Multiple
发表于 2025-3-27 00:01:24
Adrian W. T. Dostal,Gabriele Dostald abandon it only if sufficiently strong evidence for a nonlinear alternative can be found. This approach can be applied using a linearity test, often in combination with a test for Gaussianity. Several test statistics, both in the time domain and frequency domain, have been proposed for this purpose.
jagged
发表于 2025-3-27 04:25:04
Chancen und Risiken der Kundenintegration when checking the adequacy of a fitted time series model through observed “residuals”, i.e. are they approximately i.i.d. or are there significant deviations from that assumption. In fact, many inference procedures apply only to i.i.d. processes.
Cumbersome
发表于 2025-3-27 07:12:03
Jonas Schwartze,Klaus-Hendrik Wolfvertibility are of equal interest. Indeed, we would like to check whether present events of a time series are associated with the past in a sensible manner using an NLMA specification. Moreover, verifying (geometric) ergodicity is required for statistical inference.
色情
发表于 2025-3-27 11:56:04
,DNA von Groß- und Megaprojekten,e (or criterion) helps to identify the most appropriate model for the purpose at hand. Finally, it is common practice to test the series of standardized residuals for white noise via a residual-based diagnostic test statistic.
Mediocre
发表于 2025-3-27 14:02:40
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水土
发表于 2025-3-27 20:21:15
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并排上下
发表于 2025-3-27 22:05:46
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Axillary
发表于 2025-3-28 04:57:32
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Notify
发表于 2025-3-28 09:50:22
Probabilistic Properties,ractice. However, before selecting a particular nonlinear model we need tools to fully understand the probabilistic and statistical characteristics of the underlying DGP. For instance, precise information on the stationarity (ergodicity) conditions of a nonlinear DGP is important to circumscribe a m
特别容易碎
发表于 2025-3-28 14:08:58
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