The results showed that the change of time-varying parameters (coefficient) in dynamic AR model has a regularity. Its increments are piled up by some simple period functions.
结果表明,动态自回归模型时变参数(时变系数)的变化是有规律的,其增量大体上是一些简单周期函数的叠加。
In this paper, the estimation of coefficient functions in a varying-coefficients EV model are constructed by using kernel smoothing and generalized least square method.
利用核函数法和广义最小二乘法给出了一般变系数ev模型系数参数的估计,得到了估计的强相合性。
We develop imputation estimators of mean of responses for semiparametric varying-coefficient model with response variables missing at random.
在响应变量随机缺失时,研究了半参数变系数模型响应变量均值的借补估计。
We develop imputation estimators of mean of responses for semiparametric varying-coefficient model with response variables missing at random.
在响应变量随机缺失时,研究了半参数变系数模型响应变量均值的借补估计。
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