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Statistics 552: Asymptotic Theory
"... • Additional papers and lecture notes will be given later. The course begins with the classical asymptotic theory. Topics include Information Inequality, delta method, variancestabilizing transformation, Edgeworth expansion, and their applications. Asymptotic properties of the MLE and superefficien ..."
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• Additional papers and lecture notes will be given later. The course begins with the classical asymptotic theory. Topics include Information Inequality, delta method, variancestabilizing transformation, Edgeworth expansion, and their applications. Asymptotic properties of the MLE
ASYMPTOTIC THEORY AND THE FOUNDATIONS OF STATISTICS
"... ABSTRACT. Statistics in the 20th century has been enlivened by a passionate, occasionally bitter, and still vibrant debate on the foundations of statistics and in particular on Bayesian vs. frequentist approaches to inference. In 1975 D. V. Lindley predicted a Bayesian 21st century for statistics. ..."
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. This prediction has often been discussed since, but there is still no consensus on the probability of its correctness. Recent developments in the asymptotic theory of statistics are, surprisingly, shedding new light on this debate, and may have the potential to provide a common middle ground. 1. Introduction. I
Asymptotic theory for multivariate GARCH processes
 Journal of Multivariate Analysis
, 2003
"... We provide in this paper asymptotic theory for the multivariate GARCH(p, q) process. Strong consistency of the quasimaximum likelihood estimator (MLE) is established by appealing to conditions given in Jeantheau [19] in conjunction with a result given by Boussama [9] concerning the existence of a s ..."
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Cited by 55 (0 self)
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We provide in this paper asymptotic theory for the multivariate GARCH(p, q) process. Strong consistency of the quasimaximum likelihood estimator (MLE) is established by appealing to conditions given in Jeantheau [19] in conjunction with a result given by Boussama [9] concerning the existence of a
ASYMPTOTIC THEORY FOR SPATIAL PROCESSES By
, 2008
"... Recent years have seen a marked increase in the application of spatial models in economics and the social sciences, in general. However, the development of a general asymptotic estimation and inference theory for spatial estimators has been hampered by a lack of central limit theorems (CLTs), unifor ..."
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Recent years have seen a marked increase in the application of spatial models in economics and the social sciences, in general. However, the development of a general asymptotic estimation and inference theory for spatial estimators has been hampered by a lack of central limit theorems (CLTs
Critical Power for Asymptotic Connectivity in Wireless Networks
, 1998
"... : In wireless data networks each transmitter's power needs to be high enough to reach the intended receivers, while generating minimum interference on other receivers sharing the same channel. In particular, if the nodes in the network are assumed to cooperate in routing each others ' pack ..."
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Cited by 548 (19 self)
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as the number of nodes in the network goes to infinity. It is shown that if n nodes are placed in a disc of unit area in ! 2 and each node transmits at a power level so as to cover an area of ßr 2 = (log n + c(n))=n, then the resulting network is asymptotically connected with probability one if and only
Asymptotic theory for a vector ARMAGARCH model. Econometric Theory 19
, 2003
"... This paper investigates the asymptotic theory for a vector ARMAGARCH model. The conditions for the strict stationarity, ergodicity, and the higherorder moments of the model are established. Consistency of the quasi maximum likelihood estimator (QMLE) is proved under only the secondorder moment ..."
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Cited by 177 (84 self)
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This paper investigates the asymptotic theory for a vector ARMAGARCH model. The conditions for the strict stationarity, ergodicity, and the higherorder moments of the model are established. Consistency of the quasi maximum likelihood estimator (QMLE) is proved under only the secondorder mo
On the Asymptotic Theory of Permutation Statistics
 Mathematical Methods of Statistics
, 1999
"... : In this paper limit theorems for the conditional distributions of linear test statistics are proved. The assertions are conditioned on the #field of permutation symmetric sets. Limit theorems are proved both for the conditional distributions under the hypothesis of randomness and under general co ..."
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Cited by 22 (2 self)
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of symmetrized product measures. The results of the paper have implications for statistical applications. By example it is shown that minimum variance partitions which are defined by observed data (e.g. by LVQ) lead to asymptotically optimal adaptive tests for the ksample problem. As another application
SOME NOTES ON ASYMPTOTIC THEORY IN PROBABILITY
"... This brief note summarizes some important results in asymptotic theory in probability. The main motivation of this theory is to approximate distribution of large sample statistics with a limiting distribution which is often much simpler to work with. ..."
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This brief note summarizes some important results in asymptotic theory in probability. The main motivation of this theory is to approximate distribution of large sample statistics with a limiting distribution which is often much simpler to work with.
Asymptotic Confidence Intervals for Indirect Effects in Structural EQUATION MODELS
 IN SOCIOLOGICAL METHODOLOGY
, 1982
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Estimation and Inference in Econometrics
, 1993
"... The astonishing increase in computer performance over the past two decades has made it possible for economists to base many statistical inferences on simulated, or bootstrap, distributions rather than on distributions obtained from asymptotic theory. In this paper, I review some of the basic ideas o ..."
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Cited by 1151 (3 self)
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The astonishing increase in computer performance over the past two decades has made it possible for economists to base many statistical inferences on simulated, or bootstrap, distributions rather than on distributions obtained from asymptotic theory. In this paper, I review some of the basic ideas
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