CSSC
2010
13 years 2 months ago
2010
This paper investigates an efficient estimation method for a class of switching regressions based on the characteristic function (CF). We show that with the exponential weighting ...
CSSC
2010
13 years 3 months ago
2010
CSSC
2010
13 years 3 months ago
2010
CSSC
2010
13 years 4 months ago
2010
Testing the fractionally integrated order of seasonal and non-seasonal unit roots is quite important for the economic and financial time series modelling. In this paper, Robinson ...
CSSC
2010
13 years 4 months ago
2010
CSSC
2010
13 years 4 months ago
2010
CSSC
2010
13 years 4 months ago
2010
: An example was given in the textbook All of Statistics (Wasserman, 2004, pages 186-188) for arguing that, in the problems with a great many parameters Bayesian inferences are wea...