摘要:

SummaryResults of Petrucelli&Woolford (1984) for a first‐order threshold autoregressive model are considered from a robust point of view. Robust estimators of the threshold parameters of the model are obtained and their asymptotic normality is proved. Testing the equality of the threshold parameters is considered using the robust analogues of Wald and score test statistics. Limiting distributions of these statistics are given under both null and alternative hypothese

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1992.tb01047.x

出版商:Blackwell Publishing Ltd    

年代:1992

数据来源: WILEY

摘要:

SummaryLarge sample properties of an empirical Bayes estimate for a first order autoregressive process are obtained with respect to both the empirical Bayes and the frequentist frameworks.

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1992.tb01048.x

出版商:Blackwell Publishing Ltd    

年代:1992

数据来源: WILEY

摘要:

SummarySome renewal theoretic properties of a renewal counting process induced by a Markov chain on the set of non‐negative integers are established, namely, analogues of the classical elementary, Blackwell, and Breiman theorems and the key renewal theorem. These results generalize those of Vere‐Jones (1975) who considered a Markov chain on the set of positive integ

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1992.tb01049.x

出版商:Blackwell Publishing Ltd    

年代:1992

数据来源: WILEY

摘要:

Book reviewed in this article:Analysis of Complex Surveys. Edited by C.J. Skinner, D. Holt and T.M.F. SmithAn Introduction to Generalized Linear Models. By Annette J. DobsonMatrices for Students. By M.J.R. HedyStatistical Process Control in Automated Manufacturing. Edited by J. Bert Keats and Norma Faris Hubele

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1992.tb01050.x

出版商:Blackwell Publishing Ltd    

年代:1992

数据来源: WILEY

摘要:

Statistical Design and Analysis of Industrial Experiments. Edited by Subir GhoshWorkshop on Design of Longitudinal Studies and Analysis of Repeated Measures Data. Edited by S.R. WilsonAn Introduction to Combinatorics. By Alan SlomsonRobust Regression: Analysis and Application. Edited by Kenneth D. Lawrence and Jeffrey L. Arthur.Continued Fractions in Statistical Applications. By K.O. Bowman and L.R. Shenton.

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1992.tb01051.x

出版商:Blackwell Publishing Ltd    

年代:1992

数据来源: WILEY