Asunción Rubio, Jan Amos Vísek (1997)
Qüestiió
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An estimator of the contamination level of data is proposed in the framework of linear models and its asymptotic behavior is investigated. A numerical study illustrates its finite sample performance under an alternative.
O. Lange (1955)
Colloquium Mathematicae
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Adès, Michel, Dion, Jean-Pierre, MacGibbon, Brenda (2005)
Serdica Mathematical Journal
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2000 Mathematics Subject Classification: 60J60, 62M99. In this paper, we study the quasi-likelihood estimator of the drift parameter θ in the Ornstein-Uhlenbeck diffusion process, when the process is observed at random time points, which are assumed to be unobservable. These time points are arrival times of a Poisson process with known rate. The asymptotic properties of the quasi-likelihood estimator (QLE) of θ, as well as those of its approximations are also elucidated....
Marie Hušková (1990)
Kybernetika
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Miguel González, Manuel Molina (1998)
Extracta Mathematicae
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Dion, J., Gauthier, G., Latour, A. (1995)
Serdica Mathematical Journal
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In this paper, we indicate how integer-valued autoregressive time series Ginar(d) of ordre d, d ≥ 1, are simple functionals of multitype branching processes with immigration. This allows the derivation of a simple criteria for the existence of a stationary distribution of the time series, thus proving and extending some results by Al-Osh and Alzaid [1], Du and Li [9] and Gauthier and Latour [11]. One can then transfer results on estimation in subcritical multitype branching processes...