Displaying similar documents to “An exploratory canonical analysis approach for multinomial populations based on the φ -divergence measure”

Some aspects of parameter inference for nearly nonstationary and nearly non invertible ARMA models (II).

Juha Ahtola, George C. Tiao (1984)

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This article will extend the discussion in Ahtola and Tiao (1984a) of the finite sample distribution of the score function in nearly nonstationary first order autoregressions to nearly noninvertible first order moving average models. This distribution theory can be used to appreciate the behavior of the score function in situations where the asymptotic normal theory is known to give poor approximations in finite samples. The approximate distributions suggested here can be...