搜索结果: 1-5 共查到“统计预测理论 inference”相关记录5条 . 查询时间(0.078 秒)
Inference and testing for structural change in time series of counts model
time series of counts Poisson autoregression likelihood estimation change-point semi-parametric test
2013/6/14
We consider here together the inference questions and the change-point problem in Poisson autoregressions (see Tj{\o}stheim, 2012). The conditional mean (or intensity) of the process is involved as a ...
Riemannian statistics geometry: A counterpart approach of inference geometry
Geometrical Methods in Statistics
2011/7/19
Riemannian statistics geometry is proposed in this work as a counterpart approach of inference geometry.
KARMA: Kalman-based autoregressive moving average modeling and inference for formant and antiformant tracking
autoregressive moving average modeling inference for formant
2011/7/19
Vocal tract resonance characteristics in acoustic speech signals are classically tracked using frame-by-frame point estimates of formant frequencies followed by candidate selection and smoothing using...
Parametric inference and forecasting in continuously invertible volatility models
Invertibility volatility models parametric estimation
2011/7/6
We introduce the notion of continuously invertible volatility models that relies on some Lyapunov condition and some regularity condition.
Asymptotic Inference of Autocovariances of Stationary Processes
Autocovariance blocks of blocks bootstrapping Box-Pierce test extreme value distribution moderate deviation normal comparison physical dependence measure short range dependence stationary process summability of cumulants
2011/6/17
The paper presents a systematic theory for asymptotic inference of autocovariances of
stationary processes.We consider nonparametric tests for serial correlations based on the maximum (or
L1) and th...