{“id”:“https://openalex.org/W2165002908“,”doi“:”https://doi.org/10.1016/j.csda.2005.06.009“,”title“:”结构化或单位根多元时间序列模型的精确最大似然估计“,”display_name“:”结构性或单位根多维时间序列模型中的精确最大估计“,“publication_year”:2006,“publitation_date”:“2006-07-01”,“ids”:{“openalex”:“https://openalex.org/W2165002908“,”doi“:”https://doi.org/10.1016/j.csda.2005.06.009“,”mag“:”2165002908“},”language“:”en“,”primary_location“:{”is_oa“:false,”landing_page_url“:”https://doi.org/10.1016/j.csda.2005.06.009“,”pdf_url“:空,”源“:{”id“:”https://openalex.org/S132362803“,”display_name“:”计算统计与数据分析“,”issn_l“:”0167-9473“,”isn“:[”0167/9473“、”1872-7352“],”is_oa“:false,”is_in_doaj“:false,”is_core“:true,”host_organization“:”https://openalex.org/P4310320990“,”“host_organization_name”:“Elsevier BV”,“host_organization_lineage”:[“https://openalex.org/P4310320990“],”host_organization_lineage_names“:[”Elsevier BV“],“type”:“journal”},“license”:null,“licence_id”:null,“version”:null,“is_accepted”:false,“is_published”:false},”type“:”article“,”type_crossref“:“jornal-article”,“indexed_in”:[”crossref“],‘open_access”:{“is_oa”:true,“oa_status”:“green”,“oa_url”:“”http://www.crm.umontreal.ca/pub/Rapports/3100-3199/129.pdf“,”any_repository_has_fulltext“:true},”authorships“:[{”author_position“:”first“,”author“:{”id“:”https://openalex.org/A5071235217“,”display_name“:”Guy M\u00e9lard“,”orcid“:”https://orcid.org/0000-0001-9575-4793},“机构”:[{“id”:https://openalex.org/I132053463“,”display_name“:”布鲁塞尔自由大学\u00e9“,”ror“:”https://ror.org/01r9htc13“,”country_code“:”BE“,”type“:“教育”,”世系“:[”https://openalex.org/I132053463“]}],”国家“:[”BE“],”is_corresponding“:false,”raw_author_name“:”Guy M\u00e9lard“,”raw _affiliation_strings“:[“ISRO和ECARES,University \u00e 9 Libre de Bruxelles CP114,Avenue Franklin Roosevelt 50,B-1050 Bruxellies,Belgium”],”从属关系“:[{”raw _affiliation_string“:”ISRO和ECARES,University\u00e9 Libre de Bruxelles CP114,Avenue Franklin Roosevelt 50,B-1050 Bruxellers,Belgium“,“institution_ids”:[“https://openalex.org/I132053463“]}]},{”author_position“:”middle“,”author“:{”id“:”https://openalex.org/A5061046240“,”display_name“:”Roch Roy“,”orcid“:null},”institutions“:[{”id“:”https://openalex.org/I70931966“,”display_name“:”Montr\u00e9al大学“,”错误“:”https://ror.org/0161xgx34“,”country_code“:”CA“,”type“:”教育“,”血统“:[”https://openalex.org/I70931966“]}],”countries“:[”CA“],”is_corresponding“:true,”raw_author_name“:”Roch Roy“,”raw _affiliation_strings“:【”Centre de recherches math\u00e9matiques,C.P.6128,Succursale Centre-ville,Montr\u00e 9al,Quu00e9.,Canada H3C 3J7“,”D\u00e9partitement de math\u00e_9matiques et de statistiques,University\u00e9 de Montr\u00e 9al,C.P.6128,Succursale Centre ville,Montreal,Qu\u00e.,Canada H3C 3J7“],“affiliations”:[{“raw_affiliation_string”:“Centre de recherches math\u 00e9matiqus,C.P.6128,Soccursales Centre ville-ville,Montr\u 00e 9ol,Qu\u 00e_9,Canadas H3C 3 J7”,“institution_ids”:[]},{“raw_affiliation_string”:“D\u00e9partment de math\u00e9matiques et de