標題: Titlebook: Asymptotic Theory of Statistical Inference for Time Series; Masanobu Taniguchi,Yoshihide Kakizawa Book 2000 Springer Science+Business Medi [打印本頁] 作者: Perforation 時間: 2025-3-21 20:08
書目名稱Asymptotic Theory of Statistical Inference for Time Series影響因子(影響力)
書目名稱Asymptotic Theory of Statistical Inference for Time Series影響因子(影響力)學科排名
書目名稱Asymptotic Theory of Statistical Inference for Time Series網絡公開度
書目名稱Asymptotic Theory of Statistical Inference for Time Series網絡公開度學科排名
書目名稱Asymptotic Theory of Statistical Inference for Time Series被引頻次
書目名稱Asymptotic Theory of Statistical Inference for Time Series被引頻次學科排名
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書目名稱Asymptotic Theory of Statistical Inference for Time Series年度引用學科排名
書目名稱Asymptotic Theory of Statistical Inference for Time Series讀者反饋
書目名稱Asymptotic Theory of Statistical Inference for Time Series讀者反饋學科排名
作者: 贊成你 時間: 2025-3-21 21:29
Local Asymptotic Normality for Stochastic Processes,for the likelihood ratio of general statistical models. Once LAN is proved, the asymptotic optimality of estimators and tests is described in terms of the LAN property. In this chapter we review LeCam’s LAN theorem and show the LAN results for a wide class of vector linear processes, which are permi作者: 防止 時間: 2025-3-22 03:42
Asymptotic Theory of Estimation and Testing for Stochastic Processes,models. However, in the last twenty years a lot of more complicated stochastic process models have been introduced, such as, nonlinear time series models, diffusion processes, point processes, and nonergodic processes. This chapter is devoted to providing a modern asymptotic estimation and testing t作者: 過度 時間: 2025-3-22 05:01
Asymptotic Theory for Long-Memory Processes,nvergence is slower than that of the usual AR, MA, and ARMA processes, we call them long-memory processes (or processes with long-range dependence). The phenomenon of long-range dependence was known long before suitable statistical models were introduced. Hurst (1951) studied the records of water fl作者: 中止 時間: 2025-3-22 11:46
Statistical Analysis Based on Functionals of Spectra, constructing an estimator is to replace an unknown spectral density by the periodogram based on the data. The functional of interest is, however, not always linear with respect to the spectral density. For the nonlinear case replacing the unknown spectral density by the periodogram causes asymptoti作者: folliculitis 時間: 2025-3-22 13:37
Discriminant Analysis for Stationary Time Series,n 7.1 we give a basic formulation of discriminant analysis. We begin with the standard methods from classical multivariate analysis and then introduce the frequency domain approach in time series analysis (Section 7.2). Even if the Gaussianity of the process is not assumed, we can construct the Gaus作者: 小平面 時間: 2025-3-22 18:44 作者: 脊椎動物 時間: 2025-3-22 23:57
Book 2000ral sciences. A model that describes the probability structure of a se- ries of dependent observations is called a stochastic process. The primary aim of this book is to provide modern statistical techniques and theory for stochastic processes. The stochastic processes mentioned here are not restric作者: CRUC 時間: 2025-3-23 03:24 作者: jagged 時間: 2025-3-23 07:16 作者: 吊胃口 時間: 2025-3-23 10:43 作者: FORGO 時間: 2025-3-23 15:28
Lecture Notes in Computer Sciencestochastic processes will be reviewed. Because the statistical analysis for stochastic processes largely relies on the asymptotic theory, we also explain some useful limit theorems and central limit theorems. We have placed some fundamental results of mathematics, probability, and statistics in the Appendix.作者: BAIT 時間: 2025-3-23 22:05
Elements of Stochastic Processes,stochastic processes will be reviewed. Because the statistical analysis for stochastic processes largely relies on the asymptotic theory, we also explain some useful limit theorems and central limit theorems. We have placed some fundamental results of mathematics, probability, and statistics in the Appendix.作者: JEER 時間: 2025-3-23 22:36 作者: DOTE 時間: 2025-3-24 02:32
0172-7397 tion principle, and saddlepoint approximation. Because it is d- ifficult to use the exact distribution theory, the discussion is based on the asymptotic theory.978-1-4612-7028-7978-1-4612-1162-4Series ISSN 0172-7397 Series E-ISSN 2197-568X 作者: nutrition 時間: 2025-3-24 09:21
Asymptotic Theory of Estimation and Testing for Stochastic Processes,odels and the asymptotic estimation theory based on the conditional least squares estimator and maximum likelihood estimator (MLE). We address the problem of statistical model selection in general fashion. Also the asymptotic theory for nonergodic models is mentioned. Recently much attention has bee作者: Obstreperous 時間: 2025-3-24 12:07
