Showing 41 - 50 of 19,270
In this paper we study high moment partial sum processes based on residuals of a stationary ARMA model with or without … residuals were iid. Applications to changepoint problems and goodness-of-fit are considered, in particular CUSUM statistics for …
Persistent link: https://www.econbiz.de/10005710032
Persistent link: https://www.econbiz.de/10008533935
This paper concerns the problem of assessing autocorrelation of multivariate (i.e. systemwise) models. It is well known that systemwise diagnostic tests for autocorrelation often suffers from poor small sample properties in the sense that the true size overstates the nominal size. The failure of...
Persistent link: https://www.econbiz.de/10005278918
't map the materials flow involved completely and hides, moreover, the exact links between production, residuals generation … efficiency-restoring taxation of multiple and interdependent residuals generated in the transformation processes of production …
Persistent link: https://www.econbiz.de/10005181310
to the analysis of the emergence of secondary markets from the flow part of the economy. Real and nominal residuals at …
Persistent link: https://www.econbiz.de/10010599285
n.a.
Persistent link: https://www.econbiz.de/10009216908
the emergence of secondary markets from the flow part of the economy. Real and nominal residuals at first give rise to the …
Persistent link: https://www.econbiz.de/10009277271
, the thinning operators make residuals unobservable and are the main difficulty in developing diagnostic tools for … assess probabilistic forecasts, and this new residual is supplemented by a modified usual residuals. Under integer …-valued autoregressive (INAR) models, the properties of these two residuals are investigated and used to evaluate the predictive performance …
Persistent link: https://www.econbiz.de/10010600762
Persistent link: https://www.econbiz.de/10009655696
Persistent link: https://www.econbiz.de/10011925104