(2015). Asymptotic properties of estimators in a stable Cox-Ingersoll- Ross model. Stochastic Processes and their Applications 125(8) 3196-3233.Li, Z.H. and Ma, C.H. (2015). Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model. To appear in Stochastic Process. Appl. ...
Estimators of the cumulative hazard function before and after warnings are derived and proved to be consistent, with asymptotic normal distributions. A null hypothesis where the cumulative hazard functions before and after warnings are proportional and a corresponding alternative hypothesis that they are ...
Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model We study the estimation of a stable Cox-Ingersoll-Ross model, which is a\nspecial subcritical continuous-state branching process with immigration. The\nprocess is characterized in terms of some stochastic equations. The ...
渐近of计量OLS渐近OLSols渐近终极既而渐近渐近分析渐行渐近 系统标签: estimatorsolsasymptoticproperties估计量yildiz 1 ASYMPTOTIC PROPERTIES of OLS ESTIMATORS H¨ useyin Ta¸stan 1 1 Yıldız Technical University Department of Economics These presentation notes are based on Introductory Econometrics: A ...
Asymptotic properties of some estimators for partly linear stationary autoregressive models Consider the time series model yt: = yt1+g(yt2,ytp)+et for tp+l. Here is an unknown parameter to be estimated, g(.) is an unknown function in Rp1, et are ... Gao,Jiti - 《Communications in Stat...
Asymptotic properties of some estimators for partly linear stationary autoregressive models - Gao () Citation Context ... β4 − β4 * * β5 − β5 βi − βi * βN − βN * 3− β * 3 N * * (X, β, β ) �( βi, βi ) (X,X i) i= 1 f = K + b ...
(1991) "Asymptotic properties of some estimators for the infection rate in the general stochastic epidemic," Journal of the Royal Statistical Society, Vol. 53, pp. 269-283.Rida, W. N. (1991). Asymptotic properties of some estimators for the infection rate in the general stochastic epidemic ...
Asymptotic Properties of Bridge Estimators 2/ 45 tu-logo ur-logo Introduction Asymptotic Results Numerical Studies Summary Bridge Regression Related Work Major Contribution Outline 1 Introduction The Definition of Bridge Estimator Related Work Major Contribution of this Paper 2 Asymptotic Properties of ...
The asymptotic properties of the estimators for adjustment coefficients and cointegrating relations are derived under the assumption that they have been estimated unrestrictedly. We show that the asymptotic distribution of the estimator for the cointegrating relations is mixed Gaussian, and also give the ...
Under some suitable conditions, asymptotic properties for the estimators of β, g ( ) and f ( ) are presented based on α-mixing random errors. In addition, finite sample behavior of the estimators is provided via simulations to verify the validity of the theoretical results....