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Cumulative Residual Tsallis Entropy-Based Test of Uniformity and Some New Findings
Mathematics, 2022 The Tsallis entropy is an extension of the Shannon entropy and is used extensively in physics. The cumulative residual Tsallis entropy, which is a generalization of the Tsallis entropy, plays an important role in the measurement uncertainty of random ...
Mohamed S. Mohamed +3 more
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Asymptotic Properties of Residual Based Tests for Cointegration [PDF]
Econometrica, 1990 This paper develops an asymptotic theory for residual based tests for cointegration. Attention is given to the augmented Dickey-Fuller (ADF) test and the Z(subscript "alpha") and Z(subscript "t") unit root tests. Two new tests are also introduced.
Phillips, Peter C B, Ouliaris, S
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Residual-based rank specification tests for AR–GARCH type models [PDF]
Journal of Econometrics, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Andreou, Elena +3 more
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Estimating the Volatility of Cocoa Price Return with ARCH and GARCH Models [PDF]
Coffee and Cocoa Research Journal, 2013 Dynamics of market changing as a result of market liberalization have an impact on agricultural commodities price fluctuation. High volatility on cocoa price movement reflect its price and market risk.
Lya Aklimawati, Teguh Wahyudi
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A residual-based bootstrap test for panel cointegration [PDF]
Economics Bulletin, 2009 We address the issue of panel cointegration testing in dependent panels, showing by simulations that tests based on the stationary bootstrap deliver good size and power performances even with small time and cross-section sample sizes and allowing for a ...
DI IORIO, FRANCESCA, S. Fachin
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Non-Parametric Test for Decreasing Uncertainty of Residual Life Distribution (DURL)
Mathematics, 2023 In this paper, we propose a new statistic to test the monotonicity of uncertainty based on derivative criteria and the histogram method. We test the null hypothesis that residual entropy is constant against the fact that it decreases over time. Hence, by
Hassina Benaoudia, Amar Aissani
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A modular adaptive residual generator for a diagnostic system that detects sensor faults on engine test beds [PDF]
Journal of Sensors and Sensor Systems, 2022 It is a great challenge to apply a diagnostic system for sensor fault detection to engine test beds. The main problem is that such test beds involve frequent configuration changes or a change in the entire test engine.
M. Wohlthan +3 more
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Frontiers in Physics, 2022 The critical damage value of rock is an important parameter of stability analysis when engineering rock mass. Based on the previous single test method, this paper, combined with the deformation characteristics of rock residual phase under different ...
Hua Li +10 more
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Sensors, 2022 Building segmentation is crucial for applications extending from map production to urban planning. Nowadays, it is still a challenge due to CNNs’ inability to model global context and Transformers’ high memory need.
Batuhan Sariturk, Dursun Zafer Seker
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Frontiers in Energy Research, 2023 Existing False data injection attack (FDIA) detection methods based on measurement similarity testing have difficulty in distinguishing between actual power grid accidents and FDIAs.
Yihua Zhu +7 more
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