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

Juha Ahtola; George C. Tiao

Displaying similar documents to “Some aspects of parameter inference for nearly nonstationary and nearly non invertible ARMA models (II).”

An exploratory canonical analysis approach for multinomial populations based on the $φ$ -divergence measure

Julio A. Pardo, Leandro Pardo, María Del Carmen Pardo, K. Zografos (2004)

Kybernetika

Similarity:

In this paper we consider an exploratory canonical analysis approach for multinomial population based on the $φ$ -divergence measure. We define the restricted minimum $φ$ -divergence estimator, which is seen to be a generalization of the restricted maximum likelihood estimator. This estimator is then used in $φ$ -divergence goodness-of-fit statistics which is the basis of two new families of statistics for solving the problem of selecting the number of significant correlations as well as the...

The Kolmogorov-Smirnov distance as criterion of choice of estimators with application to the first order auto-regressive case : a Monte Carlo study

Thuan V. Truong (1984)

RAIRO - Operations Research - Recherche Opérationnelle

Similarity:

First and second order asymptotic efficiencies of estimators

C. Radhakrishna Rao (1962)

Annales scientifiques de l'Université de Clermont. Mathématiques

Similarity:

Classical and bayesian approaches to the change-point problem : fixed sample and sequential procedures

S. Zacks (1982)

Statistique et analyse des données

Similarity:

Chi-squared goodness-of-fit test for the family of logistic distributions

Neige Aguirre, Mikhail Nikulin (1994)

Kybernetika

Similarity:

Statistical decision for bivariate extremes

Tiago de Oliveira, J. (1965)

Portugaliae mathematica

Similarity:

Displaying similar documents to “Some aspects of parameter inference for nearly nonstationary and nearly non invertible ARMA models (II).”

An exploratory canonical analysis approach for multinomial populations based on the φ -divergence measure

The Kolmogorov-Smirnov distance as criterion of choice of estimators with application to the first order auto-regressive case : a Monte Carlo study

First and second order asymptotic efficiencies of estimators

Classical and bayesian approaches to the change-point problem : fixed sample and sequential procedures

Chi-squared goodness-of-fit test for the family of logistic distributions

Statistical decision for bivariate extremes

An exploratory canonical analysis approach for multinomial populations based on the $φ$ -divergence measure