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实体 Vector Autoregressive Models and Granger Causality in Time Series Analysis in Nursing Research: Dynamic Changes Among Vital Signs Prior to Cardiorespiratory Instability Events as an Example

Vector Autoregressive Models and Granger Causality in Time Series Analysis in Nursing Research: Dynamic Changes Among Vital Signs Prior to Cardiorespiratory Instability Events as an Example

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  1. TOOL · CL_277221 ·

    新的分析详细介绍了重尾噪声下的线性系统估计

    研究人员开发了一种新的非渐近分析方法,用于估计向量自回归模型,特别适用于具有重尾噪声的系统。该研究建立了样本复杂度界限,表明估计误差受噪声维度和样本数量的影响。该方法已推广到各种噪声分布,包括次指数和次高斯分布,并应用于具有外生输入的自回归模型,证明了维度因子与模型阶数无关。