搜索结果: 1-1 共查到“非参数统计 autoregression”相关记录1条 . 查询时间(0.046 秒)
Di€usion approximation for nonparametric autoregression
Nonparametric experiments de® ciency distance likelihood ratio process stochastic di€ erential equation autoregression di€ usion sampling asymptotic su ciency
2015/8/25
A nonparametric statistical model of small di€usion type is compared with its discretization by a stochastic Euler di€erence scheme. It is shown that the discrete and continuous models are a...