Zobrazeno 1 - 8
of 8
pro vyhledávání: '"D. S. Stoffer"'
Publikováno v:
Metrika. 42:441-448
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bfef23fecae79eccb529ab9c95a71da6
https://doi.org/10.1007/bf01894339
https://doi.org/10.1007/bf01894339
Publikováno v:
Henry W. Block, Allan R. Sampson, and Thomas H. Savits, eds. Topics in statistical dependence (Hayward, CA: Institute of Mathematical Statistics, 1990), 69-83
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b1b0e6c8b6f81deb4140e241cb2b3ecc
https://doi.org/10.1214/lnms/1215457550
https://doi.org/10.1214/lnms/1215457550
Autor:
D. S. Stoffer, R. H. Shumway
Publikováno v:
Journal of the American Statistical Association. 87:913
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ac2dd0ef5d3f6e64321cc1aafa119b4f
https://doi.org/10.2307/2290252
https://doi.org/10.2307/2290252
Publikováno v:
Journal of the American Statistical Association. 86:480
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a9893e8ea0c9239a8fbab33250fd69f7
https://doi.org/10.2307/2290596
https://doi.org/10.2307/2290596
Publikováno v:
Advances in Applied Probability. 20:798-821
We present autoregressive (AR) and autoregressive moving average (ARMA) processes with bivariate exponential (BE) and bivariate geometric (BG) distributions. The theory of positive dependence is used to show that in various cases, the BEAR, BGAR, BEA
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c22c3aa154264b8f7e9208a73ea4fce2
https://doi.org/10.1017/s0001867800018383
https://doi.org/10.1017/s0001867800018383
Autor:
D S Stoffer
The bootstrap is proposed as a method for estimating the precision of forecasts and estimates of parameters of the Kalman Filter model. It is shown that when the system and the filter is in steady state the bootstrap applied to the Gaussian innovatio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5afd1dd9ea2ce7af0529f395137aa063
https://doi.org/10.21236/ada150509
https://doi.org/10.21236/ada150509