Search Results - subject:"asymptotic theory"

Multiple Time Series Regression with Integrated Processes

Phillips, Peter C.B.; Durlauf, Steven N. - Cowles Foundation for Research in Economics, Yale University - 1985

This paper develops a general asymptotic theory of regression for processes which are integrated of order one. The … processes are also studied. It is shown that the asymptotic theory for conventional tests involves major departures from …

Persistent link: https://www.econbiz.de/10004990789

Asymptotic solutions for a multi-anticipative car-following model

Wagner, Christoph - In: Physica A: Statistical Mechanics and its Applications 260 (1998) 1, pp. 218-224

Using a long wave expansion we study the asymptotic solutions near a critical point of a multi-anticipative car-following model. A suitable rescaling of the variables then yields a modified Korteweg–de Vries (MKdV) equation with higher order corrections. An equation of this general form has...

Persistent link: https://www.econbiz.de/10010873049

An algorithm of multisummation of formal power series, solutions of linear ODE equations

Jung, F.; Naegele, F.; Thomann, J. - In: Mathematics and Computers in Simulation (MATCOM) 42 (1996) 4, pp. 409-425

In the neighbourhood of irregular singularities the formal power series solutions of complex analytic ordinary differential equations are generally divergent. The resummation theory developed by J. Ecalle and J.P. Ramis enables us to sum these series by multisummation effective algorithms. In...

Persistent link: https://www.econbiz.de/10010870593

Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators

Taniguchi, Masanobu; Puri, Madan - In: Annals of the Institute of Statistical Mathematics 47 (1995) 3, pp. 581-600

Persistent link: https://www.econbiz.de/10005616376

Information amount and higher-order efficiency in estimation

Hosoya, Yuzo - In: Annals of the Institute of Statistical Mathematics 42 (1990) 1, pp. 37-49

Persistent link: https://www.econbiz.de/10005760236

Fisher information under restriction of Shannon information in multi-terminal situations

Amari, Shun-ichi - In: Annals of the Institute of Statistical Mathematics 41 (1989) 4, pp. 623-648

Persistent link: https://www.econbiz.de/10005616417

An asymptotic minimax theorem of order n-1/2

Pfanzagl, J. - In: Journal of Multivariate Analysis 27 (1988) 2, pp. 404-421

The asymptotic minimax theorem of LeCam and Hájek is refined by inclusion of terms of order n-1/2. This renders more precise informations about the local properties of superefficient estimator-sequences.

Persistent link: https://www.econbiz.de/10005153279