garrulous 发表于 2025-3-28 17:17:03

http://reply.papertrans.cn/31/3077/307619/307619_41.png

collagenase 发表于 2025-3-28 20:26:42

Model Estimation, Selection, and Checking,r models, a particular linearity test statistics indicates that the DGP underlying an observed time series is indeed a nonlinear process, one would ideally like to be able to select the correct lag structure and estimate the parameters of the model. In addition, one would like to know the asymptotic

confide 发表于 2025-3-29 02:36:31

Tests for Serial Independence,e noise process is assumed to consist of i.i.d. random variables, and this hypothesis should be testable. Also, it is the first issue that gets raised 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 de

不发音 发表于 2025-3-29 06:31:37

http://reply.papertrans.cn/31/3077/307619/307619_44.png

unstable-angina 发表于 2025-3-29 10:10:37

http://reply.papertrans.cn/31/3077/307619/307619_45.png

Esophagus 发表于 2025-3-29 12:08:28

http://reply.papertrans.cn/31/3077/307619/307619_46.png

wreathe 发表于 2025-3-29 15:51:26

http://reply.papertrans.cn/31/3077/307619/307619_47.png

Coma704 发表于 2025-3-29 20:48:56

http://reply.papertrans.cn/31/3077/307619/307619_48.png

相容 发表于 2025-3-30 01:33:31

http://reply.papertrans.cn/31/3077/307619/307619_49.png

lipids 发表于 2025-3-30 05:02:24

http://reply.papertrans.cn/31/3077/307619/307619_50.png
页: 1 2 3 4 [5] 6
查看完整版本: Titlebook: Elements of Nonlinear Time Series Analysis and Forecasting; Jan G. De Gooijer Book 2017 Springer International Publishing Switzerland 2017