نتایج جستجو برای: covariance

تعداد نتایج: 28478  

Journal: :Bernoulli 2006

2011
Chao Yang Dongbin Xiu Robert M. Kirby

We present a numerical technique to visualize covariance and cross-covariance fields of a stochastic simulation. The method is local in the sense that it demonstrates the covariance structure of the solution at a point with its neighboring locations. When coupled with an efficient stochastic simulation solver, our framework allows one to effectively concurrently visualize both the mean and (cro...

Journal: :Proceedings of the American Mathematical Society 1981

Journal: :Journal of Business & Economic Statistics 2022

We consider a class of semi-parametric dynamic models with strong white noise errors. This processes includes the standard Vector Autoregressive (VAR) model, nonfundamental structural VAR, mixed causal-noncausal models, as well nonlinear such (multivariate) ARCH-M model. For estimation in this class, we propose Generalized Covariance (GCov) estimator, which is obtained by minimizing residual-ba...

Journal: :The Annals of Applied Statistics 2009

Journal: :American Journal of Orthodontics and Dentofacial Orthopedics 2016

Journal: :The Annals of Statistics 1991

Journal: :Physical review 2021

The developments of special relativity and quantum mechanics marked the beginning modern physics age. former has taught us that while space time are frame dependent notions, there is a quantity -- space-time interval whose value all inertial observers agree upon. This reveals, so to speak, genuine "fact" universe, relativistic invariant. On other hand, since dawn mechanics, no consensus on what...

Journal: :Proceedings of the National Academy of Sciences 2019

Journal: :JOURNAL OF THE JAPAN STATISTICAL SOCIETY 2013

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید