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自回归条件异方差模型退化为随机游走的检验AI 解读

The autoregressive--ARCH (AR--ARCH) and autoregressive--GARCH (AR--GARCH) models, which allow for conditional heteroskedasticity and autoregression, reduce to random walk or white noise for some values of the parameters. We consider generalized versions of the AR--ARCH(1) and AR--GARCH(1,1) models, and, under mild assumptions, calculate the asymptotic distributions of pseudo-likelihood ratio statistics for testing hypotheses that reflect these reductions. These hypotheses…

存在长期存活者的生存分析AI 解读

Formulating Tests for the Presence of Immunes and Sufficient Follow-up. Properties of the Kaplan-Meier Estimator. Nonparametric Estimation and Testing. Parametric Models for Single Samples. The Use of Concomitant Information. Large Sample Properties of Parametric Models: Single Samples. Large-Sample Properties of Parametric Models with Covariates. Further Topics. References. Statistical Tables. Index.