Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Parameter Estimation for First-Order Autoregressive Model
Stochastic simulation of streamflow depends upon estimation of the correlation structure of the series. Several estimators of the autocorrelation coefficient are investigated and all are shown to be biased for sample sizes beyond usually encountered in hydrology. That estimator with least bias is shown to have greatest variance and that with least variance to have greatest bias. The estimator chosen as best must be judged on the relative effects of bias and variance.
Parameter Estimation for First-Order Autoregressive Model
Stochastic simulation of streamflow depends upon estimation of the correlation structure of the series. Several estimators of the autocorrelation coefficient are investigated and all are shown to be biased for sample sizes beyond usually encountered in hydrology. That estimator with least bias is shown to have greatest variance and that with least variance to have greatest bias. The estimator chosen as best must be judged on the relative effects of bias and variance.
Parameter Estimation for First-Order Autoregressive Model
Garcia-Martinez, Luis E. (Autor:in)
Journal of the Hydraulics Division ; 98 ; 1343-1349
01.01.2021
71972-01-01 pages
Aufsatz (Zeitschrift)
Elektronische Ressource
Unbekannt
Estimation of surface electromyogram spectral alteration using reduced-order autoregressive model
| Springer Verlag | 2000
On tail dependence: A characterization for first-order max-autoregressive processes
| British Library Online Contents | 2011