Priapism
发表于 2025-3-26 21:55:39
https://doi.org/10.1007/978-3-662-56504-9tion of scalar component models, introduced by Tiao and Tsay (1989) to specify simplifying structure for the vector ARMA model parameterization, is discussed. The partial correlation matrices and partial canonical correlations of a stationary vector process, and their special features for pure AR models, are also considered.
包裹
发表于 2025-3-27 03:32:19
https://doi.org/10.1007/978-1-4471-3825-9indices and McMillan degree of a process will also be discussed. The use of the state-space formulation for construction of the exact likelihood function for the vector ARMA model will be presented also. In addition, discussion of results for the classical approach to smoothing and filtering of time series will be presented.
Magnitude
发表于 2025-3-27 06:32:26
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PANG
发表于 2025-3-27 13:04:33
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浮雕宝石
发表于 2025-3-27 16:48:17
Maximum Likelihood Estimation and Model Checking for Vector ARMA Models,re examined. Model checking techniques for an estimated model, based on correlation matrix properties of model residuals, are also explored. The effect of parameter estimation errors on mean square error for prediction from an estimated model is also considered. Two numerical examples of fitting and checking vector ARMA models are also presented.
阻塞
发表于 2025-3-27 20:41:54
Reduced-Rank and Nonstationary Co-Integrated Models,odels that contain unit roots in their AR operator, and the associated concept of cointegration among the components of a nonstationary vector process. Multiplicative seasonal vector ARMA models will be discussed as an additional special topic in this chapter.
MOTIF
发表于 2025-3-28 01:00:18
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calumniate
发表于 2025-3-28 05:33:48
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责问
发表于 2025-3-28 09:32:28
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最高点
发表于 2025-3-28 12:13:11
https://doi.org/10.1007/978-1-4419-8859-1ich an. Die dem Konzept zugrundeliegende systemische Betrachtungsweise wird eingeführt und die drei Perspektiven des Beratungssystems, des Kundensystems und des Systems des Beratungsprozesses selbst werden herausgearbeitet. Diese bilden das Fundament des Regelwerks, das auch als Philosophie und Geis