asymptotic distribution
Asymptotic distribution of sample covariance determinant
... an asymptotic distribution of sample covariance determi- nant will be ...this asymptotic distribution is more applicable in practice than the classical ...
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Precise Asymptotic Distribution of the Number of Isolated Nodes in Wireless Networks with Lognormal Shadowing
... precise asymptotic distribution of the number of isolated nodes in the net- work under the log-normal shadowing model, taking the complicated boundary effect into ...
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Asymptotic Distribution of the OLS Estimator for a Mixed Regressive, Spatial Autoregressive Model
... 2004) studies a two-stage least squares procedure and derives an asymptotic distribution of the quasi-maximum likelihood estimator. It has long been noted that the OLS estimator may be inconsistent (see, ...
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A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model
... We derive the asymptotics of the OLS estimator for a purely autoregressive spatial model. Only low-level conditions are used. As the sample size increases, the spatial matrix is assumed to approach a square-integrable ...
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The asymptotic distribution and robustness of the likelihood ratio and score test statistics
... their asymptotic distributions, and considerable work has been done on B artlett adjustment of the likelihood ratio statistic, the fundamental aim of which is to produce a modified statistic, asymptotically ...
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An Asymptotic Distribution Function of the Three Dimensional Shifted van der Corput Sequence
... An Asymptotic Distribution Function of the Three-Dimensional Shifted van der Corput Sequence Jana Fialová1, Ladislav Mišk2, Oto Strauch1 1.. Mathematical Institute, Slovak Academy of Sci[r] ...
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The Ruelle operator, zeta functions and the asymptotic distribution of closed orbits
... In recent work Parry and the author have derived asymptotic estimates for the number of closed orbits of an Axiom A flow [23]. (In the Axiom A case the proof is heavily dependent on the remarkable work of Bowen ...
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Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS
... One maintained assumption in Bai’s (1997b) and Bai and Perron’s (1998) analyses is that the regressors are uncorrelated with the errors so that OLS is an appropriate method of estimation. This is a leading case, of ...
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A Sequential Allocation Problem: The Asymptotic Distribution of Resources
... The non-cooperative equilibrium is unfair - In a non-cooperative context rational behavior implies that the most upstream individual consumes the full resource and passes nothing to the other individuals. The structure ...
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Robust inference in conditionally heteroskedastic autoregressions
... the asymptotic distribution of the (OLS) estimators entering the test ...stationary distribution of the data-generating process is symmetric and that essentially rule out leverage ...
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Regressions with Asymptotically Collinear Regressor
... the asymptotic behavior of the OLS estimator for regressions with two slowly varying ...the asymptotic distribution is normal one-dimensional and may belong to one of four types depending on the ...
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Confidence intervals for the estimated smoothing parameter in nonparametric regression
... Confidence intervals are constructed for the smoothing parameter that minimizes average squared error using the asymptotic distribution of the cross-validation function and by a version [r] ...
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Stock Prediction using ARMA
... The weak consistency of the intensity function estimator having a form of periodic function multiplied by the trend of power function proposed in [1]. The estimation method used in [1] is a non-parametric method, so the ...
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Qml inference for volatility models with covariates
... The remainder of the paper is organized as follows. In Section 2, we first discuss the strict stationarity. We then introduce the Gaussian quasi-maximum likelihood estimator for APARCH-X model (2) and derive conditions ...
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Poisson qmle of count time series models
... the asymptotic distribution of the PQMLE is no more ...Gaussian asymptotic distribution under the ...conditional distribution is ...
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The Asymptotic Form of Eigenvalues for a Class of Sturm-Liouville Problem with One Simple Turning Point
... order asymptotic distributions of the eigenvalues associated with a class of Sturm-Liouville problem with equation of the form w ′′ = ( λ 2 f x ( ) − R x ( )) w (1), on [ a b , ] , where λ is a real parameter and ...
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Asymptotic Stability of a Series Parallel Repairable System Consisting of Three Unit with Multiple Vacations of a Repairman
... We study a series-parallel repairable system consisting of three units with multiple vacations of a repairman. We first show that all points on the imagi- nary axis except zero belong to the resolvent set of the operator ...
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Capacity Analysis of MIMO Three Product Channels
... and asymptotic probability density functions of the arbitrary eigenvalue of the ...and asymptotic expression for the ergodic capacity of the system is ...the asymptotic analytical results provide a ...
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Performance and Analysis of MIMO Multichannel Beamforming under the Double Scattering Channel
... derived asymptotic expansions on the eigen-value distribution of the MIMO channel matrix, introducing a new method known as “Expand-Remove-Omit ...The asymptotic expansion was then applied to get the ...
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Trojans in Wireless Sensor Networks
... In this thesis, an empirical likelihood method based on influence function is developed and used to construct confidence intervals for the Lorenz ordinates. This method is defined under the simple random sampling and the ...
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