statistique,University\u00e 9 de Montr\u00o9al,C.P.6128,Succursale Centre-ville,Montreal,Qu\u00e.,Canada H3C 3J7”,“institution_ids”:[“https://openalex.org/I70931966“]}]},{”author_position“:”last“,”author“:{”id“:”https://openalex.org/A5020638184“,”display_name“:”Abdesamad Saidi“,”orcid“:null},”institutions“:[{”id“:”https://openalex.org/I70931966“,”display_name“:”Montr\u00e9al大学“,”错误“:”https://ror.org/0161xgx34“,”country_code“:”CA“,”type“:”教育“,”血统“:[”https://openalex.org/I70931966“]}],”国家“:[”CA“],”is_corresponding“:false,”raw_author_name“:”Abdessamad Saidi“,”raw _ afiliation_strings“:[“D\u00e9partitement de math \u00e 9matiques et de statistique,University \u 00e9 de Montr\u 00e 9al,C.P.6128,Succursale Centre ville,Montreal,Qu \u00e.9,Canada H3C 3J7”],”从属关系“:[{”raw _affiliation_string“:”D\u00e9partitement de math\u00e 9matiques et de statistique,University\u00e-9 de Montr\u00e9al,C.P.6128,Succursale Centre-ville,Montreal,Qu\u00e.,Canada H3C 3J7“,“institution_ids”:[“https://openalex.org/I70931966“]}]}],”countries_disticont_count“:2,”institutions_disticent_count”:2,“corresponding_author_ids”:[“https://openalex.org/A5061046240“],”对应的机构ID“:[”https://openalex.org/I70931966“],”apc_list“:{”value“:3340,”currency“:”USD“,”value_USD“:33400,”provenance“:”doaj“},”apc _payed“:null,”fwci“:1.558,”has_fulltext“:true,”fulltext_origin“:”ngrams“,”cited_by_count“:14,”cited_by_percentile_year“:”{“min”:86,”max“:87},“biblio”:{“volume”:“50”,“issue”:“11”,“first_p”年龄:“2958”,“last_page”:“2986”},“is_retracted”:假,“is_paratext”:假主主题“:{”id“:”https://openalex.org/T10282“,”display_name“:”金融波动建模与预测“,”score“:0.9847,”subfield“:{”id“:”https://openalex.org/subfields/2003“,”display_name“:”Finance“},”field“:{”id“:”https://openalex.org/fields/20网站“,”display_name“:”经济学、计量经济学和金融“},”域“:{”id“:”https://openalex.org/domains/2“,”display_name“:”社会科学“}},”主题“:[{”id“:”https://openalex.org/T10282“,”display_name“:”金融波动建模与预测“,”score“:0.9847,”subfield“:{”id“:”https://openalex.org/subfields/2003“,”display_name“:”Finance“},”field“:{”id“:”https://openalex.org/fields/20网站“,”display_name“:”经济学、计量经济学和金融“},”域“:{”id“:”https://openalex.org/domains/2“,”“display_name”:“社会科学”}},{”id“:”https://openalex.org/T11871“,”“display_name”:“回归分析中多重共线性的检测与处理”,“score”:0.983,“subfield”:{“id”:“https://openalex.org/subfields/2613“,”display_name“:”统计与概率“},”字段“:{”id“:”https://openalex.org/fields/26“,”display_name“:”Mathematics“},”domain“:{”id“:”https://openalex.org/domains/3“,”display_name“:”物理科学“}},{”id“:”https://openalex.org/T11918“,”display_name“:”时间序列预测方法“,”score“:0.983,”subfield“:{”id“:”https://openalex.org/subfields/1803“,”display_name“:”管理科学与运筹学“},”字段“:{”id“:”https://openalex.org/fields/18“,”display_name“:”Decision