نتایج جستجو برای: مدل varma

تعداد نتایج: 120396  

2008
Thomas Eberlein Jack Kampmeier Vicky Minderhout Richard S. Moog Terry Platt Pratibha Varma-Nelson Harold B. White

Thomas Eberlein‡, Jack Kampmeier§, Vicky Minderhout¶, Richard S. Moog||, Terry Platt‡‡, Pratibha Varma-Nelson§§, and Harold B. White¶¶|||| From the School of Science, Engineering, and Technology, Pennsylvania State University-Harrisburg, Middletown, Pennsylvania 17057-4898, §Department of Chemistry, University of Rochester, Rochester, New York 14627-0216, ¶Department of Chemistry, Seattle Unive...

Journal: : 2023

شرایط افروزش و اشتعال سوخت‌های گداخت هسته‌ای در حضور ناخالص­‌ها، یکی از موارد مهمی است که طراحی قرص‌های سوخت باید مورد توجه قرار گیرد. این مقاله اثر ناخالصی هسته سنگین طلا بر کلیه فرایندهای احتراق پلاسمای غیرتعادلی دوتریم- تریتیم مدل چهار دمایی آن شکل تابع توزیع انرژی رفتار فوتون‌ها تأثیر می‌گذارد بررسی گرفته است. مطالعه شامل اثرات منفی سوخت، طول زمان تشکیل لکه داغ نتایج محاسبات عددی به­ دست آم...

2007
Carl de Boor

The basic idea of the Meir/Sharma/Hall/Meyer error analysis for cubic spline interpolation (see [SM66], [H68], [HM76]) has been extended to cover also certain deficient quartic and quintic spline interpolation schemes, the latter already by them, the former by Howell/Varma [HV89] and, perhaps, others. It is the purpose of this note to describe the most general situation to which this idea appli...

2004
André Klein Peter Spreij

The principal result in this paper is concerned with the derivative of a vector with respect to a block vector or matrix. This is applied to the asymptotic Fisher information matrix (FIM) of a stationary vector autoregressive and moving average time series process (VARMA). Representations which can be used for computing the components of the FIM are then obtained. In a related paper [1], the de...

2014
Francesca Di Iorio

In this paper we propose a test for a set of linear restrictions in a Vector Autoregressive Moving Average (VARMA) model. This test is based on the autoregressive metric, a notion of distance between two univariate ARMA models, M0 and M1, introduced by Piccolo in 1990. In particular, we show that this set of linear restrictions is equivalent to a null distance d(M0,M1) between two given ARMA mo...

Journal: :JOURNAL OF INDIAN AND BUDDHIST STUDIES (INDOGAKU BUKKYOGAKU KENKYU) 2001

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