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Estimation of a Stationary Markov Chain
Empirical Bayes Estimators for a Finite Markov Chain
有限马尔可夫链的经验贝叶斯估计量
Using results of Anderson & Goodman (1957), we develop empirical Bayes estimates for the transition probabilities of a finite stationary Markov chain. Some asymptotic properties of these estimators are also derived.
Empirical Bayes estimators for a finite Markov chain
有限状态马尔可夫链的经验贝叶斯估计量
Using results of Anderson & Goodman (1957), we develop empirical Bayes estimates for the transition probabilities of a finite stationary Markov chain. Some asymptotic properties of these estimators are also derived.
Large-Sample Inference for a Regression Model with Autocorrelated Errors
自相关误差回归模型的大样本推断
Based on intermittent observations from several independent regression models with autocorrelated errors, we derive tests of homogeneity, and the maximum likelihood estimate of the common regression parameter. The estimate for the regression parameter is based on aggregated data in the form of sample means at each time point. The limit distributions of the test statistics, and the estimate are considered.
Large-sample inference for a regression model with autocorrelated errors
自相关误差回归模型的大样本推断
SUMMARY Based on intermittent observations from several independent regression models with autocorrelated errors, we derive tests of homogeneity, and the maximum likelihood estimate of the common regression parameter. The estimate for the regression parameter is based on aggregated data in the form of sample means at each time point. The limit distributions of the test statistics, and the estimate are considered. Basawa, Billard & Srinivasan (1984) discussed testing the…
Statistical Distributions in Scientific Work: Vol. 5-Inferential Problems and Properties
Statistical Distributions in Scientific Work: Vol 4-Models, Structures, and Characterizations
Large-Sample Tests of Homogeneity for Time Series Models
时间序列模型同质性的大样本检验
Limit distributions both under the null and a sequence of alternative hypotheses are derived for the likelihood ratio and related statistics for testing the homogeneity of several autoregressive processes. These results are extended to mixed autoregressive and moving average processes.
Large-sample tests of homogeneity for time series models
时间序列模型同质性的大样本检验
Limit distributions both under the null and a sequence of alternative hypotheses are derived for the likelihood ratio and related statistics for testing the homogeneity of several autoregressive processes. These results are extended to mixed autoregressive and moving average processes.
A Sequential Procedure for Testing a Null Hypothesis Against a Two-Sided Alternative Hypothesis
针对双侧备择假设的序贯检验程序
Summary A new sequential test procedure is introduced and compared with an existing procedure for testing a null hypothesis against a two-sided alternative hypothesis.