搜索结果: 1-6 共查到“数理统计学 Estimating”相关记录6条 . 查询时间(0.109 秒)
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Estimating Time-Varying Networks for High-Dimensional Time Series
高维 时间序列 时变网络
2023/1/3
We explore time-varying networks for high-dimensional locally stationary time series, using the large VAR model framework with both the transition and (error) precision matrices evolving smoothly over...
ASYMPTOTIC EQUIVALENCE OF ESTIMATING A POISSON INTENSITY AND A POSITIVE DIFFUSION DRIFT
ASYMPTOTIC EQUIVALENCE ESTIMATING A POISSON INTENSITY POSITIVE DIFFUSION DRIFT
2015/8/25
We consider a diffusion model of small variance type with positive drift density varying in a nonparametric set. We investigate Gaussian and Poisson approximations to this model in the sense of asympt...
Estimating Hidden Population Size using Respondent-Driven Sampling Data
Respondent-Driven Sampling Data Estimating Hidden Population Size
2012/9/23
Respondent-Driven Sampling (RDS) is an approach to sampling design and inference in hard-to-reach human populations. Typically, a sampling frame is not available, and population members are difficult ...
Estimating Extremal Dependence in Univariate and Multivariate Time Series via the Extremogram
Extremogram extremal dependence stationary bootstrap financial time series
2011/7/27
Abstract: Davis and Mikosch [7] introduced the extremogram as a flexible quantitative tool for measuring various types of extremal dependence in a stationary time series. There we showed some standard...
Estimating Failure Probabilities
asymptotic normality exceedance probability failure set homogeneity multivariate extremes
2011/7/4
Abstract: In risk management often the probability must be estimated that a random vector falls into an extreme failure set. In the framework of bivariate extreme value theory, we construct an estimat...
Performance Bounds and Design Criteria for Estimating Finite Rate of Innovation Signals
Terms—Finite rate of innovation Sampling
2010/9/1
In this paper, we consider the problem of estimating finite rate of innovation (FRI) signals from noisy measurements,and specifically analyze the interaction between FRI techniques
and the underlying...