Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data

2014 ◽  
Vol 98 (3) ◽  
pp. 257-286 ◽  
Author(s):  
Said Attaoui
Keyword(s):  
Time Series ◽  
Asymptotic Normality ◽  
Time Series Data ◽  
Conditional Density ◽  
Series Data ◽  
Density Estimator ◽  
Functional Index ◽  
Uniform Consistency ◽  
Strong Uniform Consistency

scholarly journals Asymptotic normality of the maximum likelihood estimator for cooperative sequential adsorption

2011 ◽  
Vol 43 (3) ◽  
pp. 636-648 ◽  
Author(s):  
Mathew D. Penrose ◽  
Vadim Shcherbakov
Keyword(s):  
Time Series ◽  
Maximum Likelihood ◽  
Asymptotic Normality ◽  
Maximum Likelihood Estimator ◽  
Time Series Data ◽  
Series Data ◽  
Adsorption Model ◽  
Likelihood Estimator ◽  
Large Samples ◽  
Sequential Adsorption

We consider statistical inference for a parametric cooperative sequential adsorption model for spatial time series data, based on maximum likelihood. We establish asymptotic normality of the maximum likelihood estimator in the thermodynamic limit. We also perform and discuss some numerical simulations of the model, which illustrate the procedure for creating confidence intervals for large samples.

scholarly journals Asymptotic normality of the maximum likelihood estimator for cooperative sequential adsorption

2011 ◽  
Vol 43 (03) ◽  
pp. 636-648
Author(s):  
Mathew D. Penrose ◽  
Vadim Shcherbakov
Keyword(s):  
Time Series ◽  
Maximum Likelihood ◽  
Asymptotic Normality ◽  
Maximum Likelihood Estimator ◽  
Time Series Data ◽  
Series Data ◽  
Adsorption Model ◽  
Likelihood Estimator ◽  
Large Samples ◽  
Sequential Adsorption

We consider statistical inference for a parametric cooperative sequential adsorption model for spatial time series data, based on maximum likelihood. We establish asymptotic normality of the maximum likelihood estimator in the thermodynamic limit. We also perform and discuss some numerical simulations of the model, which illustrate the procedure for creating confidence intervals for large samples.

Graphical Exploratory Data Analysis for Categorical Longitudinal and Time Series Data

2013 ◽  
Author(s):  
Stephen J. Tueller ◽  
Richard A. Van Dorn ◽  
Georgiy Bobashev ◽  
Barry Eggleston
Keyword(s):  
Time Series ◽  
Data Analysis ◽  
Exploratory Data Analysis ◽  
Time Series Data ◽  
Series Data ◽  
Exploratory Data
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