In this study, the air temperature data obtained from “State Meteorological Service”, including 58 stations in Turkey for a period of 45 years between 19501994, was investigated. By using the yearly average temperatures, temperature time series were formed for mean temperatures for 58 stations. Gaussian smoothing, Mann-Kendall rank correlation and Wald-Wolfowitz serial correlation tests were ap...

In this paper, we study intergenerational stochastic games that can be viewed as a special class of overlapping generations models under uncertainty. Making use of the theorem of Dvoretzky, Wald and Wolfowitz [27] from the statistical decision theory, we obtain new results on stationary Markov perfect equilibria for the aforementioned games, with a general state space, satisfying rather mild co...

We consider a robust version of the classical Wald test statistics for testing simple and composite null hypotheses for general parametric models. These test statistics are based on the minimum density power divergence estimators instead of the maximum likelihood estimators. An extensive study of their robustness properties is given though the influence functions as well as the chi-square infla...

To test for equality of variances given two independent random samples from univariate normal populations, popular choices would be the two-sample F test and Levene’s test. The latter is a nonparametric test while the former is parametric: it is the likelihood ratio test, and also a Wald test. Another Wald test of interest is based on the difference in the sample variances. We give a nonparamet...

The motivation of the study is to assess role education, technological innovation, financial and clean energy consumption trade openness on environmental sustainability in Vietnam. implemented symmetric asymmetric frameworks document explanatory variables’ coefficients ES. Study findings suggest that prompt by lowering carbon emission ecological imbalance long short run. Regarding assessment, s...

The paper sought to explore the effect of capital flight on economic growth nexus in Ghana. study used quarterly time series data from 1976 2020 test three hypotheses. non-linear autoregressive distributive lagged employing unit root test, co-integration and Wald assess asymmetrical relationship among variables. posits that both positive negative changes affect significantly. Again, revealed ot...

In this paper a robust version of the Wald test statistic for composite likelihood is 11 considered by using the composite minimum density power divergence estimator instead of the 12 composite maximum likelihood estimator. This new family of test statistics will be called Wald-type 13 test statistics. The problem of testing a simple and a composite null hypothesis is considered and 14 the robu...

Vector autoregressive (VAR) models have often been used in the econometric literature as useful models to describe stationary/non-stationary time series. Additionally cointegrating vectors are of primary interest for researchers who investigate the long-run stable relationship between economic variables. In VAR models it is well known that cointegrating vectors are identifiable only up to their...

We develop a test for equality of variances given two independent random samples of observations. The test can be expected to perform well when both sample sizes are at least moderate and the sample variances are asymptotically equivalent to the maximum likelihood estimators of the population variances. The test is motivated by and is here assessed for the case when both populations sampled are...

This paper shows how satellite owner/operators may use sequential estimates of collision probability, along with a prior assessment of the base risk of collision, in a compound hypothesis ratio test to inform decisions concerning collision risk mitigation maneuvers. The compound hypothesis test reduces to a simple probability ratio test, which appears to be a novel result. The test satisfies to...