Autoregressive conditional heteroskedasticity

Results: 926



#Item
211Noise / Autoregressive–moving-average model / Stochastic processes / Time series / Autoregressive integrated moving average / Regression analysis / Autoregressive conditional heteroskedasticity / Economic model / Vector autoregression / Statistics / Time series analysis / Econometrics

Spatial Time-Series Modeling: A review of the proposed methodologies Yiannis Kamarianakis Department of Economics, University of Crete, Rethymnon, Greece, and Regional Analysis Division, Institute of Applied and Computat

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Source URL: itcnt05.itc.nl

Language: English - Date: 2008-09-22 04:53:12
212Autoregressive conditional heteroskedasticity / Normal distribution / Exponential smoothing / Weather forecasting / Numerical weather prediction / Autoregressive integrated moving average / Variance / Forecasting / Statistics / Time series analysis / Data analysis

Approaches for Multi-step Density Forecasts with Application to Aggregated Wind Power

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Source URL: www.willisresearchnetwork.com

Language: English - Date: 2012-02-01 12:16:08
213Categorical data / Statistical tests / Actuarial science / Autoregressive conditional heteroskedasticity / Goodness of fit / Statistics / Econometrics / Regression analysis

Microsoft Word - Tutorial2payment edited final.doc

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Source URL: statisticalinnovations.com

Language: English - Date: 2006-09-06 14:04:56
214Financial economics / Yield curve / Stochastic volatility / Volatility / Normal distribution / Kalman filter / Economic model / Autoregressive conditional heteroskedasticity / Statistical model / Statistics / Mathematical finance / Economics

TIIII Tinbergen Institute Discussion Paper A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard

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Source URL: www.greta.it

Language: English - Date: 2014-09-23 15:23:41
215Econometrics / Graphical models / Parametric statistics / Bayes factor / Statistical model / Kalman filter / Meta-analysis / Hierarchical Bayes model / Autoregressive conditional heteroskedasticity / Statistics / Statistical theory / Bayesian statistics

Ecology, 84(11), 2003, pp. 3055–3063 q 2003 by the Ecological Society of America META-ANALYSIS OF ANIMAL MOVEMENT USING STATE-SPACE MODELS IAN D. JONSEN,1,3 RANSOM A. MYERS,1

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Source URL: www.fmap.ca

Language: English - Date: 2011-04-09 11:26:20
216Econometrics / Covariance and correlation / Noise / Augmented Dickey–Fuller test / Autoregressive integrated moving average / Autoregressive conditional heteroskedasticity / Partial autocorrelation function / Time series / Jarque–Bera test / Statistics / Time series analysis / Statistical tests

R functions for time series analysis by Vito Ricci () RR FUNCTIONS FOR TIME SERIES ANALYSIS Here are some helpful R functions for time series analysis. They belong from stats, tseries,

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Source URL: ftp.acc.umu.se

Language: English - Date: 2004-11-29 04:09:50
217Statistical inference / Statistical models / Computational statistics / SPSS / Dummy variable / Bootstrapping / Latent class model / Autoregressive conditional heteroskedasticity / Statistics / Econometrics / Regression analysis

latent gold 4.0 manual final for pdf.qxp

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Source URL: statisticalinnovations.com

Language: English - Date: 2006-01-06 11:59:52
218Data analysis / Bayesian statistics / Probability theory / Variance / Autoregressive conditional heteroskedasticity / Normal distribution / Prior probability / Errors and residuals in statistics / Statistics / Regression analysis / Time series analysis

An automatic report for the dataset : 02-solar The Automatic Statistician Abstract This report was produced by the Automatic Bayesian Covariance Discovery

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Source URL: automaticstatistician.com

Language: English - Date: 2014-07-15 07:06:37
219Autoregressive conditional heteroskedasticity / Normal distribution / Geometric Brownian motion / Option style / Reinforcement learning / Markov decision process / Put option / Option / LSm / Statistics / Options / Financial economics

Learning Exercise Policies for American Options Yuxi Li Dept. of Computing Science University of Alberta Edmonton, Alberta

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Source URL: webdocs.cs.ualberta.ca

Language: English - Date: 2009-03-22 22:07:32
220Bayesian statistics / Time series analysis / Probability theory / Variance / Autoregressive conditional heteroskedasticity / Prior probability / Explained variation / Statistics / Data analysis / Regression analysis

An automatic report for the dataset : 10-sulphuric The Automatic Statistician Abstract This report was produced by the Automatic Bayesian Covariance Discovery

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Source URL: automaticstatistician.com

Language: English - Date: 2014-07-15 07:06:44
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