Covariance function

Results: 411



#Item
361Signal processing / Covariance and correlation / Statistical theory / M-estimator / Robust statistics / Estimator / Diaeresis / Normal distribution / Covariance / Statistics / Estimation theory / Statistical inference

HIGHLY ROBUST ESTIMATION OF THE AUTOCOVARIANCE FUNCTION By Yanyuan Ma and Marc G. Genton Massachusetts Institute of Technology First version received August 1998 Abstract. In this paper, the problem of the robustness of

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Source URL: www.stat.tamu.edu

Language: English - Date: 2011-05-30 22:00:56
362Data analysis / Random matrices / Normal distribution / Central limit theorem / Matrix / Wishart distribution / Variance / Characteristic function / Covariance matrix / Statistics / Matrices / Probability theory

Academic Achievements of Professor P.L. Hsu CHEN Jiading and ZHENG Zhongguo This year we celebrate the 100’th birthday of Professor Pao-Lu Hsu, a world-class statistician and the founder of probability and statistics i

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Source URL: icsa.org

Language: English - Date: 2012-04-23 14:01:29
363Interquartile range / Skewness / Cumulative distribution function / Mean / Variance / Normal distribution / Sample mean and sample covariance / Mode / Quantile function / Statistics / Summary statistics / Order statistic

DISCUSSION OF « SUR UNE LIMITATION ` GEN ´ ERALE ´ TRES DE LA DISPERSION

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Source URL: www.stat.tamu.edu

Language: English - Date: 2011-05-30 22:09:53
364Time series analysis / Image processing / Infrared imaging / Modulation transfer function / Autocorrelation / Advanced Very High Resolution Radiometer / Partial autocorrelation function / Optical transfer function / Correlogram / Statistics / Covariance and correlation / Optics

JOURNAL OF GEOPHYSICAL RESEARCH, VOL. 95, NO. C6, PAGES[removed], JUNE 15, 1990 Estimatingand RemovingSensor-InducedCorrelation From Advanced Very High ResolutionRadiometer Satellite Data

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Source URL: polar.ncep.noaa.gov

Language: English - Date: 2009-02-04 12:01:13
365Mathematics / Random variable / Variance / Moment / Expected value / Probability density function / Variable / Covariance / Normal distribution / Statistics / Probability and statistics / Probability theory

DOCID: [removed]UNCLASSIFIED Approximations to the Distribution Function

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Source URL: www.nsa.gov

Language: English - Date: 2011-12-28 11:42:25
366Covariance and correlation / Time series analysis / Change detection / Control chart / EWMA chart / Moving-average model / Time series / Walter A. Shewhart / Partial autocorrelation function / Statistics / Quality / Noise

TE RI Bounded adjustment device for facilitating, 150–153

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Source URL: media.wiley.com

Language: English - Date: 2009-03-30 05:05:20
367Econometrics / Data analysis / Signal processing / Autocorrelation / Autocovariance / Covariance function / Vector autoregression / Covariance / Autoregressive model / Statistics / Covariance and correlation / Time series analysis

PDF Document

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Source URL: www.ecb.europa.eu

Language: English - Date: 2003-11-28 10:19:51
368Covariance and correlation / Autocorrelation / Regression analysis / Correlogram / Stochastic processes / White noise / Spectral density / Noise / Time series / Statistics / Time series analysis / Signal processing

Use of the Autocorrelation Function for Frequency Stability Analysis W.J. Riley, Hamilton Technical Services •

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Source URL: www.wriley.com

Language: English - Date: 2004-06-15 12:54:02
369Stable distribution / Gaussian process / Stationary process / Random walk / Covariance function / Long-range dependency / Markov chain / Hurst exponent / Detrended fluctuation analysis / Statistics / Stochastic processes / Fractional Brownian motion

LONG MEMORY AND SELF-SIMILAR PROCESSES GENNADY SAMORODNITSKY Abstract. This paper is a survey of both classical and new results and ideas on long memory, scaling and self-similarity, both in the light-tailed and heavy-ta

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Source URL: www.math.univ-toulouse.fr

Language: English - Date: 2009-01-07 04:54:53
370Mathematical finance / Technical analysis / Econometrics / Autocorrelation / Volatility / Normal distribution / Correlation and dependence / Correlation function / Autoregressive conditional heteroskedasticity / Statistics / Time series analysis / Covariance and correlation

RE S E A R C H PA P E R Q U A N T I T A T I V E F I N A N C E V O L U M E[removed]–236 INSTITUTE O F PHYSICS PUBLISHING quant.iop.org

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Source URL: www.proba.jussieu.fr

Language: English - Date: 2010-06-16 05:05:12
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