Sciences“},”domain“:{”id“:”https://openalex.org/domains/2“,”display_name“:”社会科学“}}],”关键词“:[{”id“:”https://openalex.org/keywords/robust-estimation网站“,”display_name“:”稳健估计“,”score“:0.558451},{”id“:”https://openalex.org/keywords/definition-accuracy(https://openalex.org/关键字/预测准确度)“,”display_name“:”预测准确性“,”score“:0.520257},{”id“:”https://openalex.org/keywords/多变量分析“,”display_name“:”多元分析“,”score“:0.512748},{”id“:”https://openalex.org/keywords/robust-statistics公司“,”display_name“:”稳健统计“,”score“:0.502337}],”concepts“:[{”id“:”https://openalex.org/C33923547,“wikidata”:https://www.wikidata.org/wiki/Q395“,”display_name“:”数学“,”等级“:0,”分数“:0.6986783},{”id“:”https://openalex.org/C159877910,“wikidata”:https://www.wikidata.org/wiki/Q2202883“,”display_name“:”自回归模型“,”level“:2,”score“:0.6676809},{”id“:”https://openalex.org/C89106044,“wikidata”:https://www.wikidata.org/wiki/Q45284“,”display_name“:”似然函数“,”level“:3,”score“:0.62107843},{”id“:”https://openalex.org/C143724316,“wikidata”:https://www.wikidata.org/wiki/Q312468“,”display_name“:”系列(地层)“,”level“:2,”score“:0.5943119},{”id“:”https://openalex.org/C28826006,“wikidata”:https://www.wikidata.org/wiki/Q33521“,”display_name“:”应用数学“,”level“:1,”score“:0.5772552},{”id“:”https://openalex.org/C74883015,“wikidata”:https://www.wikidata.org/wiki/Q290467“,”display_name“:”Autoregressive\u2013移动平均模型“,”level“:3,”score“:0.54117894},{”id“:”https://openalex.org/C161584116,“wikidata”:https://www.wikidata.org/wiki/Q1952580“,”display_name“:”多元统计“,”level“:2,”score“:0.5039894},{”id“:”https://openalex.org/C19499675,“wikidata”:https://www.wikidata.org/wiki/Q232207“,”display_name“:”Monte Carlo方法“,”level“:2,”score“:0.4843434},{”id“:”https://openalex.org/C11413529,“wikidata”:https://www.wikidata.org/wiki/Q8366“,”display_name“:”Algorithm“,”level“:1,”score“:0.48246485},{”id“:”https://openalex.org/C163716315,“wikidata”:https://www.wikidata.org/wiki/Q901177“,”display_name“:”Gaussian“,”level“:2,”score“:0.4801849},{”id“:”https://openalex.org/C195561663,“wikidata”:https://www.wikidata.org/wiki/Q1307899“,”display_name“:”Unit root“,”level“:2,”score“:0.46968773},{”id“:”https://openalex.org/C167928553,“wikidata”:https://www.wikidata.org/wiki/Q1376021“,”display_name“:”估计理论“,”level“:2,”score“:0.4558226},{”id“:”https://openalex.org/C191462741,“wikidata”:https://www.wikidata.org/wiki/Q6795902“,”display_name“:”最大似然序列估计“,”level“:3,”score“:0.43989632},{”id“:”https://openalex.org/C95923904,“wikidata”:https://www.wikidata.org/wiki/Q6760420“,”display_name“:”边际可能性“,”level“:3,”score“:0.43562296},{”id“:”https://openalex.org/C105795698,“wikidata”:https://www.wikidata.org/wiki/Q12483“,”display_name“:”Statistics“,”level“:1,”score“:0.41950953},{”id“:”https://openalex.org/C49781872,“wikidata”:https://www.wikidata.org/wiki/Q1045555“,”display_name“:”最大似然“,”level“:2,”score“:0.33410555},{”id“:”https://openalex.org/C151730666,“wikidata”:https://www.wikidata.org/wiki/Q7205“,”display_name“:”古生物学“,”level“:1,”score“:0.0},{”id“:”https://openalex.org/C121332964,“wikidata”:https://www.wikidata.org/wiki/Q413“,”display_name“:”物理“,”级别“:0,”分数“:0.0},{”id“:”https://openalex.org/C62520636,“wikidata”:https://www.wikidata.org/wiki/Q944“,”display_name“:”量子力学“,”level“:1,”score“:0.0},{”id