You are not currently logged in.
Access JSTOR through your library or other institution:
If You Use a Screen ReaderThis content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Distributed Lag Regression with an Almost Periodic Design Matrix
M. J. Katzoff and R. H. Shumway
Journal of Applied Probability
Vol. 15, No. 4 (Dec., 1978), pp. 759-773
Published by: Applied Probability Trust
Stable URL: http://www.jstor.org/stable/3213432
Page Count: 15
You can always find the topics here!Topics: Matrices, Estimators, Mathematical functions, Periodic functions, Fourier series, Time series, Calibration, Covariance, Noise spectra, Degrees of freedom
Were these topics helpful?See something inaccurate? Let us know!
Select the topics that are inaccurate.
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Preview not available
Frequency domain estimation and tests of hypotheses are considered for a general multivariate distributed lag regression model. The usual vector of regression functions is replaced by a matrix of almost periodic functions, a case for which the terms appearing in the frequency domain estimators have well-defined limits. Asymptotic distributions and consistency are established for the regression coefficients and error spectra. A test statistic is proposed for the no regression hypothesis which is asymptotically central F under the null hypothesis and converges to infinity under the alternative. In the multivariate case, a product of beta-distributed variables is obtained.
Journal of Applied Probability © 1978 Applied Probability Trust