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In order to develop statistical tests for the Lyapunov exponents of deterministic dynamical systems, we develop bootstrap tests based on empirical likelihood for percentiles and expectiles of strictly stationary processes. The percentiles and expectiles are estimated in terms of asymmetric least...
Persistent link: https://www.econbiz.de/10004966165
In order to develop statistical tests for the Lyapunov exponents of deterministic dynamical systems, we develop bootstrap tests based on empirical likelihood for percentiles and expectiles of strictly stationary processes. The percentiles and expectiles are estimated in terms of asymmetric least...
Persistent link: https://www.econbiz.de/10005766365
In this paper, we consider testing for additivity in a class of nonparametric stochastic regression models. Two test statistics are constructed and their asymptotic distributions are established. We also conduct a small sample study for one of the test statistics through a simulated example.
Persistent link: https://www.econbiz.de/10005160645
Typically, in many studies in ecology, epidemiology, biomedicine and others, we are confronted with panels of short time–series of which we are interested in obtaining a biologically meaningful grouping. Here, we propose a bootstrap approach to test whether the regression functions or the...
Persistent link: https://www.econbiz.de/10011125950
For a set of spatially dependent dynamical models, we propose a method for estimating parameters that control temporal dynamics by spatial smoothing. The new approach is particularly relevant for analyzing spatially distributed panels of short time series. The asymptotic results show that...
Persistent link: https://www.econbiz.de/10011126442
In this paper, we study three different types of estimates for the noise-to signal ratios in a general stochastic regression setup. The locally linear and locally quadratic regression estimators serve as the building blocks in our approach. Under the assumption that the observations are strictly...
Persistent link: https://www.econbiz.de/10011126613
In order to develop statistical tests for the Lyapunov exponents of deterministic dynamical systems, we develop bootstrap tests based on empirical likelihood for percentiles and expectiles of strictly stationary processes. The percentiles and expectiles are estimated in terms of asymmetric least...
Persistent link: https://www.econbiz.de/10011126619
Persistent link: https://www.econbiz.de/10010884703
Persistent link: https://www.econbiz.de/10010947325
Persistent link: https://www.econbiz.de/10010928639