VOC
发表于 2025-3-28 18:15:57
,Ian McLeod’s Contribution to Time Series Analysis—A Tribute,the time series community. This article strives to give a partial picture of McLeod’s diverse contributions and their impact by reviewing the development of portmanteau statistics, long memory (persistence) models, the concept of duality in McLeod’s work, and his contributions to intervention analysis.
松果
发表于 2025-3-28 19:41:56
Advances in Time Series Methods and Applications978-1-4939-6568-7Series ISSN 1069-5265 Series E-ISSN 2194-1564
果核
发表于 2025-3-29 00:14:32
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倒转
发表于 2025-3-29 06:54:13
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痛打
发表于 2025-3-29 08:15:00
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旧式步枪
发表于 2025-3-29 11:35:10
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persistence
发表于 2025-3-29 19:06:08
978-1-4939-8238-7Springer Science+Business Media New York 2016
晚间
发表于 2025-3-29 21:41:16
Metric Properties of Sets and Condensers,We derive the asymptotic distribution of residual autocorrelations for the Weibull autoregressive conditional duration (ACD) model, and this leads to a portmanteau test for the adequacy of the fitted Weibull ACD model. The finite-sample performance of this test is evaluated by simulation experiments and a real data example is also reported.
为现场
发表于 2025-3-30 02:49:03
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JEER
发表于 2025-3-30 05:10:06
,Ian McLeod’s Contribution to Time Series Analysis—A Tribute,the time series community. This article strives to give a partial picture of McLeod’s diverse contributions and their impact by reviewing the development of portmanteau statistics, long memory (persistence) models, the concept of duality in McLeod’s work, and his contributions to intervention analys