搜索结果: 1-11 共查到“理论统计学 Driven”相关记录11条 . 查询时间(0.123 秒)
Approximate Inference for Observation Driven Time Series Models with Intractable Likelihoods
Observation Driven Time Series Models Approximate Bayesian Computation Asymptotic Con-sistency Markov Chain Monte Carlo
2013/4/28
In the following article we consider approximate Bayesian parameter inference for observation driven time series models. Such statistical models appear in a wide variety of applications, including eco...
Data Driven Computing by the Morphing Fast Fourier Transform Ensemble Kalman Filter in Epidemic Spread Simulations
Data Driven Computing Morphing Fast Fourier Transform Ensemble Kalman Filter Epidemic Spread Simulations
2010/3/11
The FFT EnKF data assimilation method is proposed and applied to a stochastic
cell simulation of an epidemic, based on the S-I-R spread model. The FFT EnKF
combines spatial statistics and ensemble f...
The Sensitivity of Respondent-driven Sampling Method
directed network hidden population network respondent-driven sampling RDS sensitivity
2010/3/10
Researchers in many scientific fields make inferences from individuals to larger groups. For many groups however,there is no list of members from which to take a random sample. Respondent-driven sampl...
The smooth tests for testing uniformity were introduced
by Neyman [15]. The data driven method of selecting the
number d components in a smooth test for uniformity is discussed,
including the rust-...
Stochastic evolutions driven by non-linear white noise
Stochastic evolutions non-linear white noise
2009/9/21
We prove the existence and uniqueness theorem for
stochastic differential equation8 with bounded coefficients driven by
the renormalized square of white noise. These equations are interpreted
as se...
DATA-DRIVEN SCORE TEST OF FIT FOR CONDITIONAL DISTRIBUTION IN THE GARCH(l,l) MODEL
GARCH(1,l) model noise distribution efficient score vector score test BIC Schwarz selection rule
2009/9/18
A data-driven score test for a conditional distribution
in the GARCH(1,l) model is proposed. Conditional distribution assumption
is verified by a score test, obtained from nesting the null
density ...
DATA-DRIVEN SCORE TESTS FOR HOMOSCEDASTIC LINEAR REGRESSION MODEL:ASYMPTOTIC RESULTS
Efficient score hypothesis testing data-driven test linear regression selection rule
2009/9/18
We describe and investigate new tests for testing the
validity of a semiparametric random-design linear regression model.
The tests were introduced in Inglot and Ledwina (2006a, b). We repeat
here ...
On the Duality between Coalescing Brownian Particles and the Heat Equation Driven by Fisher-Wright Noise
Coalesce duality entrance law Fisher-Wright noise particle system
2009/4/24
This paper concerns the Markov process duality between the one-dimensional heat equation driven by Fisher-Wright white noise and slowly coalescing Brownian particles. A representation is found for the...
A data-driven block thresholding approach to wavelet estimation
Adaptivity Besov body block thresholding James–Stein estimator nonparametric regression Stein’s unbiased risk estimate
2010/3/19
A data-driven block thresholding procedure for wavelet regression
is proposed and its theoretical and numerical properties are investigated.
The procedure empirically chooses the block size and thre...
Data-driven efficient score tests for deconvolution problems
Hypothesis testing statistical inverse problems deconvolution efficient score test model selection data-driven test
2010/4/30
We consider testing statistical hypotheses about densities of
signals in deconvolution models. A new approach to this problem is proposed.
We constructed score tests for the deconvolution with the k...
Asymptotics for Duration-Driven Long Range Dependent Processes
Long Memory Heavy Tails Sample Autocovariances Discrete Fourier Transform
2010/4/29
We consider processes with second order long range dependence resulting from heavy
tailed durations. We refer to this phenomenon as duration-driven long range dependence
(DDLRD), as opposed to the m...
