Uniform interval estimation for an AR(1) process with AR errors

Uniform Interval Estimation for an AR(1) Process with AR Errors

Jonathan Hill1, Deyuan Li2∗ and Liang Peng3 Abstract. An empirical likelihood method was proposed in Hill and Peng (2014) to construct a unified interval estimation for the coefficient in an AR(1) model, regardless of whether the sequence was stationary or near integrated. The error term, however, was assumed independent, and this method fails when the errors are dependent. Testing for a unit r...

Calibration errors of uniform linear sensor arrays for DOA estimation: an analysis with SRP-PHAT

This article presents an analysis of the sensitivity of geometrical sensor errors in acoustic source localization using the well-established SRP-PHAT method. The array in this analysis is a uniform linear array and the intended source is human speech in the far field. Two major results are presented: inner-sensor geometrical errors in the linear array produce smaller localization errors than co...

Empirical Likelihodd Methods for an AR(1) process with ARCH(1) errors

Empirical Likelihood Methods for an AR(1) Process with ARCH(1) Errors

For an AR(1) process with ARCH(1) errors, we propose empirical likelihood tests for testing whether the sequence is strictly stationary but has infinite variance, or the sequence is an ARCH(1) sequence or the sequence is an iid sequence. Moreover, an empirical likelihood based confidence interval for the parameter in the AR part is proposed. All of these results do not require more than a finit...

A Consistent Estimator for Uniform Parameter Under Interval Censoring

‎The censored data are widely used in statistical tests and parameters estimation‎. ‎In some cases e.g‎. ‎medical accidents which data are not recorded at the time of occurrence‎, ‎some methods such as interval censoring are used‎. ‎In this paper‎, ‎for a random sample uniformly distributed on the interval (0,θ) ‎the interval censoring have been used‎. ‎A consistent estimator of θ  and some asy...