The paper considers studentized tests in time series regressions with nonparametrically autocorrelated errors. The studentization is based on robust standard errors with truncation lagM = bT for some constant b 2 (0; 1] and sample size T: It is shown that the nonstandard …xed-b limit distributions of such nonparametrically studentized tests provide more accurate approximations to the …nite samp...

| Providing quality of service (QoS) guarantees over wireless links requires thorough understanding and quantiication of the interactions among the traac source, the wireless channel, and the underlying link-layer error control mechanisms. In this paper, we account for such interactions in an analytical model that we use to investigate the delay distribution and the packet discard rate over a w...

Estimating animal home ranges is a primary purpose of collecting tracking data. Many widely used range estimators, including conventional kernel density assume independently-sampled In stark contrast, modern datasets are almost always strongly autocorrelated. The incongruence between estimator assumptions and empirical reality often leads to systematically underestimated ranges. Autocorrelated ...

This paper considers several tests of orthogonality conditions in linear models where stochastic errors may be heteroskedastic or autocorrelated. It is shown that these tests can be performed with Wald statistics obtained from simple auxiliary regressions. JEL Classification Number: C20 Word Count: 1460 Address for correspondence: Seung Chan Ahn, Department of Economics, Arizona State Universit...

Endpoints detection play the important role in speech recognition. But the performance of some often used algorithms will decrease under low SNR conditions. A new concept as distance between autocorrelated functions is brought fully, and a new endpoint detecting method based on it is discussed in this paper. Results from experiment show that this new method has higher performance in endpoint de...

In deformation analysis the functional relationship between the acting forces and the resulting deformations should be established. If time depending observations are given, a regression could be used as functional model. In case of stochastic model uncorrelated observations with identical variance are assumed. Due to the high sampling rate a small time difference arises between two observation...

This paper provides a detailed description of the packet dropping process connected with the buffer overflows in a network node. Namely, we show the formulas for the most important loss characteristics, both in the transient and the stationary regime and then illustrate them via numerical examples. In order to make it possible to obtain the dropping characteristics for strongly autocorrelated a...