autovariance function

In this paper, the autocovariance function and the relationship between linear and general bilinear time series model are derived.

对非线性时间序列分析中常见的双线性时序模型,本文给出了一般双线性时序模型自协方差函数间的关系以及与线性时序模型自协方差函数间关系的联系,运用Volterra级数表达式导出了双线性时序模型的脉冲响应函数和频率特性函数。

This paper derived the recursive formula of autocovariance function and a three-stage algorithm of computing spectral density of MAR model,thus we solved spectral analysis problem of MAR model.

针对MAR模型导出其自协方差函数的递推关系式及计算谱密度的算法,从而从理论上解决了这一模型的谱分析问题。

In this medel, the auto-covariance function and the cme-covariance function of different variables calculated from the known data can be used to obtain the solutions by the Mihant iterative methed, in order to obtain such unknown undetermined parameters as the multiple variable linear combination coefficients b1, b2,…, bp,the fractal power-law interception a and the grapht box dimension s.

提出多变量分形体的数学模型，其可由各变量的自协方差函数和互协方差函数应用麦夯脱法进行选代求解，以获取多变量线性组合系数b1，b2，…，bp，以及分形幂律截距a和graphf的盒维数s等未知的待定参数。

In the paper, we get a stationary solution of Langevin equation with fractional Ornstein-Uhlenbeck process noise, and proved that the decay of its auto-covariance function is like that of a power function.

可以证明,受驱于分数O U过程的由Langevin方程也有平稳解,且有幂函数形式的延迟自协方差函数,但是分数O-U过程的Lamperti变换得到的平稳过程却有指数衰减型的自协方差函数。

A method for determining covariance functions of time series is presented.

提出一种确定时间序列协方差函数的方法,它首先根据(多元)时间序列构造其互协方差函数随机序列、互相关函数随机序列或自协方差函数随机序列、自相关函数随机序列,然后采用谱分析和多点平均方法对互协方差函数随机序列、互相关函数随机序列或自协方差函数随机序列、自相关函数随机序列的趋势项进行分离,分别求得其周期项和非周期项的函数表达式,再综合给出整个趋势项函数。

The variance function based on statistical theory is introduced to analyze the effect of the antenna aperture on measurement in reverberation chamber.

为分析非零口径天线的局部平均作用对混波室测试的影响,以统计理论为基础,引入方差函数,从混波室空间相关函数出发,计算出方差函数随间隔长度变化的规律。

We propose a general semiparametric variance function model in a random design setting.

介绍具有随机设计的一类半参数方差函数模型。

This paper deals with the autocorrrelation structure of product seasonal modelsΦ(B)Φ(B~8)x_t=θ(B)■(B~8)a_t by use of autocovariance generating functions,and finds out that for p=o,the model is parametersepar able.

本文以自协方差发生函数为工具,讨论了乘积型季节性模型。

Research on the Method of Image Matching Based on Semi-Variance Function;

基于半方差函数的影像匹配方法研究

Estimation of Genetic Parameters and Covariance Functions of Body Weight in Corriedale Sheep;

考力代绵羊体重生长的遗传参数与协方差函数估计

METHODS FOR DETERMINING COVARIANCE FUNCTION OF CHINESE HORIZONTAL MOVEMENT OF MAINLAND

中国大陆主要块体水平运动协方差函数确定方法研究

Minimax Estimation of Parameter of a Class Distributions under the Squared Log Error and MLINEX Loss Functions

对数误差平方损失函数和MLINEX损失函数下一类分布族参数的Minimax估计

RISK SHARING UNDER THE MEAN-VARIANCE EXPECTED UTILITY

均值-方差期望效用函数下的风险共担

TDOA-FDOA estimation with conjugate ambiguity function

基于共轭模糊函数的时差-频差联合估计方法

The Cooperative Co-evolutionary Differential Evolution Algorithms to Optimize High-Dimension Function;

协同差异演化方法在函数优化中的应用

Combination Weighting Approach Based on Deviation Function and Joint-Entropy;

基于离差函数和联合熵的组合赋权方法

Estimating the Standard Deviation of Noise via Controlled Function

基于控制函数估计图像噪音的标准方差

The Application of the Generate Function and Difference Equation in the Calculation of Classical Probability

母函数与差分方程在古典概率计算中的应用

Green Function and Positive Solutions for Boundary Eigenvalue Problem of nth Order Difference Equation

n阶差分方程特征边值问题的Green函数和正解

The Special Function Difference, Difference Quotient, Integral and Orthogonal, Norm Function in Mizar

特殊函数差分差商积分及函数正交性与函数范数的Mizar实现研究

interval function of bounded variation

有界变差的区间函数

Recent Developments in Econometric Methods of Income Inequality Study;

一种新的收入差距研究的计量方法——基于分布函数的半参数化估计

Estimation of the Maximal Times of Income or Cost Function in Equation of Higher Degree with One Unknown by Deviation-Value Law;

用差分法确定收入或成本函数中一元高次方程的最高次数

Time Lag Analysis on the Effect of Monetary Policy-Impulse Response Function and Variance Decomposition

货币政策效应时滞分析——脉冲响应函数与方差分解

Application of Mean-Variance Utility Function under the Portfolio Selection Decision

均值—方差效用函数在证券组合投资决策中的应用

An Effective Method to Measure Accurately the Frequency Response Function of a Test System with Amplitude and Phase Errors

测量系统存在幅值和相位误差时准确测量频率响应函数的方法