標(biāo)題: Titlebook: Gaussian and Non-Gaussian Linear Time Series and Random Fields; Murray Rosenblatt Book 2000 Springer Science+Business Media New York 2000 [打印本頁] 作者: Disclose 時(shí)間: 2025-3-21 18:53
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書目名稱Gaussian and Non-Gaussian Linear Time Series and Random Fields讀者反饋學(xué)科排名
作者: 字的誤用 時(shí)間: 2025-3-21 23:29 作者: vibrant 時(shí)間: 2025-3-22 00:51
Gaussian and Non-Gaussian Linear Time Series and Random Fields作者: instructive 時(shí)間: 2025-3-22 04:36
Book 2000e increasing in the usual manner is the same as that with time reversed. Chapter 1 considers the question of reversibility for linear stationary sequences and gives necessary and sufficient conditions for the reversibility. A neat result of Breidt and Davis on reversibility is presented. A sim- ple 作者: 改良 時(shí)間: 2025-3-22 09:22 作者: 改正 時(shí)間: 2025-3-22 12:57 作者: 改正 時(shí)間: 2025-3-22 19:20 作者: TOM 時(shí)間: 2025-3-23 00:20
Bedingte Reflexe, die Lernmatrix,Later on a number of methods will be introduced that are based on moments of cumulants and are used to estimate aspects of the structure of processes of interest. For this reason it seems proper to make some remarks about moments and cumulants and the relationship between them.作者: granite 時(shí)間: 2025-3-23 04:00
https://doi.org/10.1007/978-3-662-00604-7Assume that . is a stationary ARMA scheine satisfying the system of equations. where the ξ.’s are independent and identically distributed with .ξ. = 0 and .ξ. = σ. > 0. Consider the prediction problem in which one approximates x. by a function of x., s ≤ 0, in mean square as well as one can.作者: 翻布尋找 時(shí)間: 2025-3-23 07:53
Reversibility and Identifiability,Let us first consider linear stationary sequences. A sequence of independent, identically distributed real random variables ξ., j = …, -1,0,1,… is given with Eξ. = 0, 0 < .ξ. = σ. < ∞. The process x. is obtained by passing this sequence through a linear filter characterized by the real weights, ., ∑. < ∞, 作者: antecedence 時(shí)間: 2025-3-23 10:59
Homogeneous Gaussian Random Fields,Let ξ(.), . G ., be a random field of real-valued random variables. . is a fixed finite set in . not containing 0. The set of points . ∈ . such that . — . ∈ . is called the .-boundary of the point .. The .-boundary of a set . ? . is the set of points . not in . but in the .-boundary of some point . ∈ ..作者: Incise 時(shí)間: 2025-3-23 16:01
Cumulants, Mixing and Estimation for Gaussian Fields,Later on a number of methods will be introduced that are based on moments of cumulants and are used to estimate aspects of the structure of processes of interest. For this reason it seems proper to make some remarks about moments and cumulants and the relationship between them.作者: 熱心助人 時(shí)間: 2025-3-23 20:00 作者: arcane 時(shí)間: 2025-3-23 23:46 作者: 沒有準(zhǔn)備 時(shí)間: 2025-3-24 06:14
Minimum Phase Estimation,uivalent asymptotically in the Gaussian case to maximum likelihood estimates. Consider the stationary ARMA (., .) minimum phase sequence {x.}. with the ξ.’s independent, identically distributed with mean zero and variance σ..作者: Ibd810 時(shí)間: 2025-3-24 08:44
978-1-4612-7067-6Springer Science+Business Media New York 2000作者: 議程 時(shí)間: 2025-3-24 11:22 作者: EVEN 時(shí)間: 2025-3-24 17:52
https://doi.org/10.1007/978-1-4612-1262-1Covariance matrix; Gaussian Linear Time Series; Likelihood; Linear Time Series; Probability theory; Time 作者: 圖表證明 時(shí)間: 2025-3-24 19:02
Klaus-Geert Heyne,Gabriele Schmiedgenuivalent asymptotically in the Gaussian case to maximum likelihood estimates. Consider the stationary ARMA (., .) minimum phase sequence {x.}. with the ξ.’s independent, identically distributed with mean zero and variance σ..作者: Lipoprotein 時(shí)間: 2025-3-24 23:26 作者: Respond 時(shí)間: 2025-3-25 04:00
Finite Automata and Regular Setsollow that of Georgii 1988. The parameter set of the random variables . . ∈ . is a countable infinite set. A typical case would be that in which . is the set of .-dimensional lattice points. The random variables . take values in a measure space . with . a σ7-field of subsets of . could be countable 作者: eustachian-tube 時(shí)間: 2025-3-25 10:49 作者: 使厭惡 時(shí)間: 2025-3-25 13:14
