RALES 发表于 2025-3-23 13:15:31
Fumiya Akashi,Masanobu Taniguchi,Tomoyuki AmanoCovers a broad range of techniques for model diagnostics of time series models under general settings.Provides robust testing procedures including variable selection and causality without any moment c俗艳 发表于 2025-3-23 15:36:18
SpringerBriefs in Statisticshttp://image.papertrans.cn/d/image/270691.jpgODIUM 发表于 2025-3-23 19:03:16
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https://doi.org/10.1007/978-1-4419-7085-5ence, feedback and causality between two processes is as important as diagnostics for a time series model itself, which are discussed in Chaps. .–.. First, we introduce a measure of dependence for vector nonparametric linear processes, and derive the asymptotic distribution of the test statistic by大酒杯 发表于 2025-3-24 20:05:42
Diagnostic Methods in Time Series978-981-16-2264-9Series ISSN 2191-544X Series E-ISSN 2191-5458拥挤前 发表于 2025-3-25 02:48:37
Elements of Stochastic Processes,d where the nature of this dependence is of interest. A model which describes the probability structure of time series observations ., ., is called a stochastic process. An . might be the value of a stock return at time ., the water level in a river at time ., and so on. In this chapter, we will int