Extension of the Wald statistic to models with dependent observations.
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F00%3A16010024" target="_blank" >RIV/67985556:_____/00:16010024 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Extension of the Wald statistic to models with dependent observations.
Original language description
A generalization of the Wald statistic for testing composite hypotheses is suggested for dependent data from exponential models which include Levy processes and diffusion fields. The generalized statistic is proved to be asymptotically chi-squared distributed under regular composite hypotheses. It is simpler and more easily available than the generalized likelihood ratio statistic.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA102%2F99%2F1137" target="_blank" >GA102/99/1137: Estimation and optimization in telecommunication networks</a><br>
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2000
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Metrika
ISSN
0026-1335
e-ISSN
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Volume of the periodical
52
Issue of the periodical within the volume
2
Country of publishing house
DE - GERMANY
Number of pages
17
Pages from-to
97-113
UT code for WoS article
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EID of the result in the Scopus database
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