M Matero, HA Schwartz - Proceedings of COLING. International …, 2020 - ncbi.nlm.nih.gov
Human natural language is mentioned at a specific point in time while human emotions change over time. While much work has established a strong link between language use …
This article develops tests for the correct specification of the conditional variance function in GARCH models when the true parameter may lie on the boundary of the parameter space …
This paper develops tests for the correct specification of the conditional variance function in GARCH models when the true parameter may lie on the boundary of the parameter space …
Much of natural language is generated by humans who take on many different states and traits over their lifetime. While there is a small collection of works focused around human …
HL Koul, I Perera - Journal of Statistical Theory and Practice, 2021 - Springer
This paper proposes a lack-of-fit test for a parametric specification of the conditional mean function in a Markovian multiplicative error time series model. The proposed test is based on …
It is a huge honour and privilege for us, the co-editors, to bring to the readership of Sankhya Series B this Econometrics Special Issue celebrating the 125th anniversary of PC …
N Balakrishna, J Kim, HL Koul - Statistics & Probability Letters, 2020 - Elsevier
This paper proposes an asymptotically distribution free test for fitting a parametric model to the autoregressive function in the AR (1) model in the presence of measurement error. The …