The Parameter Inference for Nearly Nonstationary Time Series
Abstract A first-order autoregressive (AR) time series Yt = βY t-1 + εt is said to be nearly nonstationary if β is close to 1. For a nearly nonstationary AR(1) model, it is show...
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Abstract A first-order autoregressive (AR) time series Yt = βY t-1 + εt is said to be nearly nonstationary if β is close to 1. For a nearly nonstationary AR(1) model, it is show...
A unified approach to improved usability can be identified in the works of Gilb (1981, 1984), Shackel (1984), Bennett (1984), Carroll and Rosson (1985), and Butler (1985). We te...
A bstract-We discuss the problem of testing for constant versus time varying regression coefficients. Our alternative hypothesis allows the coefficients to follow a stationary A...
Recent FCC proceedings have considered the notion of unlicensed device operation in licensed bands. Licensed users are concerned about harmful interference while unlicensed devi...