 more source
An Asymptotic Analysis of Nearly Unstable inar (1) Models [PDF]
This paper considers integer-valued autoregressive processes where the autoregression parameter is close to unity.We consider the asymptotics of this `near unit root' situation.The local asymptotic structure of the likelihood ratios of the model is ...
Werker, B.J.M. +2 more
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Parameter estimation in nonlinear AR–GARCH models [PDF]
This paper develops an asymptotic estimation theory for nonlinear autoregressive models with conditionally heteroskedastic errors. We consider a general nonlinear autoregression of order p (AR(p)) with the conditional variance specified as a general ...
Mika Meitz, Pentti Saikkonen
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Sensitivity of normal-based triple sampling sequential point estimation to the normality assumption [PDF]
, 2013 This article discusses the sensitivity of the sequential normal-based triple sampling procedure for estimating the population mean to departures from normality.
Yousef, A.S., Hamdy, H.I., Kimber, A.C.
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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 +2 more
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Confidence sets in nonparametric calibration of exponential Lévy models [PDF]
Confidence intervals and joint confidence sets are constructed for the nonparametric calibration of exponential Lévy models based on prices of European options.
Jakob Söhl
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Normality Testing- A New Direction [PDF]
This paper is concerned with the evaluation of the performance of the normality tests to ensure the validity of the t-statistics used for assessing significance of regressors in a regression model.
Islam, Tanweer ul
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Behavior of the maximum likelihood in quantum state tomography
New Journal of Physics, 2018 Quantum state tomography on a d -dimensional system demands resources that grow rapidly with d . They may be reduced by using model selection to tailor the number of parameters in the model (i.e., the size of the density matrix).
Travis L Scholten, Robin Blume-Kohout
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A Bernstein–von Mises Theorem for Parametric Competing Risks Under Hybrid Censoring
MathematicsWe establish a Bernstein–von Mises (BvM) theorem for parametric competing-risks models under hybrid Type-I censoring, where observation stops at the random time τn=min(X(r),T0).
Nargiza Nurmukhamedova +7 more
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