標(biāo)題: Titlebook: Research Papers in Statistical Inference for Time Series and Related Models; Essays in Honor of M Yan Liu,Junichi Hirukawa,Yoshihide Kakiza [打印本頁(yè)] 作者: 貪吃的人 時(shí)間: 2025-3-21 19:03
書目名稱Research Papers in Statistical Inference for Time Series and Related Models影響因子(影響力)
書目名稱Research Papers in Statistical Inference for Time Series and Related Models影響因子(影響力)學(xué)科排名
書目名稱Research Papers in Statistical Inference for Time Series and Related Models網(wǎng)絡(luò)公開度
書目名稱Research Papers in Statistical Inference for Time Series and Related Models網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Research Papers in Statistical Inference for Time Series and Related Models被引頻次
書目名稱Research Papers in Statistical Inference for Time Series and Related Models被引頻次學(xué)科排名
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書目名稱Research Papers in Statistical Inference for Time Series and Related Models年度引用學(xué)科排名
書目名稱Research Papers in Statistical Inference for Time Series and Related Models讀者反饋
書目名稱Research Papers in Statistical Inference for Time Series and Related Models讀者反饋學(xué)科排名
作者: rheumatism 時(shí)間: 2025-3-22 00:13 作者: 招募 時(shí)間: 2025-3-22 00:45 作者: Endearing 時(shí)間: 2025-3-22 08:33 作者: macrophage 時(shí)間: 2025-3-22 08:45 作者: 思鄉(xiāng)病 時(shí)間: 2025-3-22 12:52
Hiroaki Ogatay? mokiert. Nun neigen tatsachlich Naturwissenschaftler, welche in der Bltite ihrer Jahre auf ihrem Spezial- gebiet Oberragendes geleistet haben, an ihrem Lebensabend zum groBen philosophi- schen Restimee, wobei sie allerdings nicht selten ihren Ruf als kritische Denker aufs Spiel setzen. Der erwart作者: 蔓藤圖飾 時(shí)間: 2025-3-22 18:46
Anass El Yaagoubi,Hernando Ombao der Verst?rkung und Optimierung menschlicher F?higkeiten. Erinnert sei an erste einfache Werkzeuge wie Hammer, Hebel und Zange, die der Verst?rkung und Verfeinerung der motorischen F?higkeiten des Menschen dienten und zu ihrer Benutzung menschliche Kraft ben?tigten. In der industriellen Revolution 作者: 肌肉 時(shí)間: 2025-3-23 00:48 作者: 北京人起源 時(shí)間: 2025-3-23 03:51 作者: observatory 時(shí)間: 2025-3-23 09:24
M-Estimation in GARCH Models in the Absence of Higher-Order Moments,) model, our simulations also involve higher-order models such as GARCH(2,1) and GARCH(1,2) which so far have received relatively little attention in the literature. We also consider the case of order-misspecified models. Finally, we analyze two real financial time series datasets by fitting GARCH(1,1) or GARCH(2,1) models with our M-estimators.作者: 即席演說 時(shí)間: 2025-3-23 11:42 作者: chemoprevention 時(shí)間: 2025-3-23 17:22
Spatial Median-Based Smoothed and Self-Weighted GEL Method for Vector Autoregressive Models,vior of the distributional tail of the innovation processes; hence, the results in this paper provide a feasible testing procedure for the hypothesis. Simulation experiments illustrate the finite sample performance of the proposed methods.作者: 畸形 時(shí)間: 2025-3-23 19:25 作者: Canvas 時(shí)間: 2025-3-24 01:20
,Generalized Linear Spectral Models for?Locally Stationary Processes,gh information criteria. Change points are identified via a sequence of score tests. Consistency and asymptotic normality are proved for the parametric estimators considered in the paper, under weak assumptions on the time-varying parameters.作者: acquisition 時(shí)間: 2025-3-24 04:44
wide variety of statistical models based on profound theory..This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi‘s 70th birthday. It covers models such as long-range dependence models, nonlinear conditionally heterosc作者: Accrue 時(shí)間: 2025-3-24 09:27 作者: 媽媽不開心 時(shí)間: 2025-3-24 12:04
Rank Tests for Randomness Against Time-Varying MA Alternative, joint asymptotic normality of the proposed rank test statistics and log-likelihood ratio is established by making use of the local asymptotic normal property. Then, applying LeCam’s third lemma, the asymptotic normality of test statistic under the alternative is shown automatically.作者: 浪費(fèi)時(shí)間 時(shí)間: 2025-3-24 18:04
