过份好问 发表于 2025-3-25 03:28:33

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大雨 发表于 2025-3-25 07:48:19

Vladimir Pozdnyakov,J. Michael Steeleocess Xo = Xo, 0 ~ t ~ T, (0. 1) where W is a standard Wiener process and St(‘) is some nonanticipative smooth t function. By the observations X = {X , 0 ~ t ~ T} of this process, we will solve some t of the problems of identification, both parametric and nonparametric. If the trend S(-) is known up

亲密 发表于 2025-3-25 13:10:10

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MITE 发表于 2025-3-25 18:47:50

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insightful 发表于 2025-3-25 20:59:30

f the system are those corresponding to the minimum value of the parameter error function. According to the authors‘ experience, P. or P*. can be computed with few instants of time (even just two). A recursive evaluation allowing for all instants of time may also be performed, in which case (7.3) an

Obscure 发表于 2025-3-26 01:52:46

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提名的名单 发表于 2025-3-26 06:20:14

Narayanaswamy Balakrishnan,Hon Keung Tony Ngf the system are those corresponding to the minimum value of the parameter error function. According to the authors‘ experience, P. or P*. can be computed with few instants of time (even just two). A recursive evaluation allowing for all instants of time may also be performed, in which case (7.3) an

思乡病 发表于 2025-3-26 10:16:56

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Anticlimax 发表于 2025-3-26 14:12:40

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Mediocre 发表于 2025-3-26 20:14:37

Jie Chen,Joseph Glaz a certain range and a predefined cost function is calculated for every set of estimated parameters corresponding to each delay term. Finally, the delay that gives the optimum value of the cost function is chosen. This procedure is computationally expensive especially for rapidly sampled data. Anoth
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查看完整版本: Titlebook: Scan Statistics; Methods and Applicat Joseph Glaz,Vladimir Pozdnyakov,Sylvan Wallenstein Book 2009 Birkhäuser Boston 2009 Excel.Martingale.