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71.
Abdullah Almasri 《统计学通讯:理论与方法》2013,42(7):1196-1217
This article describes testing for periodicity in the presence of FD processes. We propose two approaches for testing the periodicity based on Fisher's test. The first one is performed using the periodogram which has been divided into different parts. The second one is based on the discrete wavelet transform. Properties of the tests are illustrated by means of Monte Carlo simulations. 相似文献
72.
AbstractThis paper searches for A-optimal designs for Kronecker product and additive regression models when the errors are heteroscedastic. Sufficient conditions are given so that A-optimal designs for the multifactor models can be built from A-optimal designs for their sub-models with a single factor. The results of an efficiency study carried out to check the adequacy of the products of optimal designs for uni-factor marginal models when these are used to estimate different multi-factor models are also reported. 相似文献
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ABSTRACTWe have provided a fractional generalization of the Poisson renewal processes by replacing the first time derivative in the relaxation equation of the survival probability by a fractional derivative of order α(0 < α ? 1). A generalized Laplacian model associated with the Mittag-Leffler distribution is examined. We also discuss some properties of this new model and its relevance to time series. Distribution of gliding sums, regression behaviors, and sample path properties are studied. Finally we introduce the q-Mittag-Leffler process associated with the q-Mittag-Leffler distribution. 相似文献
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Hengqing Tong 《统计学通讯:理论与方法》2013,42(5):1089-1098
This paper obtains the convergence rates of the empirical Bayes estimators of parameters in the multi-parameter exponential families. The rates can approximate to 0(n=1) arbitrarily. The paper presents the multivariate orthogonal polynomials which are continuous on the total space Rp. 相似文献
78.
Brownian motion has been used to derive stopping boundaries for group sequential trials, however, when we observe dependent increment in the data, fractional Brownian motion is an alternative to be considered to model such data. In this article we compared expected sample sizes and stopping times for different stopping boundaries based on the power family alpha spending function under various values of Hurst coefficient. Results showed that the expected sample sizes and stopping times will decrease and power increases when the Hurst coefficient increases. With same Hurst coefficient, the closer the boundaries are to that of O'Brien-Fleming, the higher the expected sample sizes and stopping times are; however, power has a decreasing trend for values start from H = 0.6 (early analysis), 0.7 (equal space), 0.8 (late analysis). We also illustrate study design changes using results from the BHAT study. 相似文献
79.
Alireza Ghodsi 《统计学通讯:模拟与计算》2013,42(6):1256-1268
In this article, we implement the Regression Method for estimating (d 1, d 2) of the FISSAR(1, 1) model. It is also possible to estimate d 1 and d 2 by Whittle's method. We also compute the estimated bias, standard error, and root mean square error by a simulation study. A comparison was made between the Regression Method of estimating d 1 and d 2 to that of the Whittle's method. It was found in this simulation study that the Regression Method of estimation was better when compare with the Whittle's estimator, in the sense that it had smaller root mean square errors (RMSE) values. 相似文献
80.
《统计学通讯:模拟与计算》2013,42(4):787-803
It is known that, in the presence of short memory components, the estimation of the fractional parameter d in an Autoregressive Fractionally Integrated Moving Average, ARFIMA(p, d, q), process has some difficulties (see [1]). In this paper, we continue the efforts made by Smith et al. [1] and Beveridge and Oickle [2] by conducting a simulation study to evaluate the convergence properties of the iterative estimation procedure suggested by Hosking [3]. In this context we consider some semiparametric approaches and a parametric method proposed by Fox-Taqqu[4]. We also investigate the method proposed by Robinson [5] and a modification using the smoothed periodogram function. 相似文献