Testing linearity and modelling nonlinear time series
Timo Teräsvirta (1994)
Kybernetika
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Displaying similar documents to “Evidence for nonlinear asymmetric causality in US inflation, metal, and stock returns.”
Testing linearity and modelling nonlinear time series
Detecting non linearity a review
Dominique Guegan (1990)
Statistique et analyse des données
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One sample tests for the location of modes of nonnormal data.
Carolan, Anthony M., Rayner, J.C.W. (2001)
Journal of Applied Mathematics and Decision Sciences
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A robust test for variance
W. Zieliński (1991)
Applicationes Mathematicae
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Unit root test under innovation outlier contamination small sample case
Lynda Atil, Hocine Fellag, Karima Nouali (2006)
Discussiones Mathematicae Probability and Statistics
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The two sided unit root test of a first-order autoregressive model in the presence of an innovation outlier is considered. In this paper, we present three tests; two are usual and one is new. We give formulas computing the size and the power of the three tests when an innovation outlier (IO) occurs at a specified time, say k. Using a comparative study, we show that the new statistic performs better under contamination. A Small sample case is considered only.
An investigation of chaos in the -diode circuit using the BDS test.
Kasap, R., Kurt, E. (1998)
Journal of Applied Mathematics and Decision Sciences
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On multiple test procedures
Sture Holm (1980)
Banach Center Publications
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A simple statistic to test generalized palindromic symmetry model in a 4x4 contingency table.
Sadao Tomizawa (1993)
Qüestiió
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For a 4x4 contingency table, this note gives a simple statistic to test the goodness-of-fit of the generalized palindromic symmetry (GPS) model considered by McCullagh (1978). Also an asymptotic confidence interval for a parameter of interest in the GPS model is given. Two sets of unaided vision data are used as example.
The and the Peas: An Intuitive Modeling Approach to Hypothesis Testing
C. Neuhauser, E. Stanley (2011)
Mathematical Modelling of Natural Phenomena
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We propose a novel approach to introducing hypothesis testing into the biology curriculum. Instead of telling students the hypothesis and what kind of data to collect followed by a rigid recipe of testing the hypothesis with a given test statistic, we ask students to develop a hypothesis and a mathematical model that describes the null hypothesis. Simulation of the model under the null hypothesis allows students to compare their experimental...
Checking proportional rates in the two-sample transformation model
David Kraus (2009)
Kybernetika
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Transformation models for two samples of censored data are considered. Main examples are the proportional hazards and proportional odds model. The key assumption of these models is that the ratio of transformation rates (e. g., hazard rates or odds rates) is constant in time. A~method of verification of this proportionality assumption is developed. The proposed procedure is based on the idea of Neyman's smooth test and its data-driven version. The method is suitable for detecting monotonic...