Corrigendum to “Asymptotic results for spatial causal ARMA models”
نویسندگان
چکیده
منابع مشابه
Asymptotic results for spatial causal ARMA models
The paper establishes a functional central limit theorem for the empirical distribution function of a stationary, causal, ARMA process given by Xs,t = i≥0 j≥0 a i,j ξ s−i,t−j , (s, t) ∈ Z 2 , where the ξ i,j are independent and identically distributed, zero mean innovations. By judicious choice of σ−fields and element enumeration, one dimensional martingale arguments are employed to establish t...
متن کاملa new approach to credibility premium for zero-inflated poisson models for panel data
هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...
15 صفحه اولSome Asymptotic Results For Phase Transition Models
This thesis analyzes two types of phase transition models, namely the Cahn–Hilliard model and the Becker–Döring model. In the Cahn–Hilliard setting, this thesis establishes a second-order Γ-convergence result for the mass-constrained Cahn–Hilliard energy. This is obtained using a new variant of the Pòlya–Szegő inequality, along with some new regularity results for the isoperimetric function. Fo...
متن کاملRobust Estimation for Arma Models
This paper introduces a new class of robust estimates for ARMA models. They are M-estimates, but the residuals are computed so the effect of one outlier is limited to the period where it occurs. These estimates are closely related to those based on a robust filter, but they have two important advantages: they are consistent and the asymptotic theory is tractable. We perform a Monte Carlo where ...
متن کاملR-estimation for Arma Models
This paper is devoted to the R-estimation problem for the parameter of a stationary ARMA model. The asymptotic uniform linearity of a suitable vector of rank statistics leads to the asymptotic normality of √ n-consistent R-estimates resulting from the minimization of the norm of this vector. By using a discretized √ n-consistent preliminary estimate, we construct a new class of one-step R-estim...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2014
ISSN: 1935-7524
DOI: 10.1214/14-ejs922