A characterization of limiting distributions of estimators in an autoregressive process

1986 ◽  
Vol 38 (1) ◽  
pp. 137-144 ◽  
Author(s):  
Wei-Min Huang
2020 ◽  
pp. 1-25
Author(s):  
Mehdi Hosseinkouchack ◽  
Matei Demetrescu

Abstract In predictive regressions with variables of unknown persistence, the use of extended IV (IVX) instruments leads to asymptotically valid inference. Under highly persistent regressors, the standard normal or chi-squared limiting distributions for the usual t and Wald statistics may, however, differ markedly from the actual finite-sample distributions which exhibit in particular noncentrality. Convergence to the limiting distributions is shown to occur at a rate depending on the choice of the IVX tuning parameters and can be very slow in practice. A characterization of the leading higher-order terms of the t statistic is provided for the simple regression case, which motivates finite-sample corrections. Monte Carlo simulations confirm the usefulness of the proposed methods.


1994 ◽  
Author(s):  
M. Lafraxo ◽  
Monique Rasigni ◽  
F. Abdellani ◽  
Veronique Buat ◽  
Georges Rasigni ◽  
...  

1995 ◽  
Vol 45 (3-4) ◽  
pp. 161-170 ◽  
Author(s):  
K. Jayakumar

A pth order integer valued autoregressive process having minification structure is introduced and its solution, in the stationary case, is obtatned. This result gives rise to a characterization of the well known discrete Pareto type III (ZipfIII) distribution.


Author(s):  
B. L. Soloff ◽  
T. A. Rado

Mycobacteriophage R1 was originally isolated from a lysogenic culture of M. butyricum. The virus was propagated on a leucine-requiring derivative of M. smegmatis, 607 leu−, isolated by nitrosoguanidine mutagenesis of typestrain ATCC 607. Growth was accomplished in a minimal medium containing glycerol and glucose as carbon source and enriched by the addition of 80 μg/ ml L-leucine. Bacteria in early logarithmic growth phase were infected with virus at a multiplicity of 5, and incubated with aeration for 8 hours. The partially lysed suspension was diluted 1:10 in growth medium and incubated for a further 8 hours. This permitted stationary phase cells to re-enter logarithmic growth and resulted in complete lysis of the culture.


Author(s):  
A.R. Pelton ◽  
A.F. Marshall ◽  
Y.S. Lee

Amorphous materials are of current interest due to their desirable mechanical, electrical and magnetic properties. Furthermore, crystallizing amorphous alloys provides an avenue for discerning sequential and competitive phases thus allowing access to otherwise inaccessible crystalline structures. Previous studies have shown the benefits of using AEM to determine crystal structures and compositions of partially crystallized alloys. The present paper will discuss the AEM characterization of crystallized Cu-Ti and Ni-Ti amorphous films.Cu60Ti40: The amorphous alloy Cu60Ti40, when continuously heated, forms a simple intermediate, macrocrystalline phase which then transforms to the ordered, equilibrium Cu3Ti2 phase. However, contrary to what one would expect from kinetic considerations, isothermal annealing below the isochronal crystallization temperature results in direct nucleation and growth of Cu3Ti2 from the amorphous matrix.


Author(s):  
B. H. Kear ◽  
J. M. Oblak

A nickel-base superalloy is essentially a Ni/Cr solid solution hardened by additions of Al (Ti, Nb, etc.) to precipitate a coherent, ordered phase. In most commercial alloy systems, e.g. B-1900, IN-100 and Mar-M200, the stable precipitate is Ni3 (Al,Ti) γ′, with an LI2structure. In A lloy 901 the normal precipitate is metastable Nis Ti3 γ′ ; the stable phase is a hexagonal Do2 4 structure. In Alloy 718 the strengthening precipitate is metastable γ″, which has a body-centered tetragonal D022 structure.Precipitate MorphologyIn most systems the ordered γ′ phase forms by a continuous precipitation re-action, which gives rise to a uniform intragranular dispersion of precipitate particles. For zero γ/γ′ misfit, the γ′ precipitates assume a spheroidal.


Author(s):  
R. E. Herfert

Studies of the nature of a surface, either metallic or nonmetallic, in the past, have been limited to the instrumentation available for these measurements. In the past, optical microscopy, replica transmission electron microscopy, electron or X-ray diffraction and optical or X-ray spectroscopy have provided the means of surface characterization. Actually, some of these techniques are not purely surface; the depth of penetration may be a few thousands of an inch. Within the last five years, instrumentation has been made available which now makes it practical for use to study the outer few 100A of layers and characterize it completely from a chemical, physical, and crystallographic standpoint. The scanning electron microscope (SEM) provides a means of viewing the surface of a material in situ to magnifications as high as 250,000X.


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