This note shows that the Augmented Dickey-Fuller test is consistent against fractional alternatives if the order of the autoregression does not tend to infinity too fast.

Background: There are already many effective topical therapies available for use in the treatment of chronic plaque psoriasis. Unfortunately, these treatments are often associated with a not insignificant risk of undesirable effects. Objective and methods: In the randomized, prospective clinical...

This paper analyzes linear models. It investigates the difference between the sum of squares of the residuals and the sum of squares of the prediction errors when the parameter is estimated consecutively. In case the regressors are “fractionally integrated” (in a very broad sense) it is...

Mit Hilfe einer numerischen Meta-Analyse wird gezeigt, daß in placebokontrollierten klinischen Studien mit vergleichbarem Studiendesign und vergleichbarer Zielvariable die Behandlung der funktionellen Dyspepsie mit einem Gastroprokinetikum (Cisaprid) erfolgreicher ist als mit...

We consider empirical autocorrelations of residuals from infinite variance autoregressive processes. Unlike the finite-variance case, it emerges that the limiting distribution, after suitable normalization, is not always more concentrated around zero when residuals rather than true innovations...

In many applications we obtain test statistics by combining estimates from different experiments or studies. The usual combined estimator of the overall effect in independent studies leads to systematic overestimates of the significance level, see Li et al. (1994). This results in a great number...

Objectives: Time series analysis techniques facilitate statistical analysis of variables in the course of time. Continuous monitoring of the critically ill in intensive care offers an especially wide range of applications. In an open clinical study time series analysis was applied to the...

Objectives: To determine how different mathematical time series approaches can be implemented for the detection of qualitative patterns in physiologic monitoring data, and which of these approaches could be suitable as a basis for future bedside time series analysis.

In a general variance component model with positive variance components a short-cut method is presented that yields almost everywhere for these components positive estimators that are invariant with respect to mean value translation and stay near the unbiasedness.