搜索结果: 1-15 共查到“统计学 Unit 2”相关记录16条 . 查询时间(0.484 秒)
Near Unit Root in the Spatial Autoregressive Model
Spatial autoregressive model Spatial unit root Near unit root Two stage least square Quasi-maximum likelihood estimatio
2016/1/19
This paper studies the spatial autoregressive (SAR) model for cross sectional data when the true spatial e¤ect parameter is near unity. We decompose the data generating process into an unstable compon...
Probit transformation for kernel density estimation on the unit interval
transformation kernel density estimator boundary bias local likelihood density estimation local log-polynomial density estimation
2013/4/27
Kernel estimation of a probability density function supported on the unit interval has proved difficult, because of the well known boundary bias issues a conventional kernel density estimator would ne...
Unified theoretical framework for unit root and fractional unit root
First autoregression fractional integration explosive processes unit root fractional unit
2012/11/22
To distinguish between purely fractionally integrated (FI) processes, we propose in this article an appropriate fractional Dickey-Fuller test (F-DF). This extends the familiar Dickey-Fuller (1979) typ...
Parameter estimation in a spatial unit root autoregressive model
Spatial autoregressive processes unit root models
2011/3/23
Spatial autoregressive model $X_{k,\ell}=\alpha X_{k-1,\ell}+\beta X_{k,\ell-1}+\gamma X_{k-1,\ell-1}+\epsilon_{k,\ell}$ is investigated in the unit root case, that is when the parameters are on the b...
Parameter estimation in a spatial unit root autoregressive model
Spatial autoregressive processes unit root models
2011/3/22
Spatial autoregressive model $X_{k,\ell}=\alpha X_{k-1,\ell}+\beta X_{k,\ell-1}+\gamma X_{k-1,\ell-1}+\epsilon_{k,\ell}$ is investigated in the unit root case, that is when the parameters are on the b...
Monitoring Procedures to Detect Unit Roots and Stationarity
Autoregressive unit root change-point control chart nonparametric smooth-ing sequential analysis weighted partial sum process
2010/3/9
When analysing time series an important issue is to decide whether the time
series is stationary or a random walk. Relaxing these notions, we consider the problem to
decide in favor of the I(0)- or ...
Inference for MA(1) processes with a root on or near the unit circle
Inference for MA(1) processes a root on or near the unit circle
2009/9/22
This paper considers maximum likelihood estimation
(MLE) for MA(1) processes when the moving average parameter is on
or near the unit circle. The asymptotic theory to be presented allows
the use of...
Sojourn time of some reflected Brownian motion in the unit disk
reflected Brownian motion boundary value problems fractional linear transformation
2009/9/22
We study the heat diffusion in a domain with an obstacle
inside. More precisely, we are interested in the quantity of heat
in so far as a function of the position of the heat source at time 0. This
...
On some connections between random partitions of the unit segment and the Poisson process
some connections random partitions of the unit segment the Poisson process
2009/9/22
Let D, be the diameter of a partition of the interval [0, t]
by renewal moments of a standard Poisson process. Then DJln t + 1 for
t + co, in probability. Other theorems on diameters are obtained. J...
Testing of Unit and Fractional Roots in the Context of Deterministic Trends with Weakly Autocorrelated Disturbances
Testing of Unit Fractional Roots Deterministic Trends
2009/9/17
Testing of Unit and Fractional Roots in the Context of Deterministic Trends with Weakly Autocorrelated Disturbances。
Distribution of a random functional of a Ferguson-Dirichlet process over the unit sphere
Kuo multivariate c-characteristic function Ferguson-Dirichlet process
2009/3/20
Jiang, Dickey, and Kuo [12] gave the multivariate c-characteristic function and showed that it has properties similar to those of the multivariate Fourier transformation. We first give the multivariat...
Analysis of Models with Complex Roots on the Unit Circle
Complex B-N decomposition complex roots limiting distribution numerical integration unit root
2009/3/6
This paper deals with nonstationary autoregressive (AR) models with complex roots on the unit circle. We examine the asymptotic properties of the least squares estimators (LSEs) in the model. We also ...
Analysis of Models with Complex Roots on the Unit Circle
Complex B-N decomposition complex roots limiting distribution numerical integration unit root
2009/3/6
This paper deals with nonstationary autoregressive (AR) models with complex roots on the unit circle. We examine the asymptotic properties of the least squares estimators (LSEs) in the model. We also ...
Some limit properties for information based model selection criteria are given in the context of unit root evaluation and various assumptions about initial conditions. Allowing for a nonparametric sho...
Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix A matrix generalization of leung’s domination result
Noncentral Wishart matrix identity noncentrality matrix decision-theoretic estimation matrix loss function Lowner matrix ordering Haffians
2009/2/23
The main aim is to estimate the noncentrality matrix of a noncentral Wishart distribution. The method used is Leung’s but generalized to a matrix loss function. Parallelly Leung’s scalar noncentral Wi...