CSSC
2010
13 years 10 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 11 months ago
2010
CSSC
2010
13 years 11 months ago
2010
CSSC
2010
14 years 17 days 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
14 years 17 days ago
2010
CSSC
2010
14 years 17 days ago
2010
CSSC
2010
14 years 17 days 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...