Autoregressive conditional heteroskedasticity

Results: 926



#Item
411Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis

Regional Versus Global Finite-State Error Repair na2 M. Vilares1 , J. Otero1 , and J. Gra˜ 1

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Source URL: www.cs.mun.ca

Language: English - Date: 2006-03-20 11:51:36
412Time series analysis / Econometrics / Mathematics / Autoregressive conditional heteroskedasticity / Time series / Object-oriented design / Normal distribution / Object / R / Statistics / Object-oriented programming / Software engineering

Package ‘fGarch’ February 19, 2015 Version[removed]Revision 5504 Date[removed]Title Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

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Source URL: cran.r-project.org

Language: English - Date: 2015-02-19 17:43:55
413Bayesian statistics / Autoregressive conditional heteroskedasticity / Time series analysis / Bayesian econometrics / Econometrics / Statistics / Economics

Session 5B: A worked example – EGARCH model John Geweke Bayesian Econometrics and its Applications August 17, 2012

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Source URL: www.szgerzensee.ch

Language: English - Date: 2013-01-11 10:05:16
414Data analysis / Optimal design / Quality / Variance / Statistical hypothesis testing / Economic model / Autoregressive conditional heteroskedasticity / Statistics / Design of experiments / Systems engineering

Application of Advanced Stated Preference Design Methodology

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Source URL: eprints.whiterose.ac.uk

Language: English - Date: 2014-06-06 07:18:18
415Noise / 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: www.agile-online.org

Language: English - Date: 2005-04-22 13:29:50
416Null hypothesis / Alternative hypothesis / Statistical significance / Type I and type II errors / Test statistic / Autoregressive conditional heteroskedasticity / Likelihood-ratio test / Statistics / Hypothesis testing / Statistical hypothesis testing

Microsoft Word - Neumann_Zhang_final.doc

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Source URL: www.fig.net

Language: English - Date: 2013-11-21 07:45:52
417Statistical models / Data analysis / Forecasting / Statistical forecasting / Autoregressive–moving-average model / Linear model / Time series / Regression analysis / Autoregressive conditional heteroskedasticity / Statistics / Time series analysis / Econometrics

On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations Anja Rossen

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Source URL: www.hwwi.org

Language: English - Date: 2014-11-27 09:28:54
418Computational statistics / Boltzmann machine / Autoencoder / Information theory / Expectation–maximization algorithm / Perceptron / Backpropagation / Autoregressive conditional heteroskedasticity / Importance sampling / Neural networks / Statistics / Machine learning

arXiv:1310.8499v2 [cs.LG] 20 May[removed]Deep AutoRegressive Networks Karol Gregor Ivo Danihelka

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Source URL: arxiv.org

Language: English - Date: 2014-05-20 20:36:13
419Error / Measurement / Econometrics / Time series analysis / Errors and residuals in statistics / Global Positioning System / Autoregressive conditional heteroskedasticity / Deviation / Statistics / Technology / Regression analysis

Computation and Analysis of Antenna and Multipath Characteristics of EPN Stations Hans van der Marel [removed] Department of Earth Observation and Space Systems (DEOS/MGP)

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Source URL: epncb.oma.be

Language: English - Date: 2012-05-08 11:23:32
420Noise / Autoregressive conditional heteroskedasticity / Autoregressive model / Regression analysis / Estimation theory / Explained sum of squares / Word square / Statistics / Time series analysis / Econometrics

Time Series Modeling with g_lsq M O D E L I N G D ATA W I T H N O N - C O N S TA N T V O L AT I L I T Y AUTO R E G R E SSIVE M O D E L ( A R ) FIGURE 1

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Source URL: www.1010data.com

Language: English - Date: 2013-12-15 15:46:02
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