流逝
发表于 2025-3-26 22:07:07
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Ebct207
发表于 2025-3-27 02:57:26
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体贴
发表于 2025-3-27 08:01:27
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指令
发表于 2025-3-27 10:43:02
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athlete’s-foot
发表于 2025-3-27 15:21:04
0930-0325 commonly used assumption is that the data is a realization of a stationary Gaussian process. However, since the Gaussian assumption is a fairly stringent one, this assumption is frequently replaced by the weaker assumption that the process is wide~sense stationary and that only the mean and covarian
forecast
发表于 2025-3-27 20:14:58
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Instantaneous
发表于 2025-3-27 22:04:55
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时间等
发表于 2025-3-28 03:11:23
Asymptotic Behaviour of the Estimates Based on Residual Autocovariances for ARMA Models,del. They show using a Monte Carlo study that this class contains estimates which are highly efficient when the observations correspond, to a perfectly observed Gaussian ARMA model and robust under the presence of outliers. In this paper we show the consistency and asymptotic normality of a class of
Resection
发表于 2025-3-28 08:50:12
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Libido
发表于 2025-3-28 12:43:10
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