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Title of Journal: Sci China Ser AMath

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Abbravation: Science in China Series A: Mathematics

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SP Science in China Press

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10.1007/978-3-319-00137-1_39

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1862-2763

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Testing coefficients of AR and bilinear time serie

Authors: WaiCheung Ip Heung Wong Yuan Li XianHua Luo
Publish Date: 2008/08/30
Volume: 51, Issue: 12, Pages: 2304-2314
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Abstract

AR and bilinear time series models are expressed as time series chain graphical models based on which it is shown that the coefficients of AR and bilinear models are the conditional correlation coefficients conditioned on the other components of the time series Then a graphically based procedure is proposed to test the significance of the coefficients of AR and bilinear time series Simulations show that our procedure performs well both in sizes and powersThis work was supported by the Hong Kong Polytechnic University Research Council the National Natural Science Foundation of China Grant No 10671044 and the Science and Technology Bureau of Guangzhou Municipal Government of China Grant No LSBH017

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  2. A Second Main Theorem on ℙ n for difference operator
  3. Spacelike Willmore surfaces in 4-dimensional Lorentzian space forms
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  5. Sharp Lipschitz constant of bi-Lipschitz automorphism on Cantor set
  6. Stochastic regression and its application to hedging in finance
  7. Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
  8. Corrected explicit-implicit domain decomposition algorithms for two-dimensional semilinear parabolic equations
  9. Conformal mappings and CR mappings on the Engel group
  10. Remarks on lines and minimal rational curves
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