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標題: Titlebook: Diagnostic Methods in Time Series; Fumiya Akashi,Masanobu Taniguchi,Tomoyuki Amano Book 2021 The Author(s), under exclusive license to Spr [打印本頁]

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書目名稱Diagnostic Methods in Time Series影響因子(影響力)




書目名稱Diagnostic Methods in Time Series影響因子(影響力)學科排名




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書目名稱Diagnostic Methods in Time Series網(wǎng)絡公開度學科排名




書目名稱Diagnostic Methods in Time Series被引頻次




書目名稱Diagnostic Methods in Time Series被引頻次學科排名




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書目名稱Diagnostic Methods in Time Series年度引用學科排名




書目名稱Diagnostic Methods in Time Series讀者反饋




書目名稱Diagnostic Methods in Time Series讀者反饋學科排名





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https://doi.org/10.1007/978-1-4419-7085-5ic, called the self-weighted GEL statistic in the time domain. The limiting distribution of the self-weighted GEL statistic?is shown to be the usual chi-squared one regardless of whether the model has finite variance or not.
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Robust Causality Test of Infinite Variance Processes,ic, called the self-weighted GEL statistic in the time domain. The limiting distribution of the self-weighted GEL statistic?is shown to be the usual chi-squared one regardless of whether the model has finite variance or not.
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https://doi.org/10.1007/978-981-16-2264-9Time Series Analysis; Infinite Variance Process; Variable Selection; Test of Causality; Empirical Likeli
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978-981-16-2263-2The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd. 2021
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Fumiya Akashi,Masanobu Taniguchi,Tomoyuki AmanoCovers a broad range of techniques for model diagnostics of time series models under general settings.Provides robust testing procedures including variable selection and causality without any moment c
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SpringerBriefs in Statisticshttp://image.papertrans.cn/d/image/270691.jpg
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https://doi.org/10.1007/978-1-4419-7085-5ence, feedback?and causality?between two processes is as important as diagnostics for a time series model itself, which are discussed in Chaps.?.–.. First, we introduce a measure of dependence for vector nonparametric linear processes, and derive the asymptotic distribution of the test statistic by
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Diagnostic Methods in Time Series978-981-16-2264-9Series ISSN 2191-544X Series E-ISSN 2191-5458
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Elements of Stochastic Processes,d where the nature of this dependence is of interest. A model which describes the probability structure of time series observations ., ., is called a stochastic process. An . might be the value of a stock return at time ., the water level in a river at time ., and so on. In this chapter, we will int
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https://doi.org/10.1007/978-1-4939-6506-9tic processes. This relies on the asymptotic theory for higher order asymptotics, Bartlett adjustment, empirical likelihood method, asymptotic efficiency, robustness, etc. For these problems, some useful fundamentals and tools will be given. Throughout this book, we denote by ., ., and ., the set of
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https://doi.org/10.1007/978-1-4419-7085-5near adjustment is provided for them which greatly improves the . approximation to their distribution and allows a subsequent Bartlett type adjustment. Numerical studies confirm the benefits of the adjustments on the accuracy and on the power of tests whose statistics belong to ..
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Systematic Approach for Portmanteau Tests,distributed for any finite .. In view of the likelihood ratio, we also mention the asymptotics of a natural Whittle likelihood ratio test . which is always asymptotically chi-square distributed. Its local power is also evaluated. Numerical studies compare . with other famous portmanteau tests Ljung–
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Identifying and Overcoming Crystal Pathologies: Disorder and Twinning,andled. This chapter provides an introduction to these pathologies, with an emphasis on providing guidelines for identifying and overcoming them when they pose a threat to successful structure determination.
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O. Sperling,P. Boer,S. Brosh,E. Zoref,A. de Vriesdiscreet ethno-social enclosures produced by the polity formation strategies of a succession of political regimes from the nineteenth to the twenty-first centuries. The chapter portrays the Sultanate’s initial ascriptive hierarchy as a system of occupational specialization linked to distinct ecologi
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Karl Schreyeractions on Circuit Theory 18(5):507–519, .). Chua suggested that this fourth device, which was only hypothetical at that point, must exist to complete the conceptual symmetry with the resistor, capacitor and inductor in respect of the four fundamental circuit variables such as voltage, current, char
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tra?enbenutzer steigt immer mehr an. So starben auf dem ?Kriegsschauplatz Stra?e? (209) in der deutschen Bundesrepublik 1960 (240) allein fast 16000 Menschen, viele andere wurden verletzt, manche davon bleiben ihr Leben lang verkrüppelt. Es liegt auf der Hand, da? der Verkehrsunfall, da der Verkehrs
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f directed quantities with over 200 figures.Suits a wide aud.This monograph explores classical electrodynamics from a geometrical perspective with a clear visual presentation throughout. Featuring over 200 figures, readers will delve into the definitions, properties, and uses of directed quantities




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