全文获取类型
收费全文 | 545篇 |
免费 | 6篇 |
国内免费 | 4篇 |
专业分类
管理学 | 23篇 |
民族学 | 1篇 |
丛书文集 | 26篇 |
理论方法论 | 5篇 |
综合类 | 181篇 |
社会学 | 2篇 |
统计学 | 317篇 |
出版年
2023年 | 1篇 |
2021年 | 4篇 |
2020年 | 8篇 |
2019年 | 6篇 |
2018年 | 11篇 |
2017年 | 30篇 |
2016年 | 12篇 |
2015年 | 7篇 |
2014年 | 32篇 |
2013年 | 108篇 |
2012年 | 35篇 |
2011年 | 25篇 |
2010年 | 23篇 |
2009年 | 23篇 |
2008年 | 33篇 |
2007年 | 21篇 |
2006年 | 12篇 |
2005年 | 20篇 |
2004年 | 13篇 |
2003年 | 7篇 |
2002年 | 20篇 |
2001年 | 15篇 |
2000年 | 6篇 |
1999年 | 15篇 |
1998年 | 7篇 |
1997年 | 9篇 |
1996年 | 9篇 |
1995年 | 8篇 |
1994年 | 5篇 |
1993年 | 3篇 |
1992年 | 2篇 |
1991年 | 4篇 |
1990年 | 2篇 |
1989年 | 4篇 |
1988年 | 2篇 |
1987年 | 1篇 |
1986年 | 3篇 |
1985年 | 1篇 |
1984年 | 1篇 |
1983年 | 2篇 |
1982年 | 1篇 |
1981年 | 2篇 |
1980年 | 1篇 |
1979年 | 1篇 |
排序方式: 共有555条查询结果,搜索用时 15 毫秒
31.
W. Tsay 《Econometric Reviews》1998,17(4):361-386
This paper provides the theoretical explanation and Monte Carlo experiments of using a modified version of Durbin-Watson ( D W ) statistic to test an 1 ( 1 ) process against I ( d ) alternatives, that is, integrated process of order d, where d is a fractional number. We provide the exact order of magnitude of the modified D W test when the data generating process is an I ( d ) process with d E (0. 1.5). Moreover, the consistency of the modified DW statistic as a unit root test against I ( d ) alternatives with d E ( 0 , l ) U ( 1 , 1.5) is proved in this paper. In addition to the theoretical analysis, Monte Carlo experiments show that the performance of the modified D W statistic reveals that it can be used as a unit root test against I ( d ) alternatives. 相似文献
32.
《Journal of Statistical Computation and Simulation》2012,82(2):185-201
In this paper we introduce a procedure to compute prediction intervals for FARIMA (p d q) processes, taking into account the variability due to model identification and parameter estimation. To this aim, a particular bootstrap technique is developed. The performance of the prediction intervals is then assessed and compared to that of standard bootstrap percentile intervals. The methods are applied to the time series of Nile River annual minima. 相似文献
33.
《Journal of Statistical Computation and Simulation》2012,82(2):269-283
This paper deals with the problem of estimating all the unknown parameters of geometric fractional Brownian processes from discrete observations. The estimation procedure is built upon the marriage of the quadratic variation and the maximum likelihood approach. The asymptotic properties of the estimators are provided. Moveover, we compare our derived method with the approach proposed by Misiran et al. [Fractional Black-Scholes models: complete MLE with application to fractional option pricing. In International conference on optimization and control; Guiyang, China; 2010. p. 573–586.], namely the complete maximum likelihood estimation. Simulation studies confirm theoretical findings and illustrate that our methodology is efficient and reliable. To show how to apply our approach in realistic contexts, an empirical study of Chinese financial market is also presented. 相似文献
34.
《Journal of Statistical Computation and Simulation》2012,82(10):1954-1969
ABSTRACTStrongly consistent and asymptotically normal estimators of the Hurst index and volatility parameters of solutions of stochastic differential equations with polynomial drift are proposed. The estimators are based on discrete observations of the underlying processes. 相似文献
35.
《Econometric Reviews》2008,27(1):268-297
Nonlinear functions of multivariate financial time series can exhibit long memory and fractional cointegration. However, tools for analysing these phenomena have principally been justified under assumptions that are invalid in this setting. Determination of asymptotic theory under more plausible assumptions can be complicated and lengthy. We discuss these issues and present a Monte Carlo study, showing that asymptotic theory should not necessarily be expected to provide a good approximation to finite-sample behavior. 相似文献
36.
Mathias Raschke 《统计学通讯:模拟与计算》2017,46(9):6879-6888
We reveal that the minimum Anderson–Darling (MAD) estimator is a variant of the maximum likelihood method. Furthermore, it is shown that the MAD estimator offers excellent opportunities for parameter estimation if there is no explicit formulation for the distribution model. The computation time for the MAD estimator with approximated cumulative distribution function is much shorter than that of the classical maximum likelihood method with approximated probability density function. Additionally, we research the performance of the MAD estimator for the generalized Pareto distribution and demonstrate a further advantage of the MAD estimator with an issue of seismic hazard analysis. 相似文献
37.
William F Roller 《统计学通讯:理论与方法》2013,42(9):2907-2920
A two-sample partially sequential probability ratio test (PSPRT) is considered for the two-sample location problem with one sample fixed and the other sequential. Observations are assumed to come from two normal poptilatlons with equal and known variances. Asymptotically in the fixed-sample size the PSPRT is a truncated Wald one sample sequential probability test. Brownian motion approximations for boundary-crossing probabilities and expected sequential sample size are obtained. These calculations are compared to values obtained by Monte Carlo simulation. 相似文献
38.
Dejuran Richardson 《统计学通讯:理论与方法》2013,42(8):3111-3126
A group sequential procedure is presented which allows for staggered entry of patients, random loss to followup, and utilizes the flexible boundary approach of Lan and DeMets. The proposed procedure assumes that response times are nearly exponentially distributed. An example as well as simulation studies comparing the performance of the proposed procedure with the group sequential logrank are also presented. 相似文献
39.
《统计学通讯:模拟与计算》2013,42(4):619-640
ABSTRACT Area statistics are sample versions of areas occurring in a probability plot of two distribution functions F and G. This paper presents a unified basis for five statistics of this type. They can be used for various testing problems in the framework of the two sample problem for independent observations, such as testing equality of distributions against inequality or testing stochastic dominance of distributions in one or either direction against nondominance. Though three of the statistics considered have already been suggested in literature, two of them are new and deserve our interest. The finite sample distributions of the statistics (under F=G) can be calculated via recursion formulae. Two tables with critical values of the new statistics are included. The asymptotic distribution of the properly normalized versions of the area statistics are functionals of the Brownian bridge. The distribution functions and quantiles thereof are obtained by Monte Carlo simulation. Finally, the power functions of the two new tests based on area statistics are compared to the power functions of the tests based on the corresponding supremum statistics, i.e., statistics of the Kolmogorov–Smirnov type. 相似文献
40.
S. K. Upadhyay 《统计学通讯:理论与方法》2013,42(2):195-213
Several models are proposed in the literature for modeling fatigue data resulting from materials subject to cyclic stress and strain. Accelerated Weibull and accelerated Birnbaum–Saunders distributions are most commonly used models. Whereas the accelerated Weibull model is easier compared to accelerated Birnbaum–Saunders, it fails to represent the situation equally well. The present article focuses on Bayes analysis of the two models and provides a comparison based on some important Bayesian tools. Model compatibility study using predictive simulation ideas is preceded by the said comparison. Throughout, the posterior simulations are carried out by Markov chain Monte Carlo procedure. 相似文献