منابع مشابه
Robert T. Gorman
Goodness of Fit (GOF) tests for non-location/scale families of distributions have not been studied extensively. Previous research has focused on the case where the distribution function is either completely specified or a member of a location/scale family. A new test statistic, which resembles a regression sum of squares, is developed and its properties investigated in this dissertation. This s...
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For long memory time series models with uncorrelated but dependent errors, we establish the asymptotic normality of the Whittle estimator under mild conditions. Our framework includes the widely used FARIMA models with GARCH-type innovations. To cover nonstationary fractionally integrated processes, we extend the idea of Abadir, Distaso and Giraitis (2007, Journal of Econometrics 141, 13531384)...
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ژورنال
عنوان ژورنال: PS: Political Science & Politics
سال: 1997
ISSN: 1049-0965,1537-5935
DOI: 10.1017/s1049096500042748