结果:找到“Stationary Processes”相关内容23个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
【经典教材系列】Stationary Stochastic Processes for Scientists and Engineers
20 个回复 - 3787 次查看 2013年最新教材降价出售期已过。想要随时跟踪最新好书,请点击头像下方“加关注”。关注成功后,查看这里即可:三步走把千本好书“一网打尽”!。 [相关阅读] 【经典教材系列】(资料汇总帖,附链接,持续添加中 ...2015-9-26 08:31 - wwqqer - 量化投资
【经典教材系列】Stationary Stochastic Processes
99 个回复 - 17761 次查看 2012年最新教材降价出售期已过。想要随时跟踪最新好书,请点击头像下方“加关注”。关注成功后,查看这里即可:三步走把千本好书“一网打尽”!。 [相关阅读] 【经典教材系列】(资料汇总帖,附链接,持续添加中 ...2015-9-26 07:03 - wwqqer - 微观经济学
Noncommutative Stationary Processes (Lecture Notes in Mathematics)
2 个回复 - 3148 次查看 Quantum probability and the theory of operator algebras are both concerned with the study of noncommutative dynamics. Focusing on stationary processes with discrete-time parameter, this book presents ...2015-8-7 13:42 - nelsoncwlee - 金融学(理论版)
Spurious regressions between stationary generalized long memory processes
2 个回复 - 619 次查看 Yixiao Sun, Spurious regressions between stationary generalized long memory processes [J]. Econometrics letters, 2005,2015-10-31 10:47 - lucky187 - 求助成功区
Time series forecasting for nonlinear and non-stationary processes
3 个回复 - 354 次查看 【作者(必填)】 【文题(必填)】 Time series forecasting for nonlinear and non-stationary processes 【年份(必填)】 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10.1080/074081 ...2020-2-8 16:21 - ticket1988 - 求助成功区
Stationary processes and prediction theory
0 个回复 - 787 次查看 数据流不是稳定的(non-stationary)。教科书(时间序列和计量)教授的基本模型假设数据流是稳定的(stationary).即使一些高阶模型是针对不稳定数据流, 也假设某一种不稳定的形式,如co-integration 用差分法(diff ...2018-9-30 01:13 - leosong - 量化投资
求 Bipower variation for Gaussian processes with stationary increments
2 个回复 - 983 次查看 【作者(必填)】 [/backcolor]Ole E. Barndorff-Nielsen, José Manuel Corcuera, Mark Podolskij, and Jeannette H. C. Woerner 【文题(必填)】 [/backcolor]Bipower variation for Gaussian processes with st ...2016-6-28 20:55 - weilinhy - 求助成功区
On Stationary Processes in the Plane 求助文献
3 个回复 - 1119 次查看 【作者(必填)】P. Whittle 【文题(必填)】 On Stationary Processes in the Plane 【年份(必填)】 1954 【全文链接或数据库名称(选填)】 https://www.jstor.org/stable/2332724 这篇文献有关于谱分解 ...2016-11-13 10:12 - 孤峰傲雪 - 求助成功区
时间序列 计量经济学 单位根的非平稳过程Unit-Root Nonstationary Processes教材
0 个回复 - 2218 次查看 第五章 单位根的非平稳过程2016-7-5 04:30 - spongelina - 新手入门区
求文献Bipower variation for Gaussian processes with stationary increments
1 个回复 - 643 次查看 【作者(必填)】Ole E. Barndorff-Nielsen, José Manuel Corcuera, Mark Podolskij, and Jeannette H. C. Woerner 【文题(必填)】Bipower variation for Gaussian processes with stationary increments 【年份( ...2016-5-24 22:20 - weilinhy - 求助成功区
Types of Non-Stationary Processes
1 个回复 - 796 次查看 Before get to the point of transformation for the non-stationary financial time series data, we should distinguish between the different types of the non-stationary processes. This will provide us wit ...2017-9-30 10:30 - 玫妮子 - 新手入门区
On parameter estimation for locally stationary long-memory processes
2 个回复 - 732 次查看 On parameter estimation for locally stationary long-memory processes2016-3-2 09:00 - lucky187 - 求助成功区
Detecting gradual changes in locally stationary processes
1 个回复 - 806 次查看 【作者(必填)】Michael Vogt and Holger Dette 【文题(必填)】Detecting gradual changes in locally stationary processes 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://projecteuclid.org/euc ...2015-4-22 08:55 - xmok77 - 求助成功区
On Strong Mixing Conditions for Stationary Gaussian Processes
0 个回复 - 1029 次查看 请问谁能帮助我下一下这篇论文:On Strong Mixing Conditions for Stationary Gaussian Processes 谢谢! 原文地址之一:http://epubs.siam.org/doi/abs/10.1137/11050182014-8-25 17:07 - ykhacker - 计量经济学与统计软件
Stationary Stochastic Processes
1 个回复 - 697 次查看 【作者(必填)】T. W. Anderson 【文题(必填)】Stationary Stochastic Processes 【年份(必填)】2011 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1002/9781118186428.ch7/summar ...2013-6-22 16:01 - violinangel - 求助成功区
Autocorrelation Function and Spectrum of Stationary Processes
1 个回复 - 825 次查看 【作者(必填)】George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel 【文题(必填)】Autocorrelation Function and Spectrum of Stationary Processes 【年份(必填)】2013 【全文链接或数据库名称(选填 ...2013-6-17 03:47 - violinangel - 求助成功区
K. Sigman, (1995) Stationary Marked Point Processes: An Intuitive Approach
1 个回复 - 1288 次查看 K. Sigman, (1995)Stationary Marked Point Processes: An Intuitive Approach Chapman and Hall, New York, London. Does anyone have the book for download? Thanks in advance!2012-12-3 05:23 - lehe - 悬赏大厅
5. Stationary Random Processes
1 个回复 - 1359 次查看 【作者(必填)】Julius S. Bendat, Allan G. Piersol 【文题(必填)】5. Stationary Random Processes 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1002/97811 ...2013-6-5 06:59 - violinangel - 求助成功区
求助 Stationary random processes 一书
1 个回复 - 1247 次查看 求助: Stationary random processes 作者: Rozanov, Y.A 出版信息: San Francisco: Holden-day 1967.2011-3-23 17:00 - math_dsh - 文献求助专区
stationary processes ACVF问题
0 个回复 - 1429 次查看 Show that the function defined on the integers by p(h) ( p(h)=1 if h=0; p(h)=p if h=1 or -1;p(h)=0 otherwise ) is the ACVF of a stationary time series if and only if |p|2010-1-29 15:41 - milk_bread - 金融学(理论版)