Reagan 发表于 2025-3-21 17:59:27

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excrete 发表于 2025-3-21 23:22:34

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CLOUT 发表于 2025-3-22 03:49:14

Data Generating Processes,ich we design model-building algorithms. First, we assume that data are generated by linear processes. Second, throughout most of the book, we further assume that the processes are at least covariance (or weakly) stationary. We assume, that is, that the mean of the process is a constant not varying

向前变椭圆 发表于 2025-3-22 07:40:32

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insipid 发表于 2025-3-22 10:01:34

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Mawkish 发表于 2025-3-22 13:29:28

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向下 发表于 2025-3-22 17:13:02

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憎恶 发表于 2025-3-22 21:58:50

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RALES 发表于 2025-3-23 05:00:35

Integrated Time Series,omponents. Series with random walk components are called integrated (of order one) because they are the sums (integrals) of weakly-stationary components. When some linear combinations of components of an integrated vector-valued series become weakly stationary rather than being integrated, we say th

Genistein 发表于 2025-3-23 08:28:32

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查看完整版本: Titlebook: State Space Modeling of Time Series; Masanao Aoki Book 1990Latest edition Springer-Verlag Berlin Heidelberg 1990 Estimator.Instrumentalvar