کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5096738 1376547 2009 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Goodness of fit for lattice processes
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Goodness of fit for lattice processes
چکیده انگلیسی
The paper discusses tests for the correct specification of a model when data is observed in a d-dimensional lattice, extending previous work when the data is collected in the real line. As it happens with the latter type of data, the asymptotic distributions of the tests are functionals of a Gaussian sheet process, say B(ν), ν∈[0,π]d. Since it is not easy to find a time transformation h(ν) such that B(h(ν)) becomes the standard Brownian sheet, a consequence is that the critical values are difficult, if at all possible, to obtain. So, to overcome the problem of its implementation, we propose employing a bootstrap approach, showing its validity in our context.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 151, Issue 2, August 2009, Pages 113-128
نویسندگان
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