標題: Titlebook: Elements of Multivariate Time Series Analysis; Gregory C. Reinsel Textbook 19931st edition Springer-Verlag New York, Inc. 1993 Likelihood. [打印本頁] 作者: informed 時間: 2025-3-21 19:48
書目名稱Elements of Multivariate Time Series Analysis影響因子(影響力)
書目名稱Elements of Multivariate Time Series Analysis影響因子(影響力)學(xué)科排名
書目名稱Elements of Multivariate Time Series Analysis網(wǎng)絡(luò)公開度
書目名稱Elements of Multivariate Time Series Analysis網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Elements of Multivariate Time Series Analysis被引頻次
書目名稱Elements of Multivariate Time Series Analysis被引頻次學(xué)科排名
書目名稱Elements of Multivariate Time Series Analysis年度引用
書目名稱Elements of Multivariate Time Series Analysis年度引用學(xué)科排名
書目名稱Elements of Multivariate Time Series Analysis讀者反饋
書目名稱Elements of Multivariate Time Series Analysis讀者反饋學(xué)科排名
作者: Feigned 時間: 2025-3-21 21:52 作者: inhibit 時間: 2025-3-22 00:34
https://doi.org/10.1007/978-1-4684-0198-1Likelihood; Radiologieinformationssystem; correlation; economics; forecasting; integration; time series an作者: euphoria 時間: 2025-3-22 05:05 作者: Oligarchy 時間: 2025-3-22 10:01 作者: 向前變橢圓 時間: 2025-3-22 14:38 作者: 向前變橢圓 時間: 2025-3-22 18:39 作者: 終端 時間: 2025-3-23 00:22 作者: GEON 時間: 2025-3-23 02:18
Mario Ledda,Antonella Lisi,Alberto Gioriced and discussed. Least squares estimation for vector AR models and associated tests of hypothesis for the order of the AR model are emphasized. Properties of least squares estimates for vector AR models are discussed. Additional methods for initial specification and selection of an appropriate ARM作者: 向下五度才偏 時間: 2025-3-23 05:50
https://doi.org/10.1007/978-3-319-90704-8ties are examined. For conditional maximum likelihood, explicit iterative computation of the ML estimator in the form of generalized least squares estimation is presented, while for the exact likelihood method, two different approaches to computation of the exact likelihood function are developed. M作者: artifice 時間: 2025-3-23 13:04
Theodor Lambrianidis D.D.S., Ph.D.rate special structure in their parameterization, in particular, the nested reduced-rank models, which attempt to cope with the problem of the high dimensionality of the parameters in the vector models. Model specification methods, based on partial canonical correlation analysis, and parameter estim作者: 傻 時間: 2025-3-23 16:25 作者: indifferent 時間: 2025-3-23 18:18 作者: CUMB 時間: 2025-3-24 00:59
Vector Time Series and Model Representations,everal related time series processes are observed simultaneously over time, instead of observing just a single series as is the case in univariate time series analysis. Multivariate time series processes are of considerable interest in a variety of fields such as engineering, the physical sciences, 作者: 火車車輪 時間: 2025-3-24 05:40
Vector ARMA Time Series Models and Forecasting,nvertibility aspects of vector ARMA processes are considered. The covariance matrix structure of vector ARMA processes is considered, in general as well as for special cases such as first-order MA, AR, and ARMA models. In addition, consideration of parameter identifiability of mixed ARMA model repre作者: 睨視 時間: 2025-3-24 09:55 作者: Hla461 時間: 2025-3-24 11:05
Initial Model Building and Least Squares Estimation for Vector AR Models,ced and discussed. Least squares estimation for vector AR models and associated tests of hypothesis for the order of the AR model are emphasized. Properties of least squares estimates for vector AR models are discussed. Additional methods for initial specification and selection of an appropriate ARM作者: Delectable 時間: 2025-3-24 16:32
Maximum Likelihood Estimation and Model Checking for Vector ARMA Models,ties are examined. For conditional maximum likelihood, explicit iterative computation of the ML estimator in the form of generalized least squares estimation is presented, while for the exact likelihood method, two different approaches to computation of the exact likelihood function are developed. M作者: 移植 時間: 2025-3-24 21:12
Reduced-Rank and Nonstationary Co-Integrated Models,rate special structure in their parameterization, in particular, the nested reduced-rank models, which attempt to cope with the problem of the high dimensionality of the parameters in the vector models. Model specification methods, based on partial canonical correlation analysis, and parameter estim作者: 軍火 時間: 2025-3-25 00:58 作者: 寬敞 時間: 2025-3-25 03:52 作者: Hamper 時間: 2025-3-25 08:03
