標(biāo)題: Titlebook: Athens Conference on Applied Probability and Time Series Analysis; Volume II: Time Seri P. M. Robinson,Murray Rosenblatt Conference proceed [打印本頁(yè)] 作者: Extraneous 時(shí)間: 2025-3-21 19:56
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作者: terazosin 時(shí)間: 2025-3-21 21:36 作者: flavonoids 時(shí)間: 2025-3-22 03:38 作者: projectile 時(shí)間: 2025-3-22 08:32 作者: 可忽略 時(shí)間: 2025-3-22 10:42
,Ausbildung für Kommunikationsberufe,del. Monte Carlo results show that the proposed estimators compared favorably with respect to M-estimators and Bounded Influence estimators(GM-estimators). Based on these results we conclude that one can improve the robust properties of Ar(p) estimators using the proposed optimization technique.作者: 光明正大 時(shí)間: 2025-3-22 15:19 作者: Abnormal 時(shí)間: 2025-3-22 17:15 作者: 提煉 時(shí)間: 2025-3-23 00:55 作者: 飛鏢 時(shí)間: 2025-3-23 02:27
https://doi.org/10.1007/978-3-322-85627-2e for handling serial dependence. Model fit is assessed by uniform residuals, amongst other tools. In this article an example of such an analysis is provided for a three-valued series corresponding to the possible results ., ., . of events involving a sports team.作者: 按時(shí)間順序 時(shí)間: 2025-3-23 08:42
https://doi.org/10.1007/978-3-86226-826-9 mathematics, physics and others have been reported in the mathematical, engineering and physical literature. Some of these also discuss statistically related problems. (See, e.g., Chui, 1992, Mallat, 1989b, 1989c, 1991, Mallat and Zhong, 1992, Segmen and Zeevi, 1993 and others.)作者: 山頂可休息 時(shí)間: 2025-3-23 11:26
Geschlechtergerechtigkeit im 21. Jahrhundertally evolving into the next or two familiar models merging into something less familiar. The simple autoregressive model of order one.where, throughout, .. will be taken to be i.i.d. and zero mean, leads immediately to the random walk, by taking . =1 but this change produces a series with dramatically different properties作者: 詞根詞綴法 時(shí)間: 2025-3-23 16:00 作者: 憤怒事實(shí) 時(shí)間: 2025-3-23 20:36
A note on chaotic maps and time series,te a chaotic map by showing that a time series of iterates of such map is pseudo-random, and the empirical distribution of such time series converges to the invariant probability distribution of the map for all initial values. The result can be applied for the computer generation of quasi-random numbers.作者: 停止償付 時(shí)間: 2025-3-24 00:34 作者: Excitotoxin 時(shí)間: 2025-3-24 03:19
A Theory of Wavelet Representation and Decomposition for a General Stochastic Process, mathematics, physics and others have been reported in the mathematical, engineering and physical literature. Some of these also discuss statistically related problems. (See, e.g., Chui, 1992, Mallat, 1989b, 1989c, 1991, Mallat and Zhong, 1992, Segmen and Zeevi, 1993 and others.)作者: Anticoagulant 時(shí)間: 2025-3-24 07:19
Fractional Stochastic Unit Root Processes,ally evolving into the next or two familiar models merging into something less familiar. The simple autoregressive model of order one.where, throughout, .. will be taken to be i.i.d. and zero mean, leads immediately to the random walk, by taking . =1 but this change produces a series with dramatically different properties作者: conspicuous 時(shí)間: 2025-3-24 11:38
Estimation of the Number of Spectral Lines, Rissanen’s minimum description length principle are used to determine both the number of spectral lines and the order of a model for the absolutely continuous component of the spectrum. Illustrative examples from astronomy and acoustics are given.作者: 持久 時(shí)間: 2025-3-24 16:41
Krieg, Milit?r und Geschlechterverh?ltnisf the family of geometric summation stable distributions. An application to the Bulgarian lev/US dollar exchange-rate series reveals that among the candidates considered only the fat-tailed stable Paretian distribution is able to capture the characteristics of this highly volatile time series.作者: 狂熱文化 時(shí)間: 2025-3-24 22:28 作者: Throttle 時(shí)間: 2025-3-25 01:09
Diversity und Managing Diversityporal stochastic process .(., .), . ∈ ?, x ∈ ?.. A particular feature is a large amount of data in the time direction (. very large), but only few locations in the plane where data are available (. small). A more detailed description of the data has been given in Franke and Gründer (1992) and Gründer (1992).作者: Infelicity 時(shí)間: 2025-3-25 05:33
