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Autoregressive model
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141	TIIII Tinbergen Institute Discussion Paper A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Add to Reading List Source URL: www.greta.it Language: English - Date: 2014-09-23 15:23:41 Financial economics Yield curve Stochastic volatility Volatility Normal distribution Kalman filter Economic model Autoregressive conditional heteroskedasticity Statistical model Statistics Mathematical finance Economics
142	Near Unit Root in the Spatial Autoregressive Model Lung-fei Lee Department of Economics The Ohio State University Jihai Yu Add to Reading List Source URL: economics.sbs.ohio-state.edu Language: English - Date: 2011-12-15 19:09:45 0N Maximum likelihood
143	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 Add to Reading List Source URL: www.fmap.ca Language: English - Date: 2011-04-09 11:26:20 Econometrics Graphical models Parametric statistics Bayes factor Statistical model Kalman filter Meta-analysis Hierarchical Bayes model Autoregressive conditional heteroskedasticity Statistics Statistical theory Bayesian statistics
144	latent gold 4.0 manual final for pdf.qxp Add to Reading List Source URL: statisticalinnovations.com Language: English - Date: 2006-01-06 11:59:52 Statistical inference Statistical models Computational statistics SPSS Dummy variable Bootstrapping Latent class model Autoregressive conditional heteroskedasticity Statistics Econometrics Regression analysis
145	ASYMPTOTIC DISTRIBUTIONS OF QUASI-MAXIMUM LIKELIHOOD ESTIMATORS FOR SPATIAL AUTOREGRESSIVE MODELS BY LUNG-FEI LEE1 This paper investigates asymptotic properties of the maximