Počet záznamů: 1
Extension of the Wald statistic to models with dependent observations
- 1.0410555 - UTIA-B 20010024 RIV DE eng J - Článek v odborném periodiku
Morales, D. - Pardo, L. - Pardo, M. C. - Vajda, Igor
Extension of the Wald statistic to models with dependent observations.
Metrika. Roč. 52, č. 2 (2000), s. 97-113. ISSN 0026-1335. E-ISSN 1435-926X
Grant CEP: GA ČR GA102/99/1137
Grant ostatní: DGES(ES) PB-960635; GV(ES) 99/159/01
Výzkumný záměr: AV0Z1075907
Klíčová slova: composite parametric hypotheses * generalized likelihood ratio statistic * generalized Wald statistic
Kód oboru RIV: BB - Aplikovaná statistika, operační výzkum
Impakt faktor: 0.212, rok: 2000
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.
Trvalý link: http://hdl.handle.net/11104/0130644
Počet záznamů: 1