The coalescence of pairs of massive black holes are the strongest and most promising sources for LISA. In fact, the gravitational wave signal from the final inspiral and merger will be detectable throughout the universe. In this paper we describe the first step in a two-step hierarchical search for the gravitational wave signal from inspiraling massive BH binaries. It is based on a method routi...

In this article, statistical properties of the root mean square deviation (RMSD) item fit statistic in response models are studied. It is shown that RMSD estimates will indicate even misfit for items whose parametric assumption function correct (i.e., fitting items) if some functions test misspecified. Moreover, it demonstrated values misfitting and depend on proportion items. We propose three ...

We consider a change-point test based on the Hill estimator to for structural changes in tail index of Long Memory Stochastic Volatility time series. In order determine asymptotic distribution corresponding statistic, we prove uniform reduction principle empirical process two-parameter Skorohod space. It is shown that such displays dichotomous behavior according an interplay between Hurst param...

We report on our F-statistic search for white-dwarf binary signals in the Mock LISA Data Challenge 1B (MLDC1B) . We focus in particular on the improvements in our search pipeline since MLDC1, namely refinements in the search pipeline and the use of a more accurate detector response (rigid adiabatic approximation). The search method employs a hierarchical template-grid based exploration of the p...

We report on our F-statistic search for white-dwarf binary signals in the Mock LISA Data Challenge 1B (MLDC1B) . We focus in particular on the improvements in our search pipeline since MLDC1, namely refinements in the search pipeline and the use of a more accurate detector response (rigid adiabatic approximation). The search method employs a hierarchical template-grid based exploration of the p...

Con dence intervals and tests for the location parameter are considered for time series generated by FEXP models. Since these tests mainly depend on the unknown fractional di erencing parameter d, the distribution of d̂ plays a major role. An exact closed form expresssion for the asymptotic variance of d̂ is given for FEXP models with cosine functions. It is shown that the variance increases line...

We consider unbiased estimation following a group sequential test for distributions in a one-parameter exponential family. We show that, for an estimable parameter function, there exists uniquely an unbiased estimator depending on the sufficient statistic and based on the truncation-adaptation criterion (Liu and Hall (1999)); moreover, this estimator is identical to one based on the Rao-Blackwe...

The purpose of this paper is to evaluate the reliability in finite samples of different methods for constructing probabilistic parameter confidence regions in prediction error identification using Output Error (OE) models. The paper presents alternatives to the ”classical method” of constructing asymptotically valid confidence regions, which is based on the asymptotic statistical properties of ...

The statistics of generalized F tests are quotients of linear combinations of independent chi-squares. Given a parameter, θ, for which we have a quadratic unbiased estimator, θ̃, the test statistic, for the hypothesis of nullity of that parameter, is the quotient of the positive part by the negative part of such estimator. Using generalized polar coordinates it is possible to obtain selective ge...

This paper derives asymptotic approximations to the power of Cramer-von Mises (CvM) style tests for inference on a finite dimensional parameter defined by conditional moment inequalities in the case where the parameter is set identified. Combined with power results for Kolmogorov-Smirnov (KS) tests, these results can be used to choose the optimal test statistic, weighting function and, for test...