Autoregressive conditional heteroskedasticity

Results: 926



#Item
331Electroencephalography / Evoked potentials / Neuroscience / Multistable perception / Perception / Autoregressive conditional heteroskedasticity / Event-related potential / Nervous system / Statistics / Econometrics / Time series analysis

Cognitive Time Scales in a Necker-Zeno Model for Bistable Perception H. Atmanspacher1,2 , M. Bach3 , T. Filk1,2,4 , J. Kornmeier3 and H. R¨ omer4

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Source URL: www.wisebrain.org

Language: English - Date: 2011-03-01 05:48:11
332Signal processing / Econometrics / Estimation theory / Spectral density estimation / Autoregressive–moving-average model / Electroencephalography / Moving-average model / Autoregressive conditional heteroskedasticity / Autoregressive model / Statistics / Noise / Time series analysis

Kaipio, Jari. Simulation and Estimation of Nonstationary EEG. Kuopio University Publications C. Natural and Environmental Sciences[removed]p. ISBN[removed]ISSN[removed]ABSTRACT

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Source URL: dsp-book.narod.ru

Language: English - Date: 2013-05-06 00:56:54
333Financial economics / Volatility / Autoregressive conditional heteroskedasticity / Economic model / Industrial organization / Stochastic volatility / Robert F. Engle / Mathematical finance / Economics / Statistics

Working paper No. 7 March 2015  Market Power Dynamics and Price Volatility in Markets

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Source URL: www.fp7-ulysses.eu

Language: English - Date: 2015-03-14 00:25:24
334Econometrics / Noise / Autoregressive conditional heteroskedasticity / Technical analysis / Mathematical finance / Time series / Volatility / Forecasting / Autoregressive–moving-average model / Statistics / Time series analysis / Economics

Bangko Sentral ng Pilipinas BSP Working Paper Series Forecasting the Volatility of Philippine Inflation using GARCH Models

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Source URL: www.bsp.gov.ph

Language: English - Date: 2013-11-05 13:22:15
335Time series analysis / Covariance and correlation / Technical analysis / Autoregressive conditional heteroskedasticity / Correlation and dependence / Volatility / Vector autoregression / Linear regression / Asset allocation / Statistics / Econometrics / Mathematical finance

The dynamics of international asset price linkages and their effects on German stock and bond markets Dietrich Domanski and Manfred Kremer1 1.

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:17:04
336Statistical theory / Error / Time series analysis / Errors and residuals in statistics / Federal Open Market Committee / Standard error / Inflation targeting / Forecasting / Autoregressive conditional heteroskedasticity / Statistics / Measurement / Econometrics

Background Information on Issues Related to Large-Scale Asset Purchases, Inflation Expectations, and Uncertainty about the Economic Outlook

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Source URL: www.federalreserve.gov

Language: English - Date: 2015-04-07 14:40:21
337Economics / Volatility / Autoregressive conditional heteroskedasticity / Stochastic volatility / Leverage / Mathematical finance / Financial economics / Finance

Asymmetry and Leverage in Stochastic Volatility Models: An Exposition

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 17:38:39
338Cluster analysis / Data mining / Geostatistics / Dynamic time warping / Mixture model / Expectation–maximization algorithm / K-means clustering / Lasso / Autoregressive conditional heteroskedasticity / Statistics / Machine learning / Time series analysis

Ups and Downs in Buzzes: Life Cycle Modeling for Temporal Pattern Discovery Yi Chang†, Makoto Yamada†, Antonio Ortega‡, Yan Liu‡ † Yahoo Labs, Sunnyvale, CA 94089 ‡ University of Southern California, Los Ange

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Source URL: labs.yahoo.com

Language: English - Date: 2014-12-08 13:18:22
339Electronic engineering / Statistical inference / Control theory / Linear filters / Signal processing / Kalman filter / Geolocation / Estimator / Autoregressive conditional heteroskedasticity / Statistics / Estimation theory / Robot control

FISHERIES OCEANOGRAPHY Fish. Oceanogr. 12:3, 141–151, 2003 Horizontal movements of bigeye tuna (Thunnus obesus) near Hawaii determined by Kalman filter analysis of archival

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Source URL: www.soest.hawaii.edu

Language: English - Date: 2005-05-06 16:02:28
340Econometrics / Hypothesis testing / Statistical inference / Unit root / Bayes factor / Augmented Dickey–Fuller test / Dickey–Fuller test / Autoregressive conditional heteroskedasticity / Statistical power / Statistics / Time series analysis / Statistical tests

Microsoft Word - Xia_Griffiths July 26.docx

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:23:30
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