| bibtype |
J -
Journal Article
|
| ARLID |
0410555 |
| utime |
20240103182222.2 |
| mtime |
20060210235959.9 |
| title
(primary) (eng) |
Extension of the Wald statistic to models with dependent observations |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0254350 |
| ISSN |
0026-1335 |
| title
|
Metrika |
| volume_id |
52 |
| volume |
2 (2000) |
| page_num |
97-113 |
|
| keyword |
composite parametric hypotheses |
| keyword |
generalized likelihood ratio statistic |
| keyword |
generalized Wald statistic |
| author
(primary) |
| ARLID |
cav_un_auth*0015540 |
| name1 |
Morales |
| name2 |
D. |
| country |
ES |
|
| author
|
| ARLID |
cav_un_auth*0021073 |
| name1 |
Pardo |
| name2 |
L. |
| country |
ES |
|
| author
|
| ARLID |
cav_un_auth*0015550 |
| name1 |
Pardo |
| name2 |
M. C. |
| country |
ES |
|
| author
|
| ARLID |
cav_un_auth*0101218 |
| name1 |
Vajda |
| name2 |
Igor |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| COSATI |
12B |
| cas_special |
| project |
| project_id |
GA102/99/1137 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0004432 |
|
| project |
| project_id |
PB-960635 |
| agency |
DGES |
| country |
ES |
|
| project |
| project_id |
99/159/01 |
| agency |
GV |
| country |
ES |
|
| research |
AV0Z1075907 |
| abstract
(eng) |
A generalization of the Wald statistic for testing composite hypotheses is suggested for dependent data from exponential models which include Levy processes and diffusion fields. The generalized statistic is proved to be asymptotically chi-squared distributed under regular composite hypotheses. It is simpler and more easily available than the generalized likelihood ratio statistic. |
| RIV |
BB |
| department |
SI |
| permalink |
http://hdl.handle.net/11104/0130644 |
| ID_orig |
UTIA-B 20010024 |
| arlyear |
2000 |
| mrcbU63 |
cav_un_epca*0254350 Metrika 0026-1335 1435-926X Roč. 52 č. 2 2000 97 113 |
|