Minimum Phase Estimation,uivalent asymptotically in the Gaussian case to maximum likelihood estimates. Consider the stationary ARMA (., .) minimum phase sequence {x.}. with the ξ.’s independent, identically distributed with mean zero and variance σ..作者: Opponent 時(shí)間: 2025-3-25 16:47
The Fluctuation of the Quasi-Gaussian Likelihood,otically normal estimates of the unknown parameters of the model. However, in the non-Gaussian context, even though and invertible (that is, minimum phase), the estimates are not efficient. In the nonminimum phase non-Gaussian case the estimates are not even consistent. However, because most estimat作者: 整潔漂亮 時(shí)間: 2025-3-25 22:24
Random Fields,ollow that of Georgii 1988. The parameter set of the random variables . . ∈ . is a countable infinite set. A typical case would be that in which . is the set of .-dimensional lattice points. The random variables . take values in a measure space . with . a σ7-field of subsets of . could be countable 作者: Champion 時(shí)間: 2025-3-26 03:21 作者: CHOIR 時(shí)間: 2025-3-26 08:02
Book 2000assical literature in time series analysis, particularly in the Gaussian case. There is a large literature on probabilistic and statistical aspects of these models-to a great extent in the Gaussian context. In the Gaussian case best predictors are linear and there is an extensive study of the asympt作者: 拋射物 時(shí)間: 2025-3-26 10:03 作者: CORE 時(shí)間: 2025-3-26 14:14 作者: Vulnerable 時(shí)間: 2025-3-26 19:37
https://doi.org/10.1007/978-3-642-85706-5se and consider estimation of parameters. Our discussion is an idealization since it is assumed that the scaled density function . of the independent random variables . generating the stationary autoregressive sequence of order . is known. A discussion of ARMA schemes is more complicated but of a similar character and remarks on them will be made.作者: 有危險(xiǎn) 時(shí)間: 2025-3-26 23:20
Estimation for Possibly Nonminimum Phase Schemes,se and consider estimation of parameters. Our discussion is an idealization since it is assumed that the scaled density function . of the independent random variables . generating the stationary autoregressive sequence of order . is known. A discussion of ARMA schemes is more complicated but of a similar character and remarks on them will be made.作者: BLANC 時(shí)間: 2025-3-27 03:19
Random Fields,the set of .-dimensional lattice points. The random variables . take values in a measure space . with . a σ7-field of subsets of . could be countable or a continuous state space like . with ε the σ-fieid of Borel subsets of . with . a positive integer. The random variables (.). are defined on a probability space (Ω., μ).作者: ARY 時(shí)間: 2025-3-27 07:53
Inter-Organizational Processes BPMN provides a convenient way to express the behavior of a process, and if the process involves interacting with external partners, then these interactions can also be represented as message flows between pools, as in Fig. . on page 317.作者: monogamy 時(shí)間: 2025-3-27 13:00 作者: bisphosphonate 時(shí)間: 2025-3-27 15:19
Hans-Dieter Willlanguage [Rey83, Ole82], and a “transition traces” model for shared-variable programs [Bro93], to produce a semantics for a parallel Algol-like language. Each type is interpreted as a functor from the category of possible worlds into a category of domains and continuous functions; each well-typed ph作者: Dungeon 時(shí)間: 2025-3-27 18:39 作者: 疏遠(yuǎn)天際 時(shí)間: 2025-3-28 00:40
of geometry in our world, and may serve as a source of inspiration for architects, artists, designers, engineers, and natural scientists. This new edition has been completely revised and updated, with new topics and many new illustrations..978-3-030-61397-6978-3-030-61398-3作者: correspondent 時(shí)間: 2025-3-28 04:39 作者: NEG 時(shí)間: 2025-3-28 08:32 作者: 進(jìn)入 時(shí)間: 2025-3-28 12:49
