多参数稳态模型

The Multiparameter Steady Model

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1981
被引 39
ABS 4

中文导读

该文将时间序列的稳态演化思想推广到任意观测分布的多参数过程,并给出了多元稳态过程、方差未知的单变量正态过程等实例,对经济与统计建模有参考价值。

Abstract

SUMMARY This paper generalizes and extends the idea of a steady evolution of a time series to multiparameter processes with any observational distribution. Particular examples of such processes are given. These include the multivariate steady process, univariate normal processes where the observational variance is unknown and series of multinomial observations with a steady model on the cell probabilities.

时间序列计量经济学统计学多变量分析