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Controlling for individual heterogeneity in longitudinal models，with applications to student achievement
longitudinal data analysis random effects models fixed effects models omitted variables
2010/4/29
Longitudinal data tracking repeated measurements on individuals are
highly valued for research because they offer controls for unmeasured individual
heterogeneity that might otherwise bias results. ...
A comparison of statistical models for short categorical or ordinal time series with applications in ecology
time series categorical variable ordinal variable regression model Markov chain auto-regressive process estimation
2010/4/27
We study two statistical models for short-length categorical (or ordinal) time series. The first one is a regression
model based on generalized linear model. The second one is a parametrized Markovia...
Dependent Lindeberg central limit theorem and some applications
Central limit theorem Lindeberg method Weak dependence Kerneldensity estimation Subsampling
2010/4/26
In this paper, a very useful lemma (in two versions) is proved: it simplifies
notably the essential step to establish a Lindeberg central limit theorem
for dependent processes. Then, applying this l...
Identification of the multiscale fractional Brownian motion with biomechanical applications
Biomechanics Detection of change Goodness-of-fit test Fractional Brownian motion Semi-parametric estimation Wavelet analysis
2010/4/26
In certain applications, for instance biomechanics, turbulence, finance, or Internet traffic, it seems suitable to model the data by a generalization of a fractional Brownian motion for which the Hurs...
Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
Periodogram Weak dependence Whittle estimate
2010/4/26
We prove uniform convergence results for the integrated periodogram of a weakly dependent time series,namely a law of large numbers and a central limit theorem. These results are applied toWhittle’s p...