標(biāo)題: Titlebook: Characterizing Interdependencies of Multiple Time Series; Theory and Applicati Yuzo Hosoya,Kosuke Oya,Ryo Kinoshita Book 2017 The Author(s) [打印本頁] 作者: 初生 時(shí)間: 2025-3-21 17:12
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書目名稱Characterizing Interdependencies of Multiple Time Series讀者反饋
書目名稱Characterizing Interdependencies of Multiple Time Series讀者反饋學(xué)科排名
作者: 招待 時(shí)間: 2025-3-21 23:29 作者: Vsd168 時(shí)間: 2025-3-22 01:34 作者: 學(xué)術(shù)討論會(huì) 時(shí)間: 2025-3-22 08:11
Representation of the Partial Measures,he problem, this chapter introduces an operational way to define the partial causality and allied concepts between a pair of processes. The third-effect elimination is of the one-way effect component of the third series from a pair of subject-matter series to preserve the inherent feedback structure of the pair of interest.作者: debase 時(shí)間: 2025-3-22 09:23
Internetnutzung am Arbeitsplatz,geneity in the framework of the simultaneous equation are discussed. Specifically, ancillarity and conditioning in statistical inferences are explained and their relation to exogeneity is expounded. A preliminary concept of Granger causality is introduced, and the role of prediction improvement in empirical analyses is emphasized.作者: Nucleate 時(shí)間: 2025-3-22 15:25 作者: Nucleate 時(shí)間: 2025-3-22 18:23
Outsourcing von IT-Dienstleistungen,test statistic to determine whether such a change is associated with a structural change and is statistically significant. The properties of the measure and the test statistic are examined through a Monte Carlo simulation, and empirical examples are provided.作者: STERN 時(shí)間: 2025-3-22 23:30
Introduction,geneity in the framework of the simultaneous equation are discussed. Specifically, ancillarity and conditioning in statistical inferences are explained and their relation to exogeneity is expounded. A preliminary concept of Granger causality is introduced, and the role of prediction improvement in empirical analyses is emphasized.作者: Cardioversion 時(shí)間: 2025-3-23 03:26
The Measures of One-Way Effect, Reciprocity, and Association,ty matrix. The other two are based on distributed-lag representation and innovation orthogonalization, respectively. Each approach provides a different representation of the same quantity. Section?. introduces the overall and the frequency-wise measures of reciprocity and association.作者: obtuse 時(shí)間: 2025-3-23 08:14
Inference on Changes in Interdependence Measures,test statistic to determine whether such a change is associated with a structural change and is statistically significant. The properties of the measure and the test statistic are examined through a Monte Carlo simulation, and empirical examples are provided.作者: BILK 時(shí)間: 2025-3-23 10:36
Yuzo Hosoya,Kosuke Oya,Ryo KinoshitaPresents an approach to characterizing the interdependencies of multivariate time series by means of the basic concept of the one-way effect.Shows how the third-series effect is eliminated with least 作者: fabricate 時(shí)間: 2025-3-23 16:56 作者: Diastole 時(shí)間: 2025-3-23 21:03 作者: Visual-Field 時(shí)間: 2025-3-23 22:50 作者: abracadabra 時(shí)間: 2025-3-24 02:55 作者: 拖債 時(shí)間: 2025-3-24 09:51
Voice over IP, Internettelefonie,as frequency-wise) measures of one-way effect, reciprocity, and association. Section?. defines the Granger and Sims non-causality and establishes their equivalence for a general class of (not necessarily stationary) second-order processes. Sections?. and . define the overall and frequency-wise one-w作者: multiply 時(shí)間: 2025-3-24 13:33 作者: 人類 時(shí)間: 2025-3-24 16:13
https://doi.org/10.1007/978-3-8348-9205-8uated and applied to practical situations. Section?. discusses the statistical inference on those measures using the standard asymptotic theory of the Whittle likelihood inference for stationary multivariate ARMA processes. The point is the use of simulation-based estimations of the covariance matri作者: commute 時(shí)間: 2025-3-24 19:39
Outsourcing von IT-Dienstleistungen,h as the vector ARMA model from previous chapters. Thus, the changes in the moments of the time series and the model parameters suggest the possibility of a change in causal relationships as we expected. However, the changes in the moments and the model parameters do not tell us much about the magni作者: Culmination 時(shí)間: 2025-3-25 01:37
Introduction,e on empirical causal analysis and places the theme in a broader perspective, comparing a variety of conflicting views on how certain statistical associations can be viewed as causal. Among others, alluded to is the field experiment model of detecting causal effects by Neyman (.) and its reliance on作者: Phagocytes 時(shí)間: 2025-3-25 06:24 作者: AORTA 時(shí)間: 2025-3-25 10:20
Representation of the Partial Measures,ervention is known to sometimes incur phenomena such as spurious or indirect causality attributable to possible feedback from the series. To address the problem, this chapter introduces an operational way to define the partial causality and allied concepts between a pair of processes. The third-effe作者: Contracture 時(shí)間: 2025-3-25 12:23
Inference Based on the Vector Autoregressive and Moving Average Model,uated and applied to practical situations. Section?. discusses the statistical inference on those measures using the standard asymptotic theory of the Whittle likelihood inference for stationary multivariate ARMA processes. The point is the use of simulation-based estimations of the covariance matri作者: Flagging 時(shí)間: 2025-3-25 18:23
Inference on Changes in Interdependence Measures,h as the vector ARMA model from previous chapters. Thus, the changes in the moments of the time series and the model parameters suggest the possibility of a change in causal relationships as we expected. However, the changes in the moments and the model parameters do not tell us much about the magni作者: MOAT 時(shí)間: 2025-3-25 20:07
Characterizing Interdependencies of Multiple Time SeriesTheory and Applicati作者: Gobble 時(shí)間: 2025-3-26 04:01 作者: 安心地散步 時(shí)間: 2025-3-26 05:26 作者: Communal 時(shí)間: 2025-3-26 12:15
Book 2017frequency domain method includes the Granger noncausality test as a special case..Chapters 2 and 3 of the book introduce an improved version of the basic concepts for measuring the one-way effect, reciprocity, and association of multiple time series, which were originally proposed by Hosoya. Then th作者: 蝕刻 時(shí)間: 2025-3-26 15:11 作者: 繁殖 時(shí)間: 2025-3-26 17:17
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