搜索结果: 1-15 共查到“数学 time series”相关记录38条 . 查询时间(0.062 秒)
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Estimating Time-Varying Networks for High-Dimensional Time Series
高维 时间序列 时变网络
2023/4/25
We explore time-varying networks for high-dimensional locally stationary time series, using the large VAR model framework with both the transition and (error) precision matrices evolving smoothly over...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Policy Choice in Time Series by Empirical Welfare Maximization
经验福利 最大化 时间序列 政策选择
2023/4/25
This paper develops a novel method for policy choice in a dynamic setting where the available data is a multivariate time series. Building on the statistical treatment choice framework, we propose Tim...
三亚国际数学论坛：Complex Time Series Modelling and Forecasting
三亚国际数学论坛 Complex Time Series Modelling Forecasting
2017/11/24
The purpose of this workshop is to bring together the leading experts, active scholars and young researchers in Dynamic Network, Spatio-Temporal Processes, and Functional Time Series under the umbrell...
中山大学岭南学院高级计量经济学课件（II：Time series）Ch6 Cointegration
中山大学岭南学院 高级计量经济学 课件（II：Time series） Ch6 Cointegration
2017/6/14
中山大学岭南学院高级计量经济学课件（II：Time series）Ch6 Cointegration。
中山大学岭南学院高级计量经济学课件（II：Time series）CH5 Vector Autoregression (VAR) Models
中山大学岭南学院 高级计量经济学 课件（II：Time series） CH5 Vector Autoregression (VAR) Models
2017/6/14
中山大学岭南学院高级计量经济学课件（II：Time series）CH5 Vector Autoregression (VAR) Models。
中山大学岭南学院高级计量经济学课件（II：Time series）CH4 Unstationary Autoregressive Process
中山大学岭南学院 高级计量经济学 课件（II：Time series） CH4 Unstationary Autoregressive Process
2017/6/14
中山大学岭南学院高级计量经济学课件（II：Time series）CH4 Unstationary Autoregressive Process。
中山大学岭南学院高级计量经济学课件（II：Time series）CH3 ARCH and GARCH
中山大学岭南学院 高级计量经济学 课件（II：Time series） CH3 ARCH and GARCH
2017/6/14
中山大学岭南学院高级计量经济学课件（II：Time series）CH3 ARCH and GARCH。
中山大学岭南学院高级计量经济学课件（II：Time series）CH2 Stationary Autoregressive Process
中山大学岭南学院 高级计量经济学 课件（II：Time series） CH2 Stationary Autoregressive Process
2017/6/14
中山大学岭南学院高级计量经济学课件（II：Time series）CH2 Stationary Autoregressive Process。
中山大学岭南学院高级计量经济学课件（II：Time series）CH1 Basic Regression with Time Series
中山大学岭南学院 高级计量经济学 课件（II：Time series） CH1 Basic Regression with Time Series
2017/6/14
中山大学岭南学院高级计量经济学课件（II：Time series）CH1 Basic Regression with Time Series。
Periodic Time Series Data Analysis.
On Control Charts for Monitoring the Variance of a Time Series
control charts CUSUM charts generalized likelihood ratio SPRT Shiryaev-Roberts procedures variance changes time series statistical process control sequential detection
2012/11/22
In this paper we derive control charts for the variance of a Gaussian process using the likelihood ratio approach, the generalized likelihood ratio approach, the sequential probability ratio method an...
Bayesian inference for nonlinear structural time series models
DSGEmodel Multi-modal Partially adapted particle flter State space
2012/11/21
This article discusses a partially adapted particle filter for estimating the likelihood of a nonlinear structural econometric state space models whose state transition density cannot be expressed in ...
Factor modeling for high-dimensional time series: Inference for the number of factors
Autocovariance matrices blessing of dimensionality eigenanalysis fast convergence rates multivariate time series
2012/6/19
This paper deals with the factor modeling for high-dimensional time series based on a dimension-reduction viewpoint. Under stationary settings, the inference is simple in the sense that both the numbe...
SEMIPARAMETRIC DENSITY ESTIMATION FOR TIME SERIES WITH
semiparametric density estimation time series multiplicative adjustment
2011/11/11
In this paper, we extend a class of semiparametric density estimators to time series context. The asymptotic theory and simulation study are discussed. Theoretical results and numerical comparison sho...
Estimating Extremal Dependence in Univariate and Multivariate Time Series via the Extremogram
Extremogram extremal dependence stationary bootstrap financial time series
2011/10/9
Abstract: Davis and Mikosch [7] introduced the extremogram as a flexible quantitative tool for measuring various types of extremal dependence in a stationary time series. There we showed some standard...