This article discusses the second order stationarity of a dimensional doubly stochastic AR(1) MA(q) model. 讨论了一类多维双重时序AR(1)-MA(q)模型的二阶平稳性问题。2) Second order nonstationarity 二阶非平稳性3) Second-order stationarity 二阶矩平稳性4...
网络释义 1. 阶定态 ...variance stationarity)、二 阶定态 (second-order stationarity)、或者广义的定态 (Enders, 1995, ch2, p.69)。www.docin.com|基于1 个网页 例句 释义: 全部,阶定态 更多例句筛选 1. Investigation of the First Order and the Second Order Stationarity Conditions of HMTD Model 异...
second-order stationarity URL copiedShare URL [spatial statistics (use for geostatistics)]In geostatistics, the assumption that a set of data comes from a random process with a constant mean, and spatial covariance that depends only on the distance and direction separating any two locations. ...
(2015). A test for second order stationarity of a multivariate time series. Journal of Econometrics, 185, 124-161.Jentsch, C. and Subba Rao, S. (2013), "A test for second order stationarity of a multivariate time series," Preprint, available from http: // www. stat. tamu. edu/ ~...
θ-stationary point processes and their second-order analysis The concept of θ-stationarity for a simple second-order point process in R2is introduced. This concept is closely related to that of isotropy. Some θ-sta... K Byth - 《Journal of Applied Probability》 被引量: 3发表: 1981年 ...
14.Investigation of the First Order and the Second Order Stationarity Conditions of HMTD Model;异方差混合转移分布模型一阶与二阶平稳条件的探讨 15.Second-order Sensitivity of Static Displacement and Its Application to Interval Analysis;静态位移二阶灵敏度及其在区间分析中的应用 16.The Research on the ...
aThe second-order system with fixed damping ratio is difficult to obtain optimal dynamic performance, so this system is not suitable for the situation that demands better rapidity and stationarity. 第二级次的系统以固定的阻尼比是难得到优选的动态性能,因此这个系统为要求更好的快速性和stationarity的情况...
二阶平稳性 URL 已复制共享 URL [空间统计(用于地统计学)]地统计中的一种假设,假设一组数据来源于具有恒定平均值和空间协方差的随机过程,且该空间协方差仅取决于任何两个位置之间的距离和方向。 另请参阅 平稳性
Frequency-domain properties of locally stationary improper second-order stochastic processes This paper concerns continuous-time second-order complex improper stochastic processes that satisfy Silverman's condition of local stationarity, which is a... P Wahlberg,Peter J. Schreier - Asilomar Conference on ...
We relate the second-order structure function of a time series with the power spectrum of the original variable, taking an assumption of statistical stationarity. With this approach, we find that the structure function is strongly influenced by the large scales. The large-scale contribution and the...