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CSDA
2006
13 years 10 months ago
2006
The implementation of a recently suggested class of structural change tests, which test for parameter instability in general parametric models, in the R language for statistical c...
CSDA
2006
13 years 10 months ago
2006
TheexactlikelihoodfunctionofaGaussianvectorautoregressive-movingaverage(VARMA)model is evaluated in two nonstandard cases: (a) a parsimonious structured form, such as obtained in ...
CSDA
2007
13 years 9 months ago
2007
Many probabilistic models are only defined up to a normalization constant. This makes maximum likelihood estimation of the model parameters very difficult. Typically, one then h...
CSDA
2007
13 years 9 months ago
2007
An original method is proposed for spatial cluster detection of case event data. A selection order and the distance from the nearest neighbour are attributed to each point, once p...
CSDA
2007
13 years 9 months ago
2007
A time series is said to Granger cause another series if it has incremental predictive power when forecasting it. While Granger causality tests have been studied extensively in th...