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Anwendungen des empirischen Likelihood-Schätzers der Fehlerverteilung in AR(1)-ProzessenGenz, Michael. January 1900 (has links) (PDF)
Giessen, Universiẗat, Diss., 2004.
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New integer-valued autoregressive and regression models with state-dependent parametersTriebsch, Lea Kartika January 2008 (has links)
Zugl.: Kaiserslautern, Techn. Univ., Diss., 2008
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Stationary and integrated autoregressive neural network processesTrapletti, Adrian, Leisch, Friedrich, Hornik, Kurt January 1998 (has links) (PDF)
We consider autoregressive neural network (ARNN) processes driven by additive noise. Sufficient conditions on the network weights (parameters) are derived for the ergodicity and stationarity of the process. It is shown that essentially the linear part of the ARNN process determines whether the overall process is stationary. A generalization to the case of integrated ARNN processes is given. Least squares training (estimation) of the stationary models and testing for non-stationarity are discussed. The estimators are shown to be consistent and expressions on the limiting distributions are given. / Series: Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science"
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Anwendungen des empirischen Likelihood-Schätzers der Fehlerverteilung in AR(1)-ProzessenGenz, Michael. Unknown Date (has links)
Universiẗat, Diss., 2004--Giessen.
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