Keywords: فرایند ثابت; 60-G10; 62-G07; 47-A35; Stationary process; Continuous time process; Density estimation; Ergodicity; Kernel estimator; Bandwidth;
مقالات ISI فرایند ثابت (ترجمه نشده)
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Keywords: فرایند ثابت; primary; 62H12; secondry; 60G10; 60G15; 91G10; Curved statistical model; Dependent data; Higher-order asymptotic theory; Maximum likelihood estimation; Portfolio estimation; Regression model; Shrinkage estimator; Stationary process;
Keywords: فرایند ثابت; Determinstic motion prediction; Real-time; Measurements; Stationary process; Sample autocorrelation function; Conditional process;
Robust parameter estimation for stationary processes by an exotic disparity from prediction problem
Keywords: فرایند ثابت; 62M10; 62F12; 62F35; Stationary process; Spectral density; Minimum contrast estimation; Prediction problem; Asymptotic efficiency;
Keywords: فرایند ثابت; Stochastic differential equation; Parameter estimation; Nonparametric method; Stationary process;
Keywords: فرایند ثابت; Reaction systems; Model checking; Biomodeling; Conserved sets; Invariants; Steady state; Stationary process; Elementary flux; Periodicity; Complexity classes
Keywords: فرایند ثابت; Point process; Vague convergence; Multivariate regular variation; Mixing condition; Stationary process; Heavy tail; Exponential AR(2) process; Finance; Stochastic volatility
Keywords: فرایند ثابت; 60G10; 60J60; 65C05; 65D15; 60F05; Stochastic differential equation; Stationary process; Steady regime; Ergodic diffusion; Central Limit Theorem; Euler scheme; Poisson equation; Richardson-Romberg extrapolation;
Keywords: فرایند ثابت; Composite likelihood; Incidental parameters problem; Nuisance parameter; Panel data; Profile likelihood; Quasi-likelihood; Root-n convergence; Spatial autoregressive model; Stationary process; Time series; U-statistic;
ARCH model and fractional Brownian motion
Keywords: فرایند ثابت; ARCH model; Fractional Brownian motion; Stationary process; Volatility;
Functional central limit theorems for the Nelson-Aalen and Kaplan-Meier estimators for dependent stationary data
Keywords: فرایند ثابت; Survival analysis; Stationary process; Functional central limit theorem; Limit distribution; Nelson-Aalen estimator; Kaplan-Meier estimator;
Construction of SDE-based wind speed models with exponentially decaying autocorrelation
Keywords: فرایند ثابت; Stochastic differential equations; Wind speed modeling; Stationary process; Regression theorem; Exponential autocorrelation; Non-gaussian processes;
Strong consistency of the distribution estimator in the nonlinear autoregressive time series
Keywords: فرایند ثابت; 60F15; 62G20; 60G10; 60E05; Glivenko-Cantelli Theorem; CDF; Residuals; Stationary process; Nonlinear autoregressive model;
Behavior of EWMA type control charts for small smoothing parameters
Keywords: فرایند ثابت; EWMA chart; Stationary process; Statistical process control; Run length;
Approximation of stationary solutions to SDEs driven by multiplicative fractional noise
Keywords: فرایند ثابت; 60G10; 60G15; 60H35; Stochastic differential equation; Fractional Brownian motion; Stationary process; Euler scheme;
On the trace approximations of products of Toeplitz matrices
Keywords: فرایند ثابت; Toeplitz matrix; Trace approximation; Error bound; Stationary process; Spectral density
Comparing spectral densities of stationary time series with unequal sample sizes
Keywords: فرایند ثابت; 62M10; 62M15; 62G10Spectral density; Cluster analysis; Time series; Stationary process; Unequal length
Intrinsic location functionals of stationary processes
Keywords: فرایند ثابت; primary; 60G10; 60G17; Stationary process; Intrinsic location functionals; Total variation;
Variance estimation in nonlinear autoregressive time series models
Keywords: فرایند ثابت; Residuals; Error variance estimation; Asymptotic distribution; Stationary process;
Berry–Esseen bounds for kernel estimates of stationaryprocesses
Keywords: فرایند ثابت; Berry–Esseen bound; Kernel estimate; Stationary process; Physical dependence measure
Geometric stick-breaking processes for continuous-time Bayesian nonparametric modeling
Keywords: فرایند ثابت; Bayesian nonparametric inference; Dependent process; Measure-valued diffusion; Stationary process; Stick-breaking representation; Wright-Fisher process;
Approximation of stationary solutions of Gaussian driven stochastic differential equations
Keywords: فرایند ثابت; 60G10; 60G15; 60H35Stochastic differential equation; Gaussian process; Stationary process; Euler scheme
Rényi entropy rate for Gaussian processes
Keywords: فرایند ثابت; Rényi entropy; Rényi entropy rate; Gaussian process; Stationary process; Shannon entropy rate
A note on the sum of the sample autocorrelation function
Keywords: فرایند ثابت; Sample autocorrelation function; Stationary process; Diagnostic check; Approximate test for autocorrelation
An improved standardized time series Durbin–Watson variance estimator for steady-state simulation
Keywords: فرایند ثابت; Simulation; Stationary process; Variance estimation; Standardized time series; Durbin–Watson estimator; Batched estimators
On the exactness of the Wu–Woodroofe approximation
Keywords: فرایند ثابت; Martingale approximation; Central limit theorem; Stationary process
Some properties of Rényi entropy and Rényi entropy rate
Keywords: فرایند ثابت; Rényi entropy; Shannon entropy; Rényi entropy rate; Shannon entropy rate; Stationary process; Quasi-linear mean
An asymptotic theory for sample covariances of Bernoulli shifts
Keywords: فرایند ثابت; primary, 60F05, 62M10; secondary, 60G10Asymptotic normality; Covariance; Dependence; Linear process; Martingale; Moderate deviation; Nonlinear time series; Stationary process; Test of correlation
A goodness-of-fit test of the errors in nonlinear autoregressive time series models
Keywords: فرایند ثابت; 62G10; 62G07; 60G10Residuals; Error density estimation; Stationary process
Nonstationarity of efficient finance markets: FX market evolution from stability to instability
Keywords: فرایند ثابت; Efficient markets; Stationary process; Nonstationary process; Martingale; Market instability; Gold standard Regulation;
The impact on ruin probabilities of the association structure among financial risks
Keywords: فرایند ثابت; Asymptotics; Farlie-Gumbel-Morgenstern distribution; Stationary process; Ruin probability;
Linear combinations of overlapping variance estimators for simulation
Keywords: فرایند ثابت; Simulation; Stationary process; Variance estimation; Standardized time series; Area estimator; Overlapping area estimator;
Stationary mixture transition distribution (MTD) models via predictive distributions
Keywords: فرایند ثابت; 62M10; 62A15AR model; Bayesian non-parametrics; MTD models; Random probability measure; Stationary process
Extended constructions of stationary autoregressive processes
Keywords: فرایند ثابت; Stationary process; Gibbs sampler
Black–Scholes’ model and Bollinger bands
Keywords: فرایند ثابت; Black–Scholes model; Bollinger bands; Moving average; Stationary process; Stationary distribution
Spatio-temporal change-point modeling
Keywords: فرایند ثابت; Hierarchical model; Markov chain Monte Carlo; Separable covariance function; Stationary process;