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We establish a maximal moment inequality for the weighted sum of a long- range dependent process. An extension to H$\acute{a}$jek-R$\acute{e}$ny and Chow's type inequality is then obtained. It enables us to deduce a strong law for the weighted sum of a stationary long-range dependent time...
Persistent link: https://www.econbiz.de/10005408001
This paper compares two approaches to analyzing longitudinal discrete-time binary outcomes. Dynamic binary response models focus on state occupancy and typically specify low-order Markovian state dependence. Multi-spell duration models focus on transitions between states and typically allow for...
Persistent link: https://www.econbiz.de/10012696217
statistics depend on the break fraction and the bandwidth tuning parameter as well as on the kernel. When the break date is …
Persistent link: https://www.econbiz.de/10011755355