相关期刊:《Computer Systems Science & Engineering》《Advances in Linear Algebra & Matrix Theory》《Journal of Computer Science & Technology》《Applied Mathematics》更多>>
Once invertibility for a causal TARMA series is defined and accompanied by conditions on the probability parameters of the model, all focus concentrates on the maximum likelihood estimators. Under the coexistence of e...
The linear Gaussian white noise process (LGWNP) is an independent and identically distributed (iid) sequence with zero mean and finite variance with distribution . Some processes, such as the simple bilinear white noi...
Certain locally optimal tests for deterministic components in vector time series have associated sampling distributions determined by a linear combination of Beta variates. Such distributions are nonstandard and must ...