“:”https://openalex.org/C86803240,“wikidata”:https://www.wikidata.org/wiki/Q420“,”display_name“:”Biology“,”level“:0,”score“:0.0}],”mesh“:[],”locations_count“:2,”location“:[{”is_oa“:false,”landing_page_url“:”https://doi.org/10.1016/j.csda.2005.06.009“,”pdf_url“:空,”源“:{”id“:”https://openalex.org/S132362803“,”display_name“:”计算统计与数据分析“,”issn_l“:”0167-9473“,”isn“:[”0167/9473“、”1872-7352“],”is_oa“:false,”is_in_doaj“:false,”is_core“:true,”host_organization“:”https://openalex.org/P4310320990“,”“host_organization_name”:“Elsevier BV”,“host_organization_lineage”:[“https://openalex.org/P4310320990“],”host_organization_lineage_names“:[”Elsevier BV“],“type”:“journal”},“license”:null,“licence_id”:null,“version”:null,“is_accepted”:false,“is_published”:false},{“is_oa”:true,“landing_page_url”:“http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.86.3973,“pdf_url”:http://www.crm.umontreal.ca/pub/Rapports/3100-3199/3129.pdf,“源”:{“id”:https://openalex.org/S4306400349“,”display_name“:”CiteSeer X(The Pennsylvania State University)“,”issn_l“:null,”issn“:null,”is_oa“:true,”is_ in_doaj“:false,”is_core“:false,”host_organization“:”https://openalex.org/I130769515“,”“host_organization_name”:“宾夕法尼亚州立大学”,“host_ordanization_lineage”:[“https://openalex.org/I130769515“],”host_organization_lineage_names“:[”Pennsylvania State University“],“type”:“repository”},“license”:null,“licence_id”:null,“version”:“submittedVersion”,“is_accepted”:false,“is_published”:false}],“best_oa_location”:{“is_oa”:true,“landing_page_url”:“http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.86.3973,“pdf_url”:http://www.crm.umontreal.ca/pub/Rapports/3100-3199/3129.pdf,“源”:{“id”:https://openalex.org/S4306400349“,”display_name“:”CiteSeer X(The Pennsylvania State University)“,”issn_l“:null,”issn“:null,”is_oa“:true,”is_ in_doaj“:false,”is_core“:false,”host_organization“:”https://openalex.org/I130769515“,”“host_organization_name”:“宾夕法尼亚州立大学”,“host_ordanization_lineage”:[“https://openalex.org/I130769515“],”host_organization_lineage_names“:[”Pennsylvania State University“],“type”:“repository”},“license”:null,“licence_id”:null,“version”:“submittedVersion”,“is_accepted”:false,“is_published”:false},”sustainable_development_goals“:[],“grants”:[]、“datasets”:[],“versions”:[】,“referenced_works_count”:56,“referrenced_works”:]”https://openalex.org/W124200770","https://openalex.org/W169322212","https://openalex.org/W1969297805","https://openalex.org/W1972426955","https://openalex.org/W1978990971","https://openalex.org/W1987218460","https://openalex.org/W1988172936","https://openalex.org/W1999323351","https://openalex.org/W2003867767","https://openalex.org/W2009939386","https://openalex.org/W2034747275","https://openalex.org/W2041811225","https://openalex.org/W2041887725","https://openalex.org/W2044724570","https://openalex.org/W2056937925","https://openalex.org/W2059761085","https://openalex.org/W2060594652","https://openalex.org/W206177690","https://