Testing for a linear MA model against threshold MA models
نویسندگان
چکیده
منابع مشابه
Testing for a Linear Ma Model against Threshold Ma Models
This paper investigates the (conditional) quasi-likelihood ratio test for the threshold in MA models. Under the hypothesis of no threshold, it is shown that the test statistic converges weakly to a function of the centred Gaussian process. Under local alternatives, it is shown that this test has nontrivial asymptotic power. The results are based on a new weak convergence of a linear marked empi...
متن کامل1895-1900 Ma LAJP 2627:Ma
A sensitive and selective liquid chromatography tandem mass spectrometry (LC–MS/MS) method for determination of meropenem in rabbit plasma was developed. After addition of triazolam as internal standard (IS), protein precipitation by acetonitrile was used in sample preparation. Chromatographic separation was achieved on a Restek Allure (TM) PFP Propyl (2.1 mm × 100 mm, 5 μm) column with acetoni...
متن کامل292-296 Ma LAJP 3128:Ma
A sensitive and simple liquid chromatography/electrospray mass spectrometry (LC-MS/MS) method for determination of gefitinib in rat plasma using one-step protein precipitation was developed. After addition of estazolam as internal standard (IS), protein precipitation by acetonitrile was used as sample preparation. Chromatographic separation was achieved on an SB-C18 (2.1 mm × 50 mm, 3.5 μm) col...
متن کاملMA 106 Linear Algebra lecture notes
8 Elementary operations and the rank of a matrix 25 8.1 Gauss transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25 8.2 Elementary row operations . . . . . . . . . . . . . . . . . . . . . . . . . 26 8.3 The augmented matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26 8.4 Row reducing a matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27 8.5 Elem...
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: The Annals of Statistics
سال: 2005
ISSN: 0090-5364
DOI: 10.1214/009053605000000598