Preliminary test estimation for the second order autoregression
نویسندگان
چکیده
منابع مشابه
Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second Order Autoregression
This paper provides a means of accurately simulating explosive autoregressive processes, and uses this method to analyse the distribution of the likelihood ratio test statistic for an explosive second order autoregressive process. Nielsen (2001) has shown that for the asymptotic distribution of the likelihood ratio unit root test statistic in a higher order autoregressive model, the assumption ...
متن کاملBootstrapping General First Order Autoregression
In this paper we consider general rst order autoregression, including the stationary, the explosive and the unstable case. It is well-known in the literature that the usual bootstrap method for the least squares parameter estimator is asymptotically consistent for the stationary and the explosive case, but does not work in the unstable case, where the parameter value is equal to + 1 or {1. We p...
متن کاملImproving Second-order Surface Estimation
The paper proposes a reliable method for estimating second-order surfaces from 3D range data in the framework of object recognition and localization or object modelling. Instead of estimating such surface individually the approach ts all the surfaces captured in the scene together, taking into account the geometric relationships between them and their speci c characteristics. The technique is c...
متن کاملthe test for adverse selection in life insurance market: the case of mellat insurance company
انتخاب نامساعد یکی از مشکلات اساسی در صنعت بیمه است. که ابتدا در سال 1960، توسط روتشیلد واستیگلیتز مورد بحث ومطالعه قرار گرفت ازآن موقع تاکنون بسیاری از پژوهشگران مدل های مختلفی را برای تجزیه و تحلیل تقاضا برای صنعت بیمه عمر که تماما ناشی از عدم قطعیت در این صنعت میباشد انجام داده اند .وهدف از آن پیدا کردن شرایطی است که تحت آن شرایط انتخاب یا کنار گذاشتن یک بیمه گزار به نفع و یا زیان شرکت بیمه ...
15 صفحه اولNORTHSTAR: A Parameter Estimation Method for the Spatial Autoregression Model
Parameter estimation method for the spatial autoregression model (SAR) is important because of the many application domains, such as regional economics, ecology, environmental management, public safety, transportation, public health, business, travel and tourism. However, it is computationally very expensive because of the need to compute the determinant of a large matrix due to Maximum Likelih...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 1992
ISSN: 0361-0926,1532-415X
DOI: 10.1080/03610929208830944