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標(biāo)題: Titlebook: Linear Models with Correlated Disturbances; Paul Knottnerus Book 1991 Springer-Verlag Berlin Heidelberg 1991 Covariance matrix.Estimator.K [打印本頁]

作者: 到來 時(shí)間: 2025-3-21 18:47
書目名稱Linear Models with Correlated Disturbances影響因子(影響力)

書目名稱Linear Models with Correlated Disturbances影響因子(影響力)學(xué)科排名

書目名稱Linear Models with Correlated Disturbances網(wǎng)絡(luò)公開度

書目名稱Linear Models with Correlated Disturbances網(wǎng)絡(luò)公開度學(xué)科排名

書目名稱Linear Models with Correlated Disturbances被引頻次

書目名稱Linear Models with Correlated Disturbances被引頻次學(xué)科排名

書目名稱Linear Models with Correlated Disturbances年度引用

書目名稱Linear Models with Correlated Disturbances年度引用學(xué)科排名

書目名稱Linear Models with Correlated Disturbances讀者反饋

書目名稱Linear Models with Correlated Disturbances讀者反饋學(xué)科排名

作者: overshadow 時(shí)間: 2025-3-21 23:09

作者: alabaster 時(shí)間: 2025-3-22 03:08
GLS Estimation by Kalman Filtering,ix of the disturbances. Mélard (1983) provides a fast algorithm for calculating the exact likelihood function of an ARMA process based on the Kaiman filter technique as proposed by Harvey and Phillips.

作者: 食品室 時(shí)間: 2025-3-22 08:10
Distributed Lag Models and Correlated Disturbances,ss are considered. Besides a small-sample adjustment of the estimation procedure is suggested. In Section 6 attention is paid to the estimation of distributed lag models with several distinct explanatory variables. Finally, Section 7 is concerned with the Cramér-Rao inequality and its relationship to the Pythagorean theorem.

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作者: chandel 時(shí)間: 2025-3-22 18:33
Introduction,les, it emerges that well-known as well as new results can be derived in a simple geometric manner, sometimes without the limiting estrictions of the usual derivations, e.g., the conditional normal distribution, the Kaiman filter equations and the Cramér-Rao inequality.

作者: Immortal 時(shí)間: 2025-3-22 22:49

作者: insightful 時(shí)間: 2025-3-23 05:06

作者: hankering 時(shí)間: 2025-3-23 05:33
Paul Knottnerusvation, theory and modeling..An invaluable reference for thoImproving the reliability of long-range forecasts of natural disasters, such as severe weather, droughts and floods, in North America, South America, Africa and the Asian/Australasian monsoon regions is of vital importance to the livelihood

作者: 祖?zhèn)?nbsp; 時(shí)間: 2025-3-23 13:24
Paul Knottnerusvation, theory and modeling..An invaluable reference for thoImproving the reliability of long-range forecasts of natural disasters, such as severe weather, droughts and floods, in North America, South America, Africa and the Asian/Australasian monsoon regions is of vital importance to the livelihood

作者: 窩轉(zhuǎn)脊椎動物 時(shí)間: 2025-3-23 15:36

作者: candle 時(shí)間: 2025-3-23 18:56

作者: uveitis 時(shí)間: 2025-3-23 23:05
Paul Knottnerusvation, theory and modeling..An invaluable reference for thoImproving the reliability of long-range forecasts of natural disasters, such as severe weather, droughts and floods, in North America, South America, Africa and the Asian/Australasian monsoon regions is of vital importance to the livelihood

作者: BOOM 時(shí)間: 2025-3-24 05:29
Paul Knottnerusvation, theory and modeling..An invaluable reference for thoImproving the reliability of long-range forecasts of natural disasters, such as severe weather, droughts and floods, in North America, South America, Africa and the Asian/Australasian monsoon regions is of vital importance to the livelihood

作者: arousal 時(shí)間: 2025-3-24 06:32
Paul Knottnerustion (ENSO) is the most dominant interannual climate phenomenon in the tropical ocean-atmosphere system. Both MJO and ENSO involve major shifts in tropical convection, large-scale circulation, and weather patterns around the world. The hypothesis that the MJO and ENSO may be intrinsically linked was

作者: Adj異類的 時(shí)間: 2025-3-24 14:11

作者: 發(fā)怨言 時(shí)間: 2025-3-24 16:05
Introduction,ical inference in linear models with correlated disturbances. The main aim of the study is to give a survey of new and old estimation techniques for regression models with disturbances that follow an autoregressive-moving average process. In the final chapter also several test strategies for discrim

作者: 單調(diào)女 時(shí)間: 2025-3-24 20:23
Transformation Matrices and Maximum Likelihood Estimation of Regression Models with Correlated Distns which are known as the seemingly unrelated regression equations, and where the disturbances of distinct equations are contemporaneously correlated. Another example is the simple regression model of a time series which consists of a single equation with correlated disturbances. In this study our m

作者: Muscularis 時(shí)間: 2025-3-25 01:17

作者: myriad 時(shí)間: 2025-3-25 06:51
GLS Estimation by Kalman Filtering,ession model when the disturbances follow an ARMA process with known parameters. The estimation can be carried out by applying the recursive Kaiman filter technique for the successive observations in the periods k+l,...,n, where k denotes the number of parameters to be estimated. By means of this ap

作者: Inordinate 時(shí)間: 2025-3-25 07:37

作者: 軟弱 時(shí)間: 2025-3-25 15:42
Distributed Lag Models and Correlated Disturbances,oefficients. This special case is introduced in Section 2. A brief survey of the various estimation methods is given in Section 3. In Section 4 it is shown that Koyck’s consistent two-step estimator can be determined uniquely from particular OLS results in a simple and direct way. Section 5 is conce

作者: heirloom 時(shí)間: 2025-3-25 17:01

作者: 殺人 時(shí)間: 2025-3-25 23:34

作者: 惡臭 時(shí)間: 2025-3-26 00:48

作者: OUTRE 時(shí)間: 2025-3-26 04:42
Paul Knottnerusiginal chapters, where appropriate, and added a new chapter that includes short subjects representing substantial new development in ISV research since the publication of the first edition.978-3-642-27135-9978-3-642-13914-7

作者: Conquest 時(shí)間: 2025-3-26 10:08

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作者: 幻想 時(shí)間: 2025-3-26 19:43

作者: 揮舞 時(shí)間: 2025-3-26 22:49
Paul Knottnerusiginal chapters, where appropriate, and added a new chapter that includes short subjects representing substantial new development in ISV research since the publication of the first edition.978-3-642-27135-9978-3-642-13914-7

作者: Cosmopolitan 時(shí)間: 2025-3-27 04:19

作者: Deadpan 時(shí)間: 2025-3-27 07:37
0075-8442 he book is as follows. In Chapter 2 attention is paid to a generalization of the well-known first order autocorrelation transformation of a linear regression mo978-3-540-53901-8978-3-642-48383-7Series ISSN 0075-8442 Series E-ISSN 2196-9957

作者: 在駕駛 時(shí)間: 2025-3-27 09:52