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Comprehensive analysis of kampo medicine utilization across all outpatient departments with a focus on anesthesiology department/pain clinic at Kyoto university hospital over 12 years. [PDF]
J Pharm Health Care SciKato K +7 more
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H-NGPCA: Hierarchical clustering of data streams with adaptive number of clusters and adaptive dimensionality. [PDF]
PLoS OneMigenda N, Möller R, Schenck W.
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WIREs Computational Statistics, 2017
Unit roots are nonstationary autoregressive (AR) or autoregressive moving average (ARMA) time series processes which may include an intercept and/or a trend. These processes are used often in economics and finance, but can also be found in other scientific fields. Unit root tests address the null hypothesis of a unit root, and an alternative hypothesis
Edward Herranz
semanticscholar +3 more sources
Unit roots are nonstationary autoregressive (AR) or autoregressive moving average (ARMA) time series processes which may include an intercept and/or a trend. These processes are used often in economics and finance, but can also be found in other scientific fields. Unit root tests address the null hypothesis of a unit root, and an alternative hypothesis
Edward Herranz
semanticscholar +3 more sources
Performance of unit-root tests for non linear unit-root and partial unit-root processes
Communications in Statistics - Theory and Methods, 2016ABSTRACTThis paper investigates the finite-sample performance of the augmented Dickey–Fuller (ADF), Phillips–Perron (PP), momentum threshold autoregressive (M-TAR), Kapetanios–Shin–Snell (KSS), and the inf-t unit-root tests. Simulation results show that the ADF and KSS tests have better size, whereas other tests generate severe size distortions when ...
Lingxiang Zhang
semanticscholar +2 more sources
, 2018
A process might be non-stationary without being a unit root. The two concepts are related, but they are not identical and it is common to confuse the two. We can have non-stationarity without it being due to a unit root. We could have a seasonal model. Or, we could have a deterministic trend.
John Levendis
semanticscholar +2 more sources
A process might be non-stationary without being a unit root. The two concepts are related, but they are not identical and it is common to confuse the two. We can have non-stationarity without it being due to a unit root. We could have a seasonal model. Or, we could have a deterministic trend.
John Levendis
semanticscholar +2 more sources
UNIT ROOTS IN WHITE NOISE [PDF]
Econometric Theory, 2011 We show that the empirical distribution of the roots of the vector autoregression (VAR) of order p fitted to T observations of a general stationary or nonstationary process converges to the uniform distribution over the unit circle on the complex plane, when both T and p tend to infinity so that (ln T)/p → 0 and p3/T → 0.
Harald Uhlig, Alexei Onatski
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Unit roots: Periodogram ordinate
Statistics & Probability Letters, 2006zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bhattacharyya, B. B. +2 more
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Econometric Theory, 2006
This paper develops a dynamic switching model, with a random walk and a stationary regime, where the time spent in the random walk regime is endogeneously predetermined. More precisely, we assume that the process is recursively defined by
Gourieroux, Christian +1 more
openaire +2 more sources
This paper develops a dynamic switching model, with a random walk and a stationary regime, where the time spent in the random walk regime is endogeneously predetermined. More precisely, we assume that the process is recursively defined by
Gourieroux, Christian +1 more
openaire +2 more sources