搜索结果: 1-3 共查到“数理统计学 Continuous time”相关记录3条 . 查询时间(0.086 秒)
Second-order continuous-time non-stationary Gaussian autoregression
Lyapunov Exponent Maximum Likelihood Estimation Asymptotic Mixed Normality Non-Normal Limit Distribution Rate of Convergence
2012/6/27
The objective of the paper is to identify and investigate all possible types of asymptotic behavior for the maximum likelihood estimators of the unknown parameters in the second-order linear stochasti...
High-frequency sampling and kernel estimation for continuous-time moving average processes
CARMA process continuous-time moving average process discretely sampled process FICARMA process gamma kernel
2011/9/19
Abstract: Interest in continuous-time processes has increased rapidly in recent years, largely because of the high-frequency data available in many areas of application, particularly in finance and tu...
Analysis of a continuous-time model of structural balance
Adaptation and Self-Organizing Systems(nlin.AO) Exactly Solvable and Integrable Systems (nlin.SI)
2010/11/10
It is not uncommon for certain social networks to divide into two opposing camps in response to stress. This happens, for example, in networks of political parties during winner-takes-all elections, i...