Parameter estimation for uniform autoregressive processes.
Parameter estimation for uniform maximum process.
Parameter estimation in cosine regression
Parameter estimation in stochastic systems: some recent results and applications
Power of A Class of Goodness-of-Fit Tests I
Consider testing whether F = F0 for a continuous cdf on R = (-∞,∞) and for a random sample X1,..., Xn from F. We derive expansions of the associated asymptotic power based on the Cramer-von Mises, Kolmogorov-Smirnov and Kuiper statistics. We provide numerical illustrations using a double-exponential example with a shifted alternative.
Prediction problems related to a first-order autoregressive process in the presence of outliers
Outliers in a time series often cause problems in fitting a suitable model to the data. Hence predictions based on such models are liable to be erroneous. In this paper we consider a stable first-order autoregressive process and suggest two methods of substituting an outlier by imputed values and then predicting on the basis of it. The asymptotic properties of both the process parameter estimators and the predictors are also studied.
Principe d'invariance sur le processus de vraisemblance
Problème d'identification dans le modèle de Cox
Propriété asymptotique d’un modèle statistique pour une chaîne de Markov à valeurs dans
Propriétés asymptotiques presque sûres de l'estimateur des moindres carrés d'un modèle autorégressif vectoriel