In the random censorship from the right model. the asymptotics of Bahadur-Kiefer process based on smoothed PL, and its quantile process are cosidered. It is proved that with the different choice of smoothing parameter...In the random censorship from the right model. the asymptotics of Bahadur-Kiefer process based on smoothed PL, and its quantile process are cosidered. It is proved that with the different choice of smoothing parameter the asymptotic distribution on smoothed Bahadur-Kiefer process can be completely different. A complete characterization of the possible limits is obtained.展开更多
This paper studies the weak convergence of the sequential empirical process K n of the residuals in the threshold autoregressive(TAR)model of order p.Under some mild conditions,it is shown that K n converges weakly to...This paper studies the weak convergence of the sequential empirical process K n of the residuals in the threshold autoregressive(TAR)model of order p.Under some mild conditions,it is shown that K n converges weakly to a Kiefer process plus a random variable which converges to a multivariate normal.This differs from that given by Bai(1994)for a stationary autoregressive and moving average(ARMA)model.展开更多
文摘In the random censorship from the right model. the asymptotics of Bahadur-Kiefer process based on smoothed PL, and its quantile process are cosidered. It is proved that with the different choice of smoothing parameter the asymptotic distribution on smoothed Bahadur-Kiefer process can be completely different. A complete characterization of the possible limits is obtained.
文摘This paper studies the weak convergence of the sequential empirical process K n of the residuals in the threshold autoregressive(TAR)model of order p.Under some mild conditions,it is shown that K n converges weakly to a Kiefer process plus a random variable which converges to a multivariate normal.This differs from that given by Bai(1994)for a stationary autoregressive and moving average(ARMA)model.
