搜索结果: 1-1 共查到“管理学 locally stationary processes”相关记录1条 . 查询时间(0.139 秒)
Generalized Information Criteria in Model Selection for Locally Stationary Processes
Generalized information criterion locally stationary process minimum distance estimation misspecified models time varying spectral density
2009/3/5
The problem of fitting a parametric model of time series with time varying parameters attracts our attention. We evaluate a goodness of time varying spectral models from an information theoretic point...