✦ LIBER ✦

Testing hypotheses on the “drift” of parameters in ARMA and ARCH models

✍ Scribed by M. V. Boldin; I. G. Erlikh

Book ID: 111503715
Publisher: Allerton Press Inc
Year: 2009
Tongue: English
Weight: 752 KB
Volume: 18
Category: Article
ISSN: 1066-5307
DOI: 10.3103/s1066530709010013

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimating and Testing Linear Hypotheses

Estimating and Testing Linear Hypotheses on Parameters in the Log-linear Model

✍ Kullback, S. 📂 Article 📅 1973 🏛 Wiley (John Wiley & Sons) ⚖ 790 KB

It is a consequence of the minimum discrimination information theorem, that minimum discrimination information distributions are formulated as members of an exponential family (CAMPBELL, 1970; KULLBACK, 1959). For applications to the analysis of contingency tables i t is useful to express the expone

On Hypotheses Testing for the Selection

On Hypotheses Testing for the Selection of Spatio-Temporal Models

✍ Ana Mónica C. Antunes; Tata Subba Rao 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 743 KB

Testing Hypotheses About the Number of F

Testing Hypotheses About the Number of Factors in Large Factor Models

✍ Alexei Onatski 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 416 KB

Tests of hypotheses in discrete models b

Tests of hypotheses in discrete models based on the penalized Hellinger distance

✍ Ayanendranath Basu; Ian R. Harris; Srabashi Basu 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 473 KB

Testing Hypotheses on Discriminant Space

Testing Hypotheses on Discriminant Space in the Mixture Model of Gaussian Distributions

✍ R. Rudzkis; M. Radavičius 📂 Article 📅 2003 🏛 Springer Netherlands 🌐 English ⚖ 89 KB

Testing in Normal Mixture Models with So

Testing in Normal Mixture Models with Some Information on the Parameters

✍ Brigitte Mangin; Bruno Goffinet; Jean Michel Elsen 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 551 KB