搜索结果: 1-3 共查到“统计学 disaggregation”相关记录3条 . 查询时间(0.046 秒)
Disaggregation of Long Memory Processes on $mathcal{C}^{infty}$ Class
Aggregation disaggregation longmemory processes mixtures
2009/4/22
We prove that a large set of long memory (LM) processes (including classical LM processes and all processes whose spectral densities have a countable number of singularities controlled by exponential ...
Disaggregation of Long Memory Processes on $mathcal{C}^{infty}$ Class
long memory processes short memory processes Class
2009/4/1
We prove that a large set of long memory (LM) processes (including classical LM processes and all processes whose spectral densities have a countable number of singularities controlled by exponential ...
Time series aggregation，disaggregation and long memory
random coefficient AR(1) long memory aggregation disaggregation
2010/4/27
The paper studies the aggregation/disaggregation problem
of random parameter AR(1) processes and its relation to the long memory
phenomenon. We give a characterization of a subclass of aggregated
p...