نتایج جستجو برای: keywords unit root test

تعداد نتایج: 3087081  

2013
I-Fan Chen Chin-Hui Lee

A hierarchical framework is proposed to address the issues of modeling different type of words in keyword spotting (KWS). Keyword models are built at various levels according to the availability of training set resources for each individual word. The proposed approach improves the performance of KWS even when no training speech is available for the keywords. It also suggests an easier way to co...

2007
Hsein Kew

In a recent paper, Dolado, Gonzalo and Mayoral (2002) introduce a fractional Dickey-Fuller (FD-F) t-statistic for testing a unit root against the alternative of a mean reverting fractional unit root process. This t-statistic is based on the assumption that the errors are unconditionally homoskedastic. However, Busetti and Taylor (2003), McConnell and Perez-Quiros (2000), and van Dijk et al. (20...

Journal: :Journal of Advances in Mathematics and Computer Science 2020

Journal: :Korean Journal of Applied Statistics 2011

2012
Junsoo Lee Mark C. Strazicich Ming Meng

In this paper, we consider and examine the performance of two-step LM unit root tests with trend-breaks. In the first step, we jointly test for the existence and location of breaks using a maximum F-test. In the second step, we utilize the identified breaks and test for a unit root. A transformation procedure is adopted so that the tests with trend-breaks are invariant to nuisance parameters. W...

2012
Jiti Gao

This paper proposes a simple and improved nonparametric unit–root test. An asymptotic distribution of the proposed test is established. Finite sample comparisons with an existing nonparametric test are discussed. Some issues about possible extensions are outlined.

Journal: :Communications in Statistics - Simulation and Computation 2018

Journal: :Communications for Statistical Applications and Methods 2004

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