Wednesday, April 8, 2009
Monday, April 6, 2009
Testing Stationary Ergodicity
Check the following papers by Mahmoud A. El-Gamal
“A Consistent Nonparametric Test of Stationary Ergodicity for Time Series withApplications,” (with Ian Domowitz), Journal of Econometrics 102, 2001, pp. 365398.
“A Consistent Test of StationaryErgodicity,”(with Ian Domowitz), Econometric Theory 9(4), 1993, pp. 589601.
“A Consistent Nonparametric Test of Stationary Ergodicity for Time Series withApplications,” (with Ian Domowitz), Journal of Econometrics 102, 2001, pp. 365398.
“A Consistent Test of StationaryErgodicity,”(with Ian Domowitz), Econometric Theory 9(4), 1993, pp. 589601.
More on Fisher
Fisher in 1921 By Stephen Stigler, in Statistical Science and
On the Theoretical Foundations of Mathematical Statistics By Blair Christian
On the Mathematical Foundations of Theoretical Statistics By R.A. Fisher
On the Theoretical Foundations of Mathematical Statistics By Blair Christian
On the Mathematical Foundations of Theoretical Statistics By R.A. Fisher
How to Accuse the Other Guy of Lying with Statistics
See the interesting article from Statistical Science:
How to Accuse the Other Guy of Lying with Statistics by Charles Murray
How to Accuse the Other Guy of Lying with Statistics by Charles Murray
Sunday, April 5, 2009
A Conversation with Hirotugu Akaike
A Conversation with Hirotugu Akaike
By David F. Findley and Emanuel Parzen
So the question about how did AIC come into being is answered as in the following remark, followed by the original article,
A remark on 1974 paper, 1981
A New Look at the Statistical Model Identification, IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. AC-19, KO. 6, DECEMBER 1974
By David F. Findley and Emanuel Parzen
So the question about how did AIC come into being is answered as in the following remark, followed by the original article,
A remark on 1974 paper, 1981
A New Look at the Statistical Model Identification, IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. AC-19, KO. 6, DECEMBER 1974
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