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The use of Kernel set and sample memberships in the identification of nonlinear time series

✍ Scribed by B. Wu; Y.-Y. Hsu


Publisher
Springer
Year
2004
Tongue
English
Weight
288 KB
Volume
8
Category
Article
ISSN
1432-7643

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Estimations of the time-average variance for meteorological time series play a central role in climatic studies. They depend on the finite sample length and the correlation structure of the climatic time series. A general equation for these estimations is derived theoretically for autoregressive int