管理学 >>> 统计学 >>> 理论统计学 >>> 统计调查分析理论 统计核算理论 统计监督理论 统计预测理论 统计逻辑学 理论统计学其他学科
搜索结果: 1-7 共查到理论统计学 ARMA相关记录7条 . 查询时间(0.125 秒)
We obtain necessary and sufficient conditions for the existence of strictly stationary solutions of multivariate ARMA equations with independent and identically distributed noise. For general ARMA(p...
In this Pa per we firstly study f, the inverse Laplace transform of F(s) = n,=(,s - 0 3 . The distribution f is then used to define a family of linear distribution processes. This family generalizes ...
This paper describe6 the adaptive estimation problem based on ranks for the parameter of an ARMA process. Tbe local asymptotic normality property with a ranked based central sequence allows for the...
In this paper, motivated by [2], we derive necessary and suficient conditions for bounded and periodically correlated solutions to the system of equations described by ARMA(1, q) model.
This paper is devoted to ARMA models with timedependent coefficients, including well-known periodic ARMA models. We provide state-space representations and Kalman-type recursions to derive a Wold–C...
The object of this paper is to study the asymptotic dependence structure of the linear time series models with infinitely divisible innovations by the use of their characteristic functions. Autoregr...
In this paper the stochastic complexity criterion is applied to estimation of the order in AR and ARMA models. The power of the criterion for short strings is illustrated by simulations. It requires...

中国研究生教育排行榜-

正在加载...

中国学术期刊排行榜-

正在加载...

世界大学科研机构排行榜-

正在加载...

中国大学排行榜-

正在加载...

人 物-

正在加载...

课 件-

正在加载...

视听资料-

正在加载...

研招资料 -

正在加载...

知识要闻-

正在加载...

国际动态-

正在加载...

会议中心-

正在加载...

学术指南-

正在加载...

学术站点-

正在加载...