-Process Method for Change Point Problems in Time Series,roblem of testing for parameter changes in time series models based on this .-process method. As an example, we consider the parameter change problem in some linear time series models. Some possibilities for nonlinear models are also discussed.作者: Expediency 時(shí)間: 2025-3-24 22:52
Spatial Median-Based Smoothed and Self-Weighted GEL Method for Vector Autoregressive Models,cesses. The self-weighted generalized empirical likelihood (GEL) estimator and test statistic for the hypotheses of the nonlinear restriction of the parameters are proposed. The limiting distributions of the GEL estimator and test statistic are derived under mild distributional conditions for the in作者: thrombus 時(shí)間: 2025-3-25 01:25
Excess Mean of Power Estimator of Extreme Value Index, existing mean of order . (MOP) estimators over different thresholds. The asymptotic normalities of the MOP and EMP estimators for dependent observations are established under some mild conditions. We also develop consistent estimators for the asymptotic variances of the MOP and EMP estimators. Furt作者: linguistics 時(shí)間: 2025-3-25 05:53 作者: 包租車船 時(shí)間: 2025-3-25 10:35 作者: Ige326 時(shí)間: 2025-3-25 15:38
Portmanteau Tests for Semiparametric Nonlinear Conditionally Heteroscedastic Time Series Models,l framework, the usual Box–Pierce portmanteau test statistic, based on the sum of the squares of the first residual autocorrelations, cannot be accurately approximated by a parameter-free distribution. A first solution is to estimate from the data the complicated asymptotic distribution of the Box–P作者: 不吉祥的女人 時(shí)間: 2025-3-25 18:03
Parameter Estimation of Standard AR(1) and MA(1) Models Driven by a Non-I.I.D. Noise,e intervals in parameter estimation. We consider AR(1) and MA(1) models and motivate the need for correction of standard errors when these are generated by a non-i.i.d. noise. The impact of the noise on the standard errors and confidence intervals is illustrated with Monte Carlo simulations using va作者: 提名的名單 時(shí)間: 2025-3-25 22:13 作者: 共同生活 時(shí)間: 2025-3-26 01:42 作者: Aggrandize 時(shí)間: 2025-3-26 04:37
Rank Tests for Randomness Against Time-Varying MA Alternative,by [., .]. We use the linear serial rank statistics and apply the notion of the contiguity [.] for the testing problem. Under the null hypothesis, the joint asymptotic normality of the proposed rank test statistics and log-likelihood ratio is established by making use of the local asymptotic normal 作者: 油膏 時(shí)間: 2025-3-26 09:43 作者: 浸軟 時(shí)間: 2025-3-26 14:38 作者: 滲透 時(shí)間: 2025-3-26 19:21 作者: Canyon 時(shí)間: 2025-3-26 22:01 作者: overbearing 時(shí)間: 2025-3-27 03:43 作者: 身體萌芽 時(shí)間: 2025-3-27 08:34
-Process Method for Change Point Problems in Time Series,blems not only for ergodic models but also for some non-ergodic models where the Fisher information matrix is random. In this paper, we consider the problem of testing for parameter changes in time series models based on this .-process method. As an example, we consider the parameter change problem 作者: ADAGE 時(shí)間: 2025-3-27 09:48
,Copula Bounds for?Circular Data,m variables. In two dimensions, the Fréchet–Hoeffding upper (lower) bound indicates the perfect positive (negative) dependence between two random variables. However, for circular random variables, the usual concept of dependency may not be accepted because of their periodicity. In this paper, we red作者: 支架 時(shí)間: 2025-3-27 17:06 作者: 使人煩燥 時(shí)間: 2025-3-27 18:39
,Orthogonal Impulse Response Analysis in?Presence of?Time-Varying Covariance,or vector is not constant in time. The usual approach for taking such covariance behavior into account consists in applying the standard tools to sub-periods of the whole sample. We underline that such a practice may lead to severe upward bias. We propose a new approach intended to give what we argu作者: CLAMP 時(shí)間: 2025-3-28 01:27 作者: hardheaded 時(shí)間: 2025-3-28 03:55
A Simple Isotropic Correlation Family in , with Long-Range Dependence and Flexible Smoothness,ts a new family of isotropic correlation functions whose members display long-range dependence and can also model different degrees of smoothness. This family is compared to a sub-family of the Matérn family commonly used in geostatistics, and two other recently proposed families of covariance functions with long-range dependence are discussed.作者: grieve 時(shí)間: 2025-3-28 08:51 作者: Bravado 時(shí)間: 2025-3-28 11:46 作者: 空氣傳播 時(shí)間: 2025-3-28 18:39 作者: FEAS 時(shí)間: 2025-3-28 22:27 作者: Hot-Flash 時(shí)間: 2025-3-28 22:56 作者: Schlemms-Canal 時(shí)間: 2025-3-29 05:07 作者: 防止 時(shí)間: 2025-3-29 08:04 作者: 把…比做 時(shí)間: 2025-3-29 11:50 作者: 無能力 時(shí)間: 2025-3-29 17:28
https://doi.org/10.1007/978-981-99-0803-5Time Series Analysis; Statistical Inference; Asymptotic Theory; Estimation Theory; Statistical Hypothesi作者: TOXIC 時(shí)間: 2025-3-29 22:04
Parameter Estimation of Standard AR(1) and MA(1) Models Driven by a Non-I.I.D. Noise,e intervals in parameter estimation. We consider AR(1) and MA(1) models and motivate the need for correction of standard errors when these are generated by a non-i.i.d. noise. The impact of the noise on the standard errors and confidence intervals is illustrated with Monte Carlo simulations using various types of noise.作者: Indigence 時(shí)間: 2025-3-30 02:23 作者: Blatant 時(shí)間: 2025-3-30 07:14 作者: chemical-peel 時(shí)間: 2025-3-30 11:28
Fuxia Cheng,Hira L. Koul,Nao Mimoto,Narayana Balakrishnagebrannt“ riecht, oder dass Sie mit Ihrem Geschmackssinn wahrnehmen k?nnen, ob eine Speise bereits schlecht geworden ist und deshalb s?uerlich schmeckt. Also auch diese beiden Sinne warnen uns vor Gefahren aus unserer Umwelt und helfen uns entsprechende Handlungen einzuleiten. Für Psychologen sind b作者: observatory 時(shí)間: 2025-3-30 14:23 作者: AGONY 時(shí)間: 2025-3-30 18:57 作者: Nomadic 時(shí)間: 2025-3-30 23:30
Anna Clara Monti,Pietro Scalerannen haben wir bei Kindern, weil bei diesen die Aphasie rasch verschwindet, was für die Messung der Intelligenz von Vorteil ist. Die Untersuchung der 51 Kinder mit Gro?hirnl?sionen fanden durchschnittlich zehn Jahre nach der L?sion statt, also im stabilen Stadium des Ausgleichs [23].作者: Coronation 時(shí)間: 2025-3-31 04:40 作者: 催眠藥 時(shí)間: 2025-3-31 05:31
Hiroaki Ogatae Human Brain and its Universe? zur Hand nimmt. Als ich wiihrend meiner Studien zu bestimmten Fragen des Leib-Seele-Problems zufiillig auf ?Mind and Matter? stieB, war ich von der Ftille des dort ausgebreiteten Wissens und von der Originalitat Kuhlenbeckschen Denkens fasziniert. Hier kommt ein Naturforscher z978-3-642-93667-8978-3-642-93666-1作者: 粗魯性質(zhì) 時(shí)間: 2025-3-31 11:53 作者: Thyroiditis 時(shí)間: 2025-3-31 15:33
Valentin Patilea,Hamdi Ra?ssiügung. Generationen von Programmiersprachen wurden entwickelt, um die Schnittstelle Mensch-Maschine zu überbrücken und von maschinennahen zu menschennahen (d.h. den natürlichen Sprachen ?hnlichen) Programmiersprachen zu gelangen. Automatische . Systeme sollen auf dieser Grundlage menschlichen Expert作者: Affirm 時(shí)間: 2025-3-31 19:35 作者: 后退 時(shí)間: 2025-4-1 00:40 作者: 燒瓶 時(shí)間: 2025-4-1 02:10 作者: 河流 時(shí)間: 2025-4-1 06:12 作者: 神經(jīng) 時(shí)間: 2025-4-1 11:29
Book 2023ety of data analyses. This collection of original papers provides the reader with comprehensive and state-of-the-art theoretical works on time series and related models. It contains deep and profound treatments of the asymptotic theory of statistical inference. In addition, many specialized methodol作者: ROOF 時(shí)間: 2025-4-1 18:17
Christian Francq,Thomas Verdebout,Jean-Michel Zakoian
