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一般平稳观测下的刀切法与自助法AI 解读

We extend the jackknife and the bootstrap method of estimating standard errors to the case where the observations form a general stationary sequence. We do not attempt a reduction to i.i.d. values. The jackknife calculates the sample variance of replicates of the statistic obtained by omitting each block of $l$ consecutive data once. In the case of the arithmetic mean this is shown to be equivalent to a weighted covariance estimate of the spectral density of the observations…

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二维格点上的内蕴自回归及相关模型AI 解读

Stationary autoregressions on a two-dimensional lattice are generalized to intrinsic models where only increments are assumed to be stationary.Prediction formulae and the asymptotic behaviour of the semivariogram are derived.For parameter estimation we propose an approximate maximum likelihood estimator, a generalization of Whittle's estimator; it is derived also for general intrinsic models.