98
Voted
CSSC
2010
15 years 4 days 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 ...
106
Voted
CSSC
2010
15 years 1 months ago
2010
114
Voted
CSSC
2010
15 years 1 months ago
2010
117
Voted
CSSC
2010
15 years 2 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 ...
82
Voted
CSSC
2010
15 years 2 months ago
2010
91
Voted
CSSC
2010
15 years 2 months ago
2010
91
Voted
CSSC
2010
15 years 2 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...