openalex.org/W2066352601","https://openalex.org/W2068679603","https://openalex.org/W2074176264","https://openalex.org/W2075238626","https://openalex.org/W20833778578","https://openalex.org/W2084289000","https://openalex.org/W2087006469","https://openalex.org/W2089155713","https://openalex.org/W2091146261","https://openalex.org/W2094159762","https://openalex.org/W2104938670","https://openalex.org/W2110603299","https://openalex.org/W2114093875","https://openalex.org/W2163541182","https://openalex.org/W2165679222","https://openalex.org/W2166820323","https://openalex.org/W2288425065","https://openalex.org/W2325993455","https://openalex.org/W2461481575","https://openalex.org/W2523222774","https://openalex.org/W254624879","https://openalex.org/W2595806108","https://openalex.org/W2802762700","https://openalex.org/W2903837271","https://openalex.org/W3121246722","https://openalex.org/W3125187084","https://openalex.org/W4239120131","https://openalex.org/W4240052631","https://openalex.org/W4243648297","https://openalex.org/W4244252473","https://openalex.org/W4247144864","https://openalex.org/W4249160806","https://openalex.org/W4249363612","https://openalex.org/W4253015550","https://openalex.org/W4253116120","https://openalex.org/W4256483213","https://openalex.org/W4301519913","https://openalex.org/W606684156“],”related_works“:[”https://openalex.org/W4388397594","https://openalex.org/W3125389967","https://openalex.org/W3023909498","https://openalex.org/W2356093187","https://openalex.org/W2262127942","https://openalex.org/W2186819079","https://openalex.org/W2156594259","https://openalex.org/W2141324124","https://openalex.org/W2027315755","https://openalex.org/W164417758“],”ngrams_url“:”https://api.openalex.org/works/W2165002908/ngrams“,”abstract_inverted_index“:{”The“:[0,50,78],”exact“:[1,59],”似然性“:[2,60],”函数“:[3],”of“:[4,43,61,82],”a“:[5,19,39,62],”Gaussian“:[6,63],”vector“:[7],”自回归移动“:[8],”average“:[9],”(VARMA)“:[10],”model“:[11,35,46],”is“:[12,53],”evaluated“:[13],”在“:[14,26,47],”两个“:[15],”非标准“:[16],”案例:“:[17],”(a)“:[18],”简约“:[20],”结构化“:[21],”形式,“:[22],”如“:[24],”获得“:[25],”the“:[27,32,58,71],”echelon“:[28],”form“:[29],”structure“:[30],”or“:[31],”scalar“:[33],”component“:[34],”(SCM)“:[36],”结构;“:[37],”(b)“:[38],”部分“:[40],”非平稳“:[41],”综合“:[42],”顺序“:[44],”1)“:%45],”纠错“:[48],”形式“:[49],”开始“:[51],”点“:[52],”任意“:[54],”算法“:[55,68,84],”用于“:[56],”计算“:[57],”VARMA“:[64],”时间“:[65],”系列。“:[66],”我们的“:[67],”也“:[69],”提供“:[70],”参数“:[72],”估计值“:[73],”和“:[74],”他们的“:%75],”标准“:[76],”错误。“:[77],”small“:[79],”sample“:[80],”properties“:[81],”our“:[83],”were“:[85],”studied“:[86],”by“:[87],”Monte“:[88],”Carlo“:[89],”methods。提供了“:[90],”示例“:[91],”with“:[92],”real“:[93],”data“:/94],”are“:95],”。“:[96]},”cited_by_api_url“:”https://api.openalex.org/works?filter=cites:W2165002908“,”“counts_by_year”:[{“年份”:2022,”“cited_by_count”:1},{“年度”:2019,”“cited_by_cunt”:1',{”“年份”:2018,”d_date“:”2024-06-29T10:18:20.715328“,”创建日期“:”2016-06-24“}