0172-7397 gh the methods are rather well developed and understood for univarjate time series analysis, the situation is not so complete for the multivariate case. This book is designed to introduce the basic concepts and methods that are useful in the analysis and modeling of multivariate time series, with il作者: 微塵 時間: 2025-3-25 15:07
Mario Ledda,Antonella Lisi,Alberto Giorierties of least squares estimates for vector AR models are discussed. Additional methods for initial specification and selection of an appropriate ARMA model, including the use of canonical correlation methods and information-theoretic model selection criteria such as AIC and BIC, are also explored.作者: APRON 時間: 2025-3-25 17:13
Vector ARMA Time Series Models and Forecasting,sentations is given. Nonstationary ARMA processes are also considered, and the concept of cointegration among the component series of a nonstationary process is introduced. Forecasting of vector ARMA models, including computation of forecasts and mean squared error matrix of the forecast errors, is presented.作者: 決定性 時間: 2025-3-25 23:19 作者: ANT 時間: 2025-3-26 00:08
State-Space Models, Kalman Filtering, and Related Topics,indices and McMillan degree of a process will also be discussed. The use of the state-space formulation for construction of the exact likelihood function for the vector ARMA model will be presented also. In addition, discussion of results for the classical approach to smoothing and filtering of time series will be presented.作者: finite 時間: 2025-3-26 05:13 作者: Pulmonary-Veins 時間: 2025-3-26 12:19
Vector Time Series and Model Representations,may be interested in the variations of interest rates, money supply, unemployment, and so on, or in sales volume, prices, and advertising expenditures for a particular commodity in a business context.作者: 改正 時間: 2025-3-26 14:18
Initial Model Building and Least Squares Estimation for Vector AR Models,erties of least squares estimates for vector AR models are discussed. Additional methods for initial specification and selection of an appropriate ARMA model, including the use of canonical correlation methods and information-theoretic model selection criteria such as AIC and BIC, are also explored.作者: Obliterate 時間: 2025-3-26 19:58 作者: Priapism 時間: 2025-3-26 21:55
https://doi.org/10.1007/978-3-662-56504-9tion of scalar component models, introduced by Tiao and Tsay (1989) to specify simplifying structure for the vector ARMA model parameterization, is discussed. The partial correlation matrices and partial canonical correlations of a stationary vector process, and their special features for pure AR models, are also considered.作者: 包裹 時間: 2025-3-27 03:32
https://doi.org/10.1007/978-1-4471-3825-9indices and McMillan degree of a process will also be discussed. The use of the state-space formulation for construction of the exact likelihood function for the vector ARMA model will be presented also. In addition, discussion of results for the classical approach to smoothing and filtering of time series will be presented.作者: Magnitude 時間: 2025-3-27 06:32 作者: PANG 時間: 2025-3-27 13:04 作者: 浮雕寶石 時間: 2025-3-27 16:48
Maximum Likelihood Estimation and Model Checking for Vector ARMA Models,re examined. Model checking techniques for an estimated model, based on correlation matrix properties of model residuals, are also explored. The effect of parameter estimation errors on mean square error for prediction from an estimated model is also considered. Two numerical examples of fitting and checking vector ARMA models are also presented.作者: 阻塞 時間: 2025-3-27 20:41
Reduced-Rank and Nonstationary Co-Integrated Models,odels that contain unit roots in their AR operator, and the associated concept of cointegration among the components of a nonstationary vector process. Multiplicative seasonal vector ARMA models will be discussed as an additional special topic in this chapter.作者: MOTIF 時間: 2025-3-28 01:00 作者: calumniate 時間: 2025-3-28 05:33 作者: 責(zé)問 時間: 2025-3-28 09:32 作者: 最高點 時間: 2025-3-28 12:13
https://doi.org/10.1007/978-1-4419-8859-1ich an. Die dem Konzept zugrundeliegende systemische Betrachtungsweise wird eingeführt und die drei Perspektiven des Beratungssystems, des Kundensystems und des Systems des Beratungsprozesses selbst werden herausgearbeitet. Diese bilden das Fundament des Regelwerks, das auch als Philosophie und Geis作者: GEST 時間: 2025-3-28 17:03 作者: 剛開始 時間: 2025-3-28 21:31