Asymptotic Theory for Long-Memory Processes,1968, 1969a, b)) claimed that Hurst’s findings could be modeled by them. Since then, a lot of probabilistic and statistical methods have been brought in long-memory processes (see Beran (1994a) and Robinson (1994a)). Interestingly, the illuminated results are often different from those for ordinary 作者: Amplify 時間: 2025-3-24 17:57 作者: LUCY 時間: 2025-3-24 22:28 作者: AROMA 時間: 2025-3-25 02:36 作者: 嫌惡 時間: 2025-3-25 05:19
Bending of Elastic Thin Plates,odels and the asymptotic estimation theory based on the conditional least squares estimator and maximum likelihood estimator (MLE). We address the problem of statistical model selection in general fashion. Also the asymptotic theory for nonergodic models is mentioned. Recently much attention has bee作者: Cardiac-Output 時間: 2025-3-25 11:30 作者: facetious 時間: 2025-3-25 13:27
Pediatric Traumatic Head Injurieshough the rate of convergence of the nonparametric kernel spectral estimator is smaller than the usual order .., where n is a sample size, the integration of the nonparametric kernel spectral estimator over [-π, π] leads to the recovery of the ordinary .. asymptotics.作者: etidronate 時間: 2025-3-25 17:04 作者: Haphazard 時間: 2025-3-25 22:15 作者: Ornithologist 時間: 2025-3-26 03:56
978-1-4612-7028-7Springer Science+Business Media New York 2000作者: Cupidity 時間: 2025-3-26 07:59 作者: 終止 時間: 2025-3-26 11:57 作者: Aspiration 時間: 2025-3-26 16:20
Bending of Elastic Thin Plates,models. However, in the last twenty years a lot of more complicated stochastic process models have been introduced, such as, nonlinear time series models, diffusion processes, point processes, and nonergodic processes. This chapter is devoted to providing a modern asymptotic estimation and testing t作者: nauseate 時間: 2025-3-26 18:33
Collinear sub-SPRAYS after coincidence,nvergence is slower than that of the usual AR, MA, and ARMA processes, we call them long-memory processes (or processes with long-range dependence). The phenomenon of long-range dependence was known long before suitable statistical models were introduced. Hurst (1951) studied the records of water fl作者: delegate 時間: 2025-3-27 00:57
Pediatric Traumatic Head Injuries constructing an estimator is to replace an unknown spectral density by the periodogram based on the data. The functional of interest is, however, not always linear with respect to the spectral density. For the nonlinear case replacing the unknown spectral density by the periodogram causes asymptoti作者: Chronic 時間: 2025-3-27 02:00
Foundations of Sport-Related Brain Injuriesn 7.1 we give a basic formulation of discriminant analysis. We begin with the standard methods from classical multivariate analysis and then introduce the frequency domain approach in time series analysis (Section 7.2). Even if the Gaussianity of the process is not assumed, we can construct the Gaus作者: 施加 時間: 2025-3-27 05:43 作者: 清洗 時間: 2025-3-27 13:28 作者: antiquated 時間: 2025-3-27 14:22
Higher Order Asymptotic Theory for Stochastic Processes,We have already seen that various typical estimators and tests have the same limiting behavior. Thus it is required to illuminate their distinction. In this chapter, using higher order approximations (Edgeworth expansions) of the distribution of estimators and tests we discuss their higher order asymptotic optimality.作者: metropolitan 時間: 2025-3-27 18:50 作者: Flawless 時間: 2025-3-28 01:05
https://doi.org/10.1007/978-94-011-3814-7for the likelihood ratio of general statistical models. Once LAN is proved, the asymptotic optimality of estimators and tests is described in terms of the LAN property. In this chapter we review LeCam’s LAN theorem and show the LAN results for a wide class of vector linear processes, which are permitted to exhibit long-memory dependence.作者: abysmal 時間: 2025-3-28 02:23
Local Asymptotic Normality for Stochastic Processes,for the likelihood ratio of general statistical models. Once LAN is proved, the asymptotic optimality of estimators and tests is described in terms of the LAN property. In this chapter we review LeCam’s LAN theorem and show the LAN results for a wide class of vector linear processes, which are permitted to exhibit long-memory dependence.作者: 石墨 時間: 2025-3-28 08:47
Springer Series in Statisticshttp://image.papertrans.cn/b/image/163839.jpg作者: tenuous 時間: 2025-3-28 12:21
10樓作者: 我沒有強迫 時間: 2025-3-28 16:35
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