摘要:

AbstractL'étude de I'inférence statistique relative aux processus stochastiques s'est poursuivie suivant deux voies. On a d'une part considéré des problèmes liés à des processus particuliers et, d'autre part, on a aussi considéré l'extension de résultats généraux obtenus pour des variables aléatoires indépendantes. On retrace ici les premières contributions marquantes, on apprécie leur influence, et on donne une idée de l'évolution des activités dans le domaine de l'inférence statistique faite à partir de l'observation d'un pr

ISSN:0319-5724    

DOI:10.2307/3314911

出版商:Wiley‐Blackwell    

年代:1987

数据来源: WILEY

摘要:

AbstractA number of methods have been proposed for dealing with extra‐Poisson variation when doing regression analysis of count data. This paper studies negative‐binomial regression models and examines efficiency and robustness properties of inference procedures based on them. The methods are compared with quasilikelihood meth

ISSN:0319-5724    

DOI:10.2307/3314912

出版商:Wiley‐Blackwell    

年代:1987

数据来源: WILEY

摘要:

AbstractA majorization ordering is defined over the class of distributions of k‐tuples from (1,…,N) with the same vector of marginal frequencies of occurrences for the integers from 1 to N. Results are obtained for the maximal and minimal distributions with respect to this ordering. Applications to lotto games and election results are presented; for Lotto 6/49, an estimate of the distribution of 6‐tuples is given, based on data on the marginal frequencies of the numbers 1 to 49.On s'intéresse à la classe des distributions de k‐tuplets formés d'entiers choisis parmi (1,…,N) qui présentent un vecteur commun de fréquences d'apparition marginales pour chaque entier 1,…,N. On y définit un ordre de majoration et on obtient certains résultats en ce qui a trait aux distributions maximale et minimale induites par cet ordre. On présente quelques applications dans le domaine des jeux de lotto et des résultats d'élection. En ce qui concerne le Lotto 6/49, on fournit une estimation de la distribution des 6‐tuplets en se basant sur des données relatives aux fréquences marg

ISSN:0319-5724    

DOI:10.2307/3314913

出版商:Wiley‐Blackwell    

年代:1987

数据来源: WILEY

摘要:

AbstractA class of minimum‐distance methods based on empirical transforms is considered. This class includes the minimum‐chi‐squared method, the K‐L method for empirical characteristic functions, and the analogous method for empirical moment generating functions. Asymptotic properties of the minimum‐distance estimators and goodness‐of‐fit test statistics are derived. A general analogue of the Rao‐Robson statisti

ISSN:0319-5724    

DOI:10.2307/3314914

出版商:Wiley‐Blackwell    

年代:1987

数据来源: WILEY

摘要:

AbstractWe prove an invariance principle in probability for φ‐mixing sequences of random variables taking values in a separable Banach space. The conditions on the dependence structure required for this approximation result are known to be necessary and sufficient for weak convergence of the partial‐sum process to the appropriate limiting pro

ISSN:0319-5724    

DOI:10.2307/3314915

出版商:Wiley‐Blackwell    

年代:1987

数据来源: WILEY

摘要:

AbstractWe construct weighted Cramér‐von Mises location estimators which are asymptotically normally distributed throughout an ϵe‐contamination neighbourhood of a given, strongly unimodal distribution function, and which minimize the maximum asymptotic variance in such neighbourhoods. Applications to the estimation of a normal or logistic mean are

ISSN:0319-5724    

DOI:10.2307/3314916

出版商:Wiley‐Blackwell    

年代:1987

数据来源: WILEY

摘要:

AbstractCsàki and Vincze have shown that for an elementary tied‐down random walk, the pair (maximum, instant of maximum) has the same law as (time spent in (0, 1/2), time spent above 1/2). Formal passage to the limit indicates that the former pair has for a Brownian bridge the same law as (local time at 0, duration of positivity). A quadrivariate density of Karatzas and Shreve and an equivalence for Brownian motion with drift foll

ISSN:0319-5724    

DOI:10.2307/3314917

出版商:Wiley‐Blackwell    

年代:1987

数据来源: WILEY

摘要:

AbstractA seasonal random walk is an ARIMA process such that the first difference of order s (s ≥ 1) is a white noise. Given a series of observations from a particular linear transformation of a seasonal random walk, we study the autocovariances c'(k) based on uncentered data and the autocovariances c(k) based on centered data. In both cases, we provide exact, explicit formulae for the mean, variance, and covariance of the sample autocovariances. It is seen that the moments of the c(k)'s are different from those of the c'(k)'s, even asymptotically. Several analytical results presented in the paper were derived by using a symbolic manipulation progra

ISSN:0319-5724    

DOI:10.2307/3314918

出版商:Wiley‐Blackwell    

年代:1987

数据来源: WILEY

摘要:

AbstractAn explicit finite‐sum expression for the probability function of the log‐zero‐Poisson distribution is given as well as a simple asymptotic formula.On donne une expression explicite en somme finie de la fonction de masse de probabilité associée à la loi log‐zéro‐Poisson de měme qu'une formule asymp

ISSN:0319-5724    

DOI:10.2307/3314919

出版商:Wiley‐Blackwell    

年代:1987

数据来源: WILEY

ISSN:0319-5724    

DOI:10.2307/3314920

出版商:Wiley‐Blackwell    

年代:1987

数据来源: WILEY