搜索结果: 1-1 共查到“统计逻辑学 M-estimator”相关记录1条 . 查询时间(0.028 秒)
Adaptive estimator of the memory parameter and goodness-of-fit test using a multidimensional increment ratio statistic
Long-memory Gaussian processes goodness-of-fit test estimation of the memory parameter
2010/10/14
The Increment Ratio (IR) statistic was first defined and studied in Surgailis {\it et al.} (2008) for estimating the long-memory parameter either of a stationary or an increment stationary Gaussian p...