Quantile spectral processes: Asymptotic analysis and inference
نویسندگان
چکیده
منابع مشابه
Subsampling Inference on Quantile Regression Processes
In program evaluation studies, important hypotheses concerning how a treatment or a social program affects the distribution of an outcome of interest can be tested using statistics derived from empirical conditional quantile processes. This paper develops simple and practical tests for verifying these hypotheses. The critical values for these tests are obtained by subsampling appropriately rece...
متن کاملAsymptotic Inference of Autocovariances of Stationary Processes
Abstract: The paper presents a systematic theory for asymptotic inference of autocovariances of stationary processes. We consider nonparametric tests for serial correlations based on the maximum (or L∞) and the quadratic (or L2) deviations. For these two cases, with proper centering and rescaling, the asymptotic distributions of the deviations are Gumbel and Gaussian, respectively. To establish...
متن کاملAsymptotic Inference for Partially Observed Branching Processes
We consider the problem of estimation in a partially observed discrete-time Galton– Watson branching process, focusing on the first twomoments of the offspring distribution. Our study is motivated by modelling the counts of new cases at the onset of a stochastic epidemic, allowing for the facts that only a part of the cases is detected, and that the detection mechanism may affect the evolution ...
متن کاملOn Spatial Processes and Asymptotic Inference under Near-Epoch Dependence.
The development of a general inferential theory for nonlinear models with cross-sectionally or spatially dependent data has been hampered by a lack of appropriate limit theorems. To facilitate a general asymptotic inference theory relevant to economic applications, this paper first extends the notion of near-epoch dependent (NED) processes used in the time series literature to random fields. Th...
متن کاملBloch Wave Homogenization and Spectral Asymptotic Analysis
We consider a second-order elliptic equation in a bounded periodic heterogeneous medium and study the asymptotic behavior of its spectrum, as the structure period goes to zero. We use a new method of Eloch wave homogenization which, unlike the classical homogenization method, characterizes a renormalized limit of the spectrum, namely sequences of eigenvalues of the order of the square of. the m...
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: Bernoulli
سال: 2016
ISSN: 1350-7265
DOI: 10.3150/15-bej711