,General Kriging for spatial-temporal processes with random ARX—regression parameters,poral stochastic process .(., .), . ∈ ?, x ∈ ?.. A particular feature is a large amount of data in the time direction (. very large), but only few locations in the plane where data are available (. small). A more detailed description of the data has been given in Franke and Gründer (1992) and Gründer (1992).作者: 大酒杯 時(shí)間: 2025-3-25 10:17
Conference proceedings 1996 statistics, applied mathematics, engineering, economics and ecology. The papers include many of the topics of current interest in time series analysis and will be of interest to a wide range of researchers.作者: Infusion 時(shí)間: 2025-3-25 14:49 作者: palliative-care 時(shí)間: 2025-3-25 16:37 作者: 舊病復(fù)發(fā) 時(shí)間: 2025-3-25 20:09 作者: hair-bulb 時(shí)間: 2025-3-26 03:57 作者: Impugn 時(shí)間: 2025-3-26 05:27
An analysis of an ordinal-valued time series,hms employing the complimentary . link function. This approach facilitates the use of standard statistical packages and leads to a convenient technique for handling serial dependence. Model fit is assessed by uniform residuals, amongst other tools. In this article an example of such an analysis is p作者: 針葉 時(shí)間: 2025-3-26 12:31 作者: 削減 時(shí)間: 2025-3-26 16:07 作者: 有節(jié)制 時(shí)間: 2025-3-26 19:21 作者: 煩躁的女人 時(shí)間: 2025-3-26 23:20
Modeling the Distribution of Highly Volatile Exchange-rate Time Series, center. Especially, the exchange rates of many Eastern European countries exhibit a highly volatile and seemingly erratic behavior in the initial phase of moving from controlled to freely floating exchange rates. In this paper we examine to what extend the distributional properties of such time ser作者: AND 時(shí)間: 2025-3-27 04:07
Asymptotic statistical inference for nonstationary processes with evolutionary spectra,ovariance structure and the time varying spectral density are discussed. In particular, we calculate the bias of the estimates due to nonstationarity and determine the optimal bandwidth. Furthermore, the relation to Priestley’s theory of processes with evolutionary spectra is discussed.作者: 血統(tǒng) 時(shí)間: 2025-3-27 06:13 作者: JEER 時(shí)間: 2025-3-27 12:22 作者: Perigee 時(shí)間: 2025-3-27 15:26 作者: Infusion 時(shí)間: 2025-3-27 18:42
Design of Moving-Average Trend Filters using Fidelity and Smoothness Criteria, based on simple dynamic models operating locally within the span of the filter. They are shown to generalise and extend the standard Macaulay and Henderson filters used in practice. The properties of these filters are determined and evaluated both in theory and in practice.作者: mastoid-bone 時(shí)間: 2025-3-28 00:19
Bandwidth Choice in Gaussian Semiparametric Estimation of Long Range Dependence,te (long range dependence), finite and positive (short range dependence), or zero (antipersistence). This behaviour is governed by a self-similarity parameter which can be estimated semiparametrically by one of several methods, all of which require a choice of bandwidth. We consider a Gaussian estim作者: 南極 時(shí)間: 2025-3-28 02:18
Some limit theorems on stationary processes with long-range dependence,theory on short-range dependent processes. In order to establish those theorems, the paper imposes weak assumptions on conditional moments of innovation processes, dispensing with the usual assumptions of exact Martingale difference or the contemporaneously transformed Gaussianity.作者: 繼承人 時(shí)間: 2025-3-28 07:30
Estimation of the Number of Spectral Lines,trivial case where the frequencies are unrelated, the simplest functional relationship gives harmonics of a fundamental frequency. Procedures based on Rissanen’s minimum description length principle are used to determine both the number of spectral lines and the order of a model for the absolutely c作者: jet-lag 時(shí)間: 2025-3-28 11:51
0930-0325 ds such as statistics, applied mathematics, engineering, economics and ecology. The papers include many of the topics of current interest in time series analysis and will be of interest to a wide range of researchers.978-0-387-94787-7978-1-4612-2412-9Series ISSN 0930-0325 Series E-ISSN 2197-7186 作者: 畢業(yè)典禮 時(shí)間: 2025-3-28 18:09
,Methodik und Durchführung der Untersuchung,ag. The second model considered contains a root on or near the unit root at lag . ≥ 1 in the moving average polynomial of a mixed autoregressive-moving average model. It is shown that the asymptotic distribution of the estimate of the root on or closest to the unit circle obtained by maximizing the 作者: 陰郁 時(shí)間: 2025-3-28 20:00 作者: 高度 時(shí)間: 2025-3-29 01:27 作者: facetious 時(shí)間: 2025-3-29 03:40
