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Asymptotic distribution of the least squares estimator in the first-order autoregressive process
(Texas Tech University, 1996-08)
This study is about the asymptotic distribution of the least squares estimator in nonstationary first-order autoregressive processes. These processes are commonly used to model economic time series and the desired distribution ...
Bayes factors for variance components in the mixed linear model
(Texas Tech University, 1996-12)
The Bayes Factor is a widely-used summary measure that can be used to test hypotheses in a Bayesian setting. It also performs well in problems of model selection. In this study, Bayes Factors for variance components in the ...