The empirical process of autoregressive residuals

Engler, Eric; Nielsen, Bent

doi:10.1111/j.1368-423x.2009.00282.x

Cited by 26 publications

(22 citation statements)

References 34 publications

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“…In Flora brasiliensis , Engler (1876) kept Spondias mombin as a synonym of the nomen illegitimum Spondias lutea , put Spondias venulosa as a variety of Spondias purpurea , and described Spondias macrocarpa .…”

Section: Taxonomic Historymentioning

confidence: 99%

A revision of Spondias L. (Anacardiaceae) in the Neotropics

Mitchell¹,

Daly²

2015

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As part of an ongoing study of Anacardiaceae subfamily Spondioideae, the ten native and one introduced species of Spondias in the Neotropics are revised. The genus is circumscribed. Three new species, S. admirabilis, S. expeditionaria, and S. globosa, are described and illustrated; a key to the taxa found in the Neotropics and distribution maps are provided. The Paleotropical species and allied genera are reviewed. Diagnostic character sets include leaf architecture, habit, flower morphology, and gross fruit morphology. Notes on the ecology and economic botany of the species are provided.

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Section: Taxonomic Historymentioning

confidence: 99%

A revision of Spondias L. (Anacardiaceae) in the Neotropics

Mitchell¹,

Daly²

2015

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“…It is interesting to note that the results do not depend on the type of regressors for the model. In particular, the results do not depend on whether the regressors include an intercept or not, which sets the results aside from empirical processes of residuals, see for instance Engler and Nielsen (2009).…”

Section: The Resultsmentioning

confidence: 87%

Asymptotic Analysis of the Forward Search

Johansen

Nielsen

2013

SSRN Journal

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Summary:The Forward Search is an iterative algorithm concerned with detection of outliers and other unsuspected structures in data. This approach has been suggested, analysed and applied for regression models in the monograph Atkinson and Riani (2000). An asymptotic analysis of the Forward Search is made. The argument involves theory for a new class of weighted and marked empirical processes, quantile process theory, and a …xed point argument to describe the iterative element of the procedure.

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“…The i.i.d. assumption and smoothness assumptions on f are common in the literature on empirical processes (see, e.g., Koul, 2002, andEngler and). …”

Section: Model and Assumptionsmentioning

confidence: 99%

Exploiting Infinite Variance Through Dummy Variables in Nonstationary Autoregressions

Cavaliere

Georgiev

2013

Econom. Theory

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We consider estimation and testing in …nite-order autoregressive models with a (near) unit root and in…nite-variance innovations. We study the asymptotic properties of estimators obtained by dummying out "large"innovations, i.e., exceeding a given threshold. These estimators re ‡ect the common practice of dealing with large residuals by including impulse dummies in the estimated regression. Iterative versions of the dummy-variable estimator are also discussed. We provide conditions on the preliminary parameter estimator and on the threshold which ensure that (i) the dummy-based estimator is consistent at higher rates than the OLS estimator, (ii) an asymptotically normal test statistic for the unit root hypothesis can be derived, and (iii) order of magnitude gains of local power are obtained.

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The empirical process of autoregressive residuals

Cited by 26 publications

References 34 publications

A revision of Spondias L. (Anacardiaceae) in the Neotropics

A revision of Spondias L. (Anacardiaceae) in the Neotropics

Asymptotic Analysis of the Forward Search

Exploiting Infinite Variance Through Dummy Variables in Nonstationary Autoregressions

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