Genome
发表于 2025-3-25 04:49:57
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弄污
发表于 2025-3-25 07:41:32
Stability Analysis Using Kalman Filtering, Scoring, EM, and an Adaptive EM methodGoldfeld type) West German money-demand function testing its stability via testing the variances of the random walk for zero. We compare these results to a descriptive stability analysis that uses so-called flexible least squares—a nonstochastic variant of Kaiman filtering.
Obituary
发表于 2025-3-25 15:16:44
https://doi.org/10.1007/978-3-658-08233-8e Monte Carlo computes sequences of rejection frequencies of DF and Chow tests and shows that these are low. Thus, care is required in interpreting unit-root tests since failure to reject does not entail that the null is true.
gene-therapy
发表于 2025-3-25 19:04:32
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misshapen
发表于 2025-3-25 21:05:08
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DIS
发表于 2025-3-26 00:58:17
A New Approach to Statistical Forecastinging it possible to have different models or methods or both to predict each of the m horizons. In addition to being theoretically appealing, this new approach outperforms the best method of the M-competition by a large margin when tested empirically.
乞丐
发表于 2025-3-26 08:11:18
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外面
发表于 2025-3-26 10:25:12
IntroductionThis volume contains 21 papers that are grouped into four parts. These are:
Constitution
发表于 2025-3-26 15:09:14
https://doi.org/10.1007/978-3-322-83852-0of the CUSUM and MO-SUM procedures, based on robustified recursive residuals and .-estimators, are presented. Some results of a simulation study are given; they coincide with those from the theoretical considerations.
显示
发表于 2025-3-26 19:35:44
https://doi.org/10.1007/978-3-662-50518-2 to ordinary least squares (OLS) residuals. We show how to modify the test statistic, derive its limiting distribution under .., and compare the finite sample power of the two versions of the test via Monte Carlo experiments.