https://doi.org/10.1007/978-1-4612-2412-9Estimator; Likelihood; Variance; applied mathematics; average; calculus; linear regression; mathematics; mod作者: 忙碌 時(shí)間: 2025-3-29 08:09
978-0-387-94787-7Springer-Verlag New York, Inc. 1996作者: absorbed 時(shí)間: 2025-3-29 12:20
,Memorial Article: Edward J. Hannan, 1921–1994,rt attack. During some forty years, he profoundly influenced the development of many areas of time series. This period has seen an immense growth in the breadth, sophistication and technical standards of the subject, and a great deal of this is due to the originality, usefulness and depth of Hannan’s ideas.作者: 無(wú)政府主義者 時(shí)間: 2025-3-29 16:06
On the Use of Continuous-time ARMA Models in Time Series Analysis,ing a continuous-time ARMA process in which a given discrete-time ARMA process can be “embedded” is discussed and some of the properties of a family of continuous-time analogues of Tong’s SETARMA models are considered. An approach to inference for such models is described and illustrated with reference to a variety of data sets.作者: 輕而薄 時(shí)間: 2025-3-29 20:26
Asymptotic statistical inference for nonstationary processes with evolutionary spectra,ovariance structure and the time varying spectral density are discussed. In particular, we calculate the bias of the estimates due to nonstationarity and determine the optimal bandwidth. Furthermore, the relation to Priestley’s theory of processes with evolutionary spectra is discussed.作者: FECK 時(shí)間: 2025-3-30 02:43 作者: irritation 時(shí)間: 2025-3-30 04:18 作者: 潛移默化 時(shí)間: 2025-3-30 11:13
Lecture Notes in Statisticshttp://image.papertrans.cn/b/image/163937.jpg作者: moribund 時(shí)間: 2025-3-30 16:13
Feministische Theorie und Politikrt attack. During some forty years, he profoundly influenced the development of many areas of time series. This period has seen an immense growth in the breadth, sophistication and technical standards of the subject, and a great deal of this is due to the originality, usefulness and depth of Hannan’作者: cyanosis 時(shí)間: 2025-3-30 17:00 作者: OATH 時(shí)間: 2025-3-30 22:53 作者: Alveoli 時(shí)間: 2025-3-31 00:52
https://doi.org/10.1007/978-3-322-85627-2hms employing the complimentary . link function. This approach facilitates the use of standard statistical packages and leads to a convenient technique for handling serial dependence. Model fit is assessed by uniform residuals, amongst other tools. In this article an example of such an analysis is p作者: 進(jìn)步 時(shí)間: 2025-3-31 06:42
https://doi.org/10.1007/978-3-322-85627-2ing a continuous-time ARMA process in which a given discrete-time ARMA process can be “embedded” is discussed and some of the properties of a family of continuous-time analogues of Tong’s SETARMA models are considered. An approach to inference for such models is described and illustrated with refere作者: 許可 時(shí)間: 2025-3-31 09:44
,Ausbildung für Kommunikationsberufe, Mallows, using simultaneously two weight functions. New robust estimates are yielded, by combining optimally the Huber-type “ residual” weight function with a “ position ” weight function. The behavior of the estimators is studied numerically, under the additive and innovation outlier generating mo作者: 妨礙 時(shí)間: 2025-3-31 15:20 作者: TOXIN 時(shí)間: 2025-3-31 20:59 作者: ITCH 時(shí)間: 2025-4-1 01:40
,Methodik und Durchführung der Untersuchung,ovariance structure and the time varying spectral density are discussed. In particular, we calculate the bias of the estimates due to nonstationarity and determine the optimal bandwidth. Furthermore, the relation to Priestley’s theory of processes with evolutionary spectra is discussed.作者: 鼓掌 時(shí)間: 2025-4-1 02:15
,Methodik und Durchführung der Untersuchung,are considered. The first is a pure seasonal moving average model of degree one in the seasonal lag . > 1. The asymptotic distributions of the maximum likelihood estimator and the likelihood ratio statistic are derived under a sequence of local alternatives converging to the unit circle at rate 1/..作者: CHURL 時(shí)間: 2025-4-1 06:24 作者: TOXIC 時(shí)間: 2025-4-1 13:40 作者: ANIM 時(shí)間: 2025-4-1 15:17
Chancengleichheit im Berufsleben based on simple dynamic models operating locally within the span of the filter. They are shown to generalise and extend the standard Macaulay and Henderson filters used in practice. The properties of these filters are determined and evaluated both in theory and in practice.
