搜索结果: 1-6 共查到“理论统计学 moving average”相关记录6条 . 查询时间(0.078 秒)
KARMA: Kalman-based autoregressive moving average modeling and inference for formant and antiformant tracking
autoregressive moving average modeling inference for formant
2011/7/19
Vocal tract resonance characteristics in acoustic speech signals are classically tracked using frame-by-frame point estimates of formant frequencies followed by candidate selection and smoothing using...
Asymptotic probability distribution of distances between local extrema of error terms of a moving average process
distance between local extremum maximum extrema probability density distribution function average random stochastic moving average
2011/6/20
Consider error terms i of a moving average process MA(q), where
i = Pq
j=0 "i−j and "i - independent identically distributed (i.i.d.) random
variables. We recognize a term i as a local max...
Long Strange Segments,Ruin Probabilities and the Effect of Memory on Moving Average Processes
Long Strange Segments Ruin Probabilities Effect Memory Moving Average Processes
2010/3/11
We obtain the rate of growth of long strange segments and the
rate of decay of infinite horizon ruin probabilities for a class of infinite moving
average processes with exponentially light tails. Th...
A maximum principle for Bugers' equation with unimodal moving average data
A maximum principle Bugers' equation unimodal moving average data
2009/9/22
The paper is devoted to a study of the extremal
rearrangement property of statistical solutions of Burgers' equation
with initial input generated by the Brownian motion or by a Poisson
process.
On continuous-time autoregressive fractionally integrated moving average processes
antipersistence autocovariance fractional Brownian motion long memory spectraldensity
2010/3/18
In this paper, we consider a continuous-time autoregressive fractionally integrated moving average(CARFIMA) model, which is defined as the stationary solution of a stochastic differential
equation dr...
Pile-up probabilities for the Laplace likelihood estimator of a non-invertible first order moving average
noninvertible moving averages Laplace likelihood
2010/4/27
The first-order moving average model or MA(1) is given by Xt =
Zt − 0Zt−1, with independent and identically distributed {Zt}. This is arguably
the simplest time series model that one ca...
