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Displaying similar documents to “Multivariate smooth transition AR model with aggregation operators and application to exchange rates”

Test of linear hypothesis in multivariate models

Lubomír Kubáček (2007)

Kybernetika

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In regular multivariate regression model a test of linear hypothesis is dependent on a structure and a knowledge of the covariance matrix. Several tests procedures are given for the cases that the covariance matrix is either totally unknown, or partially unknown (variance components), or totally known.

Applications of regime-switching models based on aggregation operators

Jozef Komorník, Magda Komorníková (2007)

Kybernetika

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A synthesis of recent development of regime-switching models based on aggregation operators is presented. It comprises procedures for model specification and identification, parameter estimation and model adequacy testing. Constructions of models for real life data from hydrology and finance are presented.

External properness

Moisés Bonilla, Michel Malabre, Jaime Pacheco (2008)

Kybernetika

Similarity:

In this paper, we revisit the structural concept of properness. We distinguish between the properness of the whole system, here called internal properness, and the properness of the “observable part” of the system. We give geometric characterizations for this last properness concept, namely external properness.