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The testing of a computing model for a stationary time series is a standard task in statistics. When a parametric approach is used to model the time series, the question of goodness-of-fit arises. In this paper, we employ the empirical likelihood for an a-mixing process and formulate a statistic...
Persistent link: https://www.econbiz.de/10009612573
Persistent link: https://www.econbiz.de/10001580375
The testing of a computing model for a stationary time series is a standard task in statistics. When a parametric approach is used to model the time series, the question of goodness-of-fit arises. In this paper, we employ the empirical likelihood for an a-mixing process and formulate a statistic...
Persistent link: https://www.econbiz.de/10010310402
Persistent link: https://www.econbiz.de/10001750003
The testing of a computing model for a stationary time series is a standard task in statistics. When a parametric approach is used to model the time series, the question of goodness-of-fit arises. In this paper, we employ the empirical likelihood for an a-mixing process and formulate a statistic...
Persistent link: https://www.econbiz.de/10010983709
Persistent link: https://www.econbiz.de/10003669257
This paper considers using asymmetric kernels in local linear smoothing to estimate a regression curve with bounded support. The asymmetric kernels are either beta kernels if the curve has a compact support or gamma kernels if the curve is bounded from one end only. While possessing the standard...
Persistent link: https://www.econbiz.de/10009582406
Persistent link: https://www.econbiz.de/10001473132
Persistent link: https://www.econbiz.de/10003833732
Persistent link: https://www.econbiz.de/10008663024