Probabilistic Properties and Statistical Inference for Regularly Varying Time Series
规律变化的时间序列的概率性质和统计推断
基本信息
- 批准号:RGPIN-2018-04156
- 负责人:
- 金额:$ 2.04万
- 依托单位:
- 依托单位国家:加拿大
- 项目类别:Discovery Grants Program - Individual
- 财政年份:2021
- 资助国家:加拿大
- 起止时间:2021-01-01 至 2022-12-31
- 项目状态:已结题
- 来源:
- 关键词:
项目摘要
Bootstrap; Cluster Functionals; Extreme Value Theory; Long Range Dependence; Multivariate Time Series; Regular Variation; Resampling; Stochastic Processes; Tail Empirical Processes; Weak Dependence
引导程序;簇泛函;极值理论;长期依赖性;多元时间序列;规则变化;缓刑;随机过程;尾部经验过程;弱依赖
项目成果
期刊论文数量(0)
专著数量(0)
科研奖励数量(0)
会议论文数量(0)
专利数量(0)
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Kulik, Rafal其他文献
HEAVY-TAILED BRANCHING PROCESS WITH IMMIGRATION
- DOI:
10.1080/15326349.2013.838508 - 发表时间:
2013-10-02 - 期刊:
- 影响因子:0.7
- 作者:
Basrak, Bojan;Kulik, Rafal;Palmowski, Zbigniew - 通讯作者:
Palmowski, Zbigniew
Kulik, Rafal的其他文献
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{{ truncateString('Kulik, Rafal', 18)}}的其他基金
Probabilistic Properties and Statistical Inference for Regularly Varying Time Series
规律变化的时间序列的概率性质和统计推断
- 批准号:
RGPIN-2018-04156 - 财政年份:2022
- 资助金额:
$ 2.04万 - 项目类别:
Discovery Grants Program - Individual
Probabilistic Properties and Statistical Inference for Regularly Varying Time Series
规律变化的时间序列的概率性质和统计推断
- 批准号:
RGPIN-2018-04156 - 财政年份:2020
- 资助金额:
$ 2.04万 - 项目类别:
Discovery Grants Program - Individual
Probabilistic Properties and Statistical Inference for Regularly Varying Time Series
规律变化的时间序列的概率性质和统计推断
- 批准号:
RGPIN-2018-04156 - 财政年份:2019
- 资助金额:
$ 2.04万 - 项目类别:
Discovery Grants Program - Individual
Probabilistic Properties and Statistical Inference for Regularly Varying Time Series
规律变化的时间序列的概率性质和统计推断
- 批准号:
RGPIN-2018-04156 - 财政年份:2018
- 资助金额:
$ 2.04万 - 项目类别:
Discovery Grants Program - Individual
Stochastic processes with heavy tails and temporal dependence: modeling, probabilistic properties and statistical inference
具有重尾和时间依赖性的随机过程:建模、概率属性和统计推断
- 批准号:
356036-2013 - 财政年份:2017
- 资助金额:
$ 2.04万 - 项目类别:
Discovery Grants Program - Individual
Stochastic processes with heavy tails and temporal dependence: modeling, probabilistic properties and statistical inference
具有重尾和时间依赖性的随机过程:建模、概率属性和统计推断
- 批准号:
356036-2013 - 财政年份:2016
- 资助金额:
$ 2.04万 - 项目类别:
Discovery Grants Program - Individual
Stochastic processes with heavy tails and temporal dependence: modeling, probabilistic properties and statistical inference
具有重尾和时间依赖性的随机过程:建模、概率属性和统计推断
- 批准号:
356036-2013 - 财政年份:2015
- 资助金额:
$ 2.04万 - 项目类别:
Discovery Grants Program - Individual
Stochastic processes with heavy tails and temporal dependence: modeling, probabilistic properties and statistical inference
具有重尾和时间依赖性的随机过程:建模、概率属性和统计推断
- 批准号:
356036-2013 - 财政年份:2014
- 资助金额:
$ 2.04万 - 项目类别:
Discovery Grants Program - Individual
Stochastic processes with heavy tails and temporal dependence: modeling, probabilistic properties and statistical inference
具有重尾和时间依赖性的随机过程:建模、概率属性和统计推断
- 批准号:
356036-2013 - 财政年份:2013
- 资助金额:
$ 2.04万 - 项目类别:
Discovery Grants Program - Individual
Statistics for long range dependent sequences
长程相关序列的统计
- 批准号:
356036-2008 - 财政年份:2012
- 资助金额:
$ 2.04万 - 项目类别:
Discovery Grants Program - Individual
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