Asymptotic theory

Results: 318



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61

Theis Lange Asymptotic Theory in Financial Time Series Models with Conditional Heteroscedasticity Ph.D. Thesis

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Source URL: creates.au.dk

Language: English - Date: 2011-09-21 09:15:55
    62

    Wedge-local QFT in two-dimensional spacetime Scattering theory for massless particles Deformations, interaction and asymptotic completeness Asymptotic completeness in chiral theories Conclusions

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    Source URL: www.imar.ro

    Language: English
      63Econometrics / Statistical inference / Non-parametric statistics / Asymptotic theory / Estimator / Kernel density estimation / Consistent estimator / Normal distribution / Delta method / Statistics / Statistical theory / Estimation theory

      Econometric Theory, 30, 2014, 176–200. doi:S0266466613000169 SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES

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      Source URL: eml.berkeley.edu

      Language: English - Date: 2014-12-22 13:53:03
      64Group theory / Linear algebra / Vector space / Navier–Stokes equations / Differential equation / Algebra / Mathematics / Partial differential equations

      On the Asymptotic Structure of a Navier-Stokes Flow Past a Rotating Body Mads Kyed∗ Fachbereich Mathematik Technische Universit¨at Darmstadt, Germany Email:

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      Source URL: www.mathematik.tu-darmstadt.de

      Language: English - Date: 2011-08-29 09:48:33
      65Efficient estimator / M-estimator / Asymptotic theory / Mean squared error / Least squares / Normal distribution / Bayes estimator / Statistics / Estimation theory / Estimator

      Supplementary materials for this article are available online. Please go to www.tandfonline.com/r/JASA Generalized Jackknife Estimators of Weighted Average Derivatives Matias D. CATTANEO, Richard K. CRUMP, and Michael J

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      Source URL: eml.berkeley.edu

      Language: English - Date: 2013-12-19 17:14:44
      66Hypothesis testing / Statistical tests / Statistical inference / Confidence interval / Likelihood function / Normal distribution / Likelihood-ratio test / Statistical power / Statistical significance / Statistics / Estimation theory / Statistical theory

      Exercises for Stat II 1. Let X1 , ..., Xn be a sample of iid random variables with the density f (x) = (θ+1)xθ , 0 ≤ x ≤ 1. (a) Find the asymptotic variance of the mle of θ. 2. Let X1 , ..., Xn be a iid sample wit

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      Source URL: cwick.co.nz

      Language: English - Date: 2014-03-25 19:42:02
      67Statistical theory / Covariance and correlation / Econometrics / Estimator / Asymptotic theory / Bootstrapping / Point estimation / Normal distribution / Covariance / Statistics / Statistical inference / Estimation theory

      Fixed-b Asymptotics for Spatially Dependent Robust Nonparametric Covariance Matrix Estimators∗ C. Alan Bester,∗ Timothy G. Conley,∗ Christian B. Hansen,† and Timothy J. Vogelsang‡ AugustAbstract. This pa

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      Source URL: faculty.chicagobooth.edu

      Language: English - Date: 2008-09-25 17:55:29
      68Parametric statistics / Time series analysis / Estimation theory / Asymptotic theory / Ordinary least squares / Linear regression / Unit root / Autocorrelation / Simple linear regression / Statistics / Econometrics / Regression analysis

      A Simple Test for Spurious Regressions∗,† Antonio E. Noriega‡ Daniel Ventosa-Santaul`aria§ This version: March, 25, 2011

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      Source URL: creates.au.dk

      Language: English - Date: 2011-09-21 09:16:18
      69Mathematical physics / Numerical analysis / Functional analysis / Perturbation theory / Nonlinear system / Approximation / Mathematical analysis / Physics / Asymptotic analysis

      Nonlinear and Stable Perturbation-Based Approximations Wouter J. Den Haan and Joris De Windy April 26, 2012 Abstract Users of regular higher-order perturbation approximations can face two problems:

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      Source URL: www.wouterdenhaan.com

      Language: English
      70Linear algebra / Singular value decomposition / Abstract algebra / Data analysis / Econometrics / Eigenvalues and eigenvectors / Principal component analysis / Vector space / Asymptotic theory / Algebra / Mathematics / Statistics

      Nonstationarity in Time Series of State Densities1 Yoosoon Chang Department of Economics Indiana University Chang Sik Kim Department of Economics

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      Source URL: www.eco.uc3m.es

      Language: English - Date: 2015-03-10 06:23:00
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