指数
发表于 2025-3-25 04:09:22
http://reply.papertrans.cn/88/8766/876558/876558_21.png
共同给与
发表于 2025-3-25 09:10:28
Filtering of Images for Detecting Multiple Targets Trajectories,l filter of a multidimensional Markov chain signal. We also present some simulations, in the case of one, two and three targets, showing the efficiency of the method for detecting the positions of the targets.
BLUSH
发表于 2025-3-25 14:14:19
Optimal Detection of Periodicities in Vector Autoregressive Models,he univariate setting. These tests are generalized here to the multivariate context. A local asymptotic normality property is derived for .-variate .-periodic VAR(.) models in the vicinity of the stationary ones. The central sequence and the locally optimal tests are expressed in terms of a generali
休战
发表于 2025-3-25 17:49:34
The Wilcoxon Signed-Rank Test for Cluster Correlated Data, variance is sufficient to obtain a valid asymptotic procedure. However, the resulting test is no longer distribution-free. We derive the asymptotic null distribution of the statistic. A simulation study is performed in order to investigate the finite sample performance of the test. The results show
Subjugate
发表于 2025-3-25 21:25:36
problems from a modeling perspective and surveys the state o.Statistical Modeling and Analysis for Complex Data Problems .treats some of today’s more complex problems and it reflects some of the important research directions in the field. Twenty-nine authors – largely from Montreal’s GERAD Multi-Uni
诗集
发表于 2025-3-26 00:15:13
http://reply.papertrans.cn/88/8766/876558/876558_26.png
Fissure
发表于 2025-3-26 07:42:18
http://reply.papertrans.cn/88/8766/876558/876558_27.png
frugal
发表于 2025-3-26 11:01:17
https://doi.org/10.1007/b105993Analysis; Estimator; Probability theory; Stochastic Processes; Time series; modeling; statistics
联邦
发表于 2025-3-26 13:21:47
http://reply.papertrans.cn/88/8766/876558/876558_29.png
祸害隐伏
发表于 2025-3-26 19:15:51
Asymptotic Distribution of a Simple Linear Estimator for Varma Models in Echelon Form,oregressive moving average (VARMA) models in the echelon form representation. General conditions for consistency and asymptotic normality are given. A consistent estimator of the asymptotic covariance matrix of the estimator is also provided, so that tests and confidence intervals can easily be constructed.