Further results on theh- test of Durbin for stable autoregressive processes
نویسندگان
چکیده
منابع مشابه
Further Results on Betweenness Centrality of Graphs
Betweenness centrality is a distance-based invariant of graphs. In this paper, we use lexicographic product to compute betweenness centrality of some important classes of graphs. Finally, we pose some open problems related to this topic.
متن کاملOn the existence of Hilbert valued periodically correlated autoregressive processes
In this paper we provide sufficient condition for existence of a unique Hilbert valued ($mathbb{H}$-valued) periodically correlated solution to the first order autoregressive model $X_{n}=rho _{n}X_{n-1}+Z_{n}$, for $nin mathbb{Z}$, and formulate the existing solution and its autocovariance operator. Also we specially investigate equivalent condition for the coordinate process...
متن کاملMaximum Likelihood Estimation for Α - Stable Autoregressive Processes
We consider maximum likelihood estimation for both causal and noncausal autoregressive time series processes with non-Gaussian αstable noise. A nondegenerate limiting distribution is given for maximum likelihood estimators of the parameters of the autoregressive model equation and the parameters of the stable noise distribution. The estimators for the autoregressive parameters are n-consistent ...
متن کاملFurther results on total mean cordial labeling of graphs
A graph G = (V,E) with p vertices and q edges is said to be a total mean cordial graph if there exists a function f : V (G) → {0, 1, 2} such that f(xy) = [(f(x)+f(y))/2] where x, y ∈ V (G), xy ∈ E(G), and the total number of 0, 1 and 2 are balanced. That is |evf (i) − evf (j)| ≤ 1, i, j ∈ {0, 1, 2} where evf (x) denotes the total number of vertices and edges labeled with x (x = 0, 1, 2). In thi...
متن کاملA Randomness Test for Stable Data
In this paper, we propose a new method for checking randomness of non-Gaussian stable data based on a characterization result. This method is more sensitive with respect to non-random data compared to the well-known non-parametric randomness tests.
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: Journal of Multivariate Analysis
سال: 2013
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2013.03.009