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基于双谱的时间序列高斯性与线性检测AI 解读

Statistical techniques have been developed that use estimated bispectrum values to test whether a sample of a time series is consistent with the hypothesis that the observations are generated by a linear process. The magnitude of the test statistics indicates the amount of divergence between the observations and the linear model hypothesis. It is important to investigate such a divergence, since the usual linear model coefficients can be shown to be biased in the face of…

利用强单峰分布生成有序洛伦兹曲线族AI 解读

From any strongly unimodal density on the real line, it is possible to generate a one-parameter family of Lorenz curves. The resulting families of Lorenz curves are Lorenz ordered with respect to the indexing parameter. Symmetry of the unimodal density results in the generation of symmetric Lorenz curves. A related characterization of the normal distribution is presented.

非高斯无限可分及线性随机过程的似然比检测器AI 解读

We consider the problem of determining absolute continuity, and the distribution of the likelihood ratio (Radon-Nikodym derivative) of the measures induced on function space by two infinitely divisible stochastic processes. The results are applied to linear processes, which are shown to be infinitely divisible.

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