Asymptotic Properties of Estimators
Asymptotic properties of wavelet estimators in heteroscedastic semiparametric model based on negatively associated innovations
... obtain estimators of the unknown quantities in (1.1) and their asymptotic properties, (see ...the asymptotic normality of the estimators for β and g were derived in ...
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Asymptotic Properties of Probability Measure Estimators in a Nonparametric Model
... the asymptotic normality results are wider than those obtained by the Monte Carlo simulations except for those with splines located in the middle region where we have a good ...
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Some problems of inference in two-dimensional distributions
... using asymptotic properties of estimators for finite sample ...with asymptotic properties of ...for asymptotic theory to hold, without really defining how large N should ...
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TAR(p)/ARCH(1) Process with an Arbitrary Threshold: Guaranteed Parameter Estimation and Change-Point Detection
... of asymptotic properties of estimators of unknown parameters of the given models it is important to obtain necessary and sufficient conditions for ergodicity or even strongly for geometric ergodicity ...
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On asymptotic properties of the least squares estimators for autogressive time series with a unit root.
... Anderson (1959) extended Maan and Wald's result to the case where et are assumed to be independent (0,a 2 ) random variables with bounded.. AMS 1970 subject classifications Primary 62M10[r] ...
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Break date estimation for models with deterministic structural change
... the asymptotic properties of break fraction estimators based on both quasi-di erenced (which includes levels as a special case) and rst-di erenced regressions, and con rm that the former is to be ...
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Asymptotic Results on Adaptive False Discovery Rate Controlling Procedures Based on Kernel Estimators
... the asymptotic properties of the BH procedure and the plug-in procedure based on the Storey-λ estimator are derived in Appendix ...kernel estimators introduced in Section 3 depend on m not only ...
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Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models
... the asymptotic properties of the quasi maximum likelihood estimators, including consistency, rates of convergence and limiting ...likelihood estimators and the proposed new statistic perform ...
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Asymptotic Normality Distribution of Simulated Minimum Hellinger Distance Estimators for Continuous Models
... Asymptotic properties established in this paper suggest that SMHD estimators are very efficient for large samples for parametric models where all the positive integer moment ...SMHD estimators ...
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Sequential Fixed-width Confidence Bands for Kernel Regression Estimation
... one independent variable. In a nonparametric setting the aim is to produce a reasonable approximation to the unknown function m(x) when we have no precise information about the form of the true density, f(x) of X. We ...
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Simulated Minimum Hellinger Distance Estimation for Some Continuous Financial and Actuarial Models
... totic properties of MHD ...the asymptotic properties of the classical MHD estimators in Section ...SMHD estimators in Section ...SMHD estimators with those of method of moments ...
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Shrinkage and Penalty Estimation Strategies in Some Spatial Models
... the asymptotic properties of the quasi-maximum likelihood estimator in economic panel data with fixed effects and SAR ...(GMM) estimators for a semiparametric SAR model and derived their limiting ...
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Asymptotic variance approximations for invariant estimators in uncertain asset pricing models
... CU-GMM estimators for several reasons. First, the invariance of these estimators to normalizations and transformations of the data is particularly desirable in asset- pricing models (Pe˜ naranda and ...
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Partial Functional Linear Models with ARCH Errors
... proposed estimators are asymptotically normal as well as the estimator of the slope function γ ( ) t is consistent in supremum ...established asymptotic properties of the resulting ...showed ...
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PubMedCentral-PMC4820319.pdf
... While Cole et al. (2012) extensively discussed limitations of the MSCM with case-cohort sampling, we reiterate some of the issues that are important from a theoretical point of view. First, the asymptotic results ...
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Impossibility Results for Nondifferentiable Functionals
... regular estimators is similar to van der Vaart (1991b), who showed that the existence of a regular estimator, combined with a further mild condition, implies that the functional is ...
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Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS
... relationships in the different regimes and compare them. However, since not all policy changes may impact the economic relationship of interest, an important precursor to this analysis is the identification of the points ...
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Asymptotic behavior of a third order nonlinear neutral delay differential equation
... There are two techniques in the study of oscillation of third-order neutral differential equations. One of them is comparison method which is used to reduce the third-order neutral differential equations to the first-order ...
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Note on conditional mode estimation for functional dependent data
... Currently, the progress of informatics tools permits the recovery of increas- ingly bulky data. These large data sets are available essentially by real time moni- toring, and computers can manage such databases. The ...
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Correlation of parameter estimators for models admitting multiple parametrizations
... In particular, we examine two aspects of this problem. First, we consider how alternative model parameter- izations (transformations of the parameter space such that the model solution is unchanged) have an impact on the ...
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