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多元自回归指数模型的若干结果AI 解读

We discuss methods for modelling multivariate autoregressive time series in terms of a smaller number of index series which are chosen to provide as complete a summary as possible of the past information contained in the original series necessary for prediction purposes. The maximum likelihood method of estimation and asymptotic properties of estimators of the coefficients which determine the index variables, a well as the corresponding autoregressive coefficients, are…

多元自回归指数模型的若干结果AI 解读

We discuss methods for modelling multivariate autoregressive time series in terms of a smaller number of index series which are chosen to provide as complete a summary as possible of the past information contained in the original series necessary for prediction purposes. The maximum likelihood method of estimation and asymptotic properties of estimators of the coefficients which determine the index variables, a well as the corresponding autoregressive coefficients, are…

时间序列分析：理论与实践AI 解读

To Liz Alice sighed wearily.'I think you might do something better with the time,' she said, 'than waste it in asking riddles that have no answers.''If you knew Time as well as 1 do,' said the Hatter, 'you wouldn't talk about wasting it.It's him.' 'I don't know what you mean,' said Alice.'Of course you don't!' the Hatter said, tossing his head contemptuously.'I dare say you never even spoke to Time!' 'Perhaps not,' Alice cautiously replied: 'but 1 know 1 have to beat time…