毕业典礼
发表于 2025-3-28 18:09:47
,Methodik und Durchführung der Untersuchung,ag. The second model considered contains a root on or near the unit root at lag . ≥ 1 in the moving average polynomial of a mixed autoregressive-moving average model. It is shown that the asymptotic distribution of the estimate of the root on or closest to the unit circle obtained by maximizing the
阴郁
发表于 2025-3-28 20:00:40
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高度
发表于 2025-3-29 01:27:57
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facetious
发表于 2025-3-29 03:40:00
https://doi.org/10.1007/978-1-4612-2412-9Estimator; Likelihood; Variance; applied mathematics; average; calculus; linear regression; mathematics; mod
忙碌
发表于 2025-3-29 08:09:53
978-0-387-94787-7Springer-Verlag New York, Inc. 1996
absorbed
发表于 2025-3-29 12:20:24
,Memorial Article: Edward J. Hannan, 1921–1994,rt attack. During some forty years, he profoundly influenced the development of many areas of time series. This period has seen an immense growth in the breadth, sophistication and technical standards of the subject, and a great deal of this is due to the originality, usefulness and depth of Hannan’s ideas.
无政府主义者
发表于 2025-3-29 16:06:25
On the Use of Continuous-time ARMA Models in Time Series Analysis,ing a continuous-time ARMA process in which a given discrete-time ARMA process can be “embedded” is discussed and some of the properties of a family of continuous-time analogues of Tong’s SETARMA models are considered. An approach to inference for such models is described and illustrated with reference to a variety of data sets.
轻而薄
发表于 2025-3-29 20:26:30
Asymptotic statistical inference for nonstationary processes with evolutionary spectra,ovariance structure and the time varying spectral density are discussed. In particular, we calculate the bias of the estimates due to nonstationarity and determine the optimal bandwidth. Furthermore, the relation to Priestley’s theory of processes with evolutionary spectra is discussed.
FECK
发表于 2025-3-30 02:43:14
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irritation
发表于 2025-3-30 04:18:42
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