Browsing by Subject "Hypothesis tests"

Now showing items 1-4 of 4

    • Conference Object  

      Cointegration and nonstationarity in the context of multiresolution analysis 

      Worden, K.; Cross, E. J.; Kyprianou, Andreas (Institute of Physics Publishing, 2011)
      Cointegration has established itself as a powerful means of projecting out long-term trends from time-series data in the context of econometrics. Recent work by the current authors has further established that cointegration ...
    • Article  

      Large-sample inference in the general AR(1) model 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2000)
      The situation where the available data arise from a general AR(1) model is discussed, and two new avenues for constructing confidence intervals for the unknown autoregressive root are proposed, one based on a Central Limit ...
    • Article  

      Large-sample inference in the general AR(1) modelAAA 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2000)
      The situation where the available data arise from a general AR(1) model is discussed, and two new avenues for constructing confidence intervals for the unknown autoregressive root are proposed, one based on a Central Limit ...
    • Article  

      On the asymptotic theory of subsampling 

      Politis, Dimitris Nicolas; Romano, J. P.; Wolf, M. (2001)
      A general approach to constructing confidence intervals by subsampling was presented in Politis and Romano (1994). The crux of the method is recomputing a statistic over subsamples of the data, and these recomputed values ...