For a time series generated by polynomial trend with stationary long-memory errors, the ordinary least squares estimator (OLSE) of the trend coefficients is asymptotically normal, provided the error process is linear. The asymptotic distribution may no longer be normal, if the error is in the...

We propose a frequency domain generalized likelihood ratio test for testing nonstationarity in time series. The test is constructed in the frequency domain by comparing the goodness of fit in the log-periodogram regression under the varying coefficient fractionally exponential models. Under such...

A speeded item response model is proposed. We consider the situation where examinees may retain the harder items to a later test period in a time limit test. With such a strategy, examinees may not finish answering some of the harder items within the allocated time. In the proposed model, we try...