邪恶的你 发表于 2025-3-23 11:49:21

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罗盘 发表于 2025-3-23 14:15:21

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cartilage 发表于 2025-3-23 20:31:09

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Semblance 发表于 2025-3-23 22:31:22

Grenzwert und Stetigkeit reeller Funktionen,t and identically distributed random variables with means 0 and variances σ. (> 0). The sequence {.} is called either a white noise process or an innovation process. In some time series books, the white noise process is defined as a sequence of uncorrelated random variables instead of that of indepe

Foolproof 发表于 2025-3-24 02:39:05

Eigenwert-Theorie und quadratische Formen,s an estimate of the white noise variance obtained by fitting the ARMA(., .) model to the observations. Because σ. decreases as the orders increase, it cannot be a good criterion to choose the orders minimizing it. If the orders increase, the bias of the estimated model will decrease while the varia

江湖骗子 发表于 2025-3-24 07:09:05

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novelty 发表于 2025-3-24 14:39:07

Grenzwert und Stetigkeit reeller Funktionen,he .. The penalty function identification methods discussed in Chapter 3 have the advantage of allowing automatic determination of the orders of an ARM A process. However, they are computationally expensive, for they need ML estimates for all possible ARM A models. Even though some innovation regres

–LOUS 发表于 2025-3-24 17:14:23

Eigenschaften stetiger Funktionen,d appeared. Nowadays they are primarily used for testing model inadequacy after choosing the orders and estimating the parameters, which Box and Jenkins (1976) called the .. Therefore, we discuss them in this final chapter.

Circumscribe 发表于 2025-3-24 19:08:10

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切碎 发表于 2025-3-25 02:50:02

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查看完整版本: Titlebook: ARMA Model Identification; ByoungSeon Choi Book 1992 Applied Probability Trust 1992 Area.Likelihood.algorithms.approximation.derivation.di