Modern Japan; its political, military, and industrial by William Montgomery McGovern

By William Montgomery McGovern

This scarce antiquarian booklet is a facsimile reprint of the unique. because of its age, it could possibly include imperfections equivalent to marks, notations, marginalia and mistaken pages. simply because we think this paintings is culturally vital, now we have made it on hand as a part of our dedication for safeguarding, conserving, and selling the world's literature in cheap, prime quality, smooth variants which are real to the unique paintings.

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P) als Losungen der Yule-Walker Gleichungen bestimmt. Das Modell der Ordnung-p AR*(p), das das AIC-Kriterium minimiert, wird als bestes Modell bezuglich der Daten {z(t)} bestimmt. 3. Das AIC-Kriterium und der Signifikanztest Mit Hilfe der Minimierungsmethode des AIC-Kriteriums wird eine Minimierung der Abweichung vorgenommen, die durch das Kullback-Leibler Informationsma~ bemessen wird 37 : I E 10gg(X) - E 10gf(XIS) r g(x) J ~ log g(x) dx f(xls) 0, wobei 9 f S die wahre Dichtefunktion von X, die angenommene Dichtefunktion von X, Vektor der Parameter.

1985, 97-99). 29 2) zeitreihenmodell Die Analysen mit Hilfe des parametrischen Zeitreihenmodells sind seit Box und Jenkins (1976) rasch und umfassend entwikkelt worden. Das ARMA-Modell wird als eine spezielle Darstellung der Zustandsgleichungen betrachtet. zeitreihenmodelle finden im wirtschaftswissenschaftlichen Bereich in gro{3em Umfang Anwendung, Arbeit von Bedeutung. 3. 1. 1. 2. erlautert wurde, stehen mehrere Verfahren zur Analyse von stationaren Prozessen zur Verfugung. Hier sollen die Methoden der oben aufgefuhrten zweiten Gruppe 31 Anwendung finden.

2). Das Korrelogramm entspricht den Bereichen a, b, c, d, ist aber in jedem Fall gedampft (Abb . 3) • A Abb . 2 : Parameterbereich bei Stabilittit Abb. 3: Typisches Korrelogramm des AR(2)-Modells 18 tauchen. Die vorliegende Arbeit einen Aspekt beschrankt. wird insofern auf diesen Dazu mup als zweiter Schritt das Regressionsmodell identifiziert werden. Hierbei besteht allerdings das Problem der Knappheit der beobachteten wirtschaftlichen Daten, was besonders bei ihrer Teilung in Daten vor und nach den Strukturbriichen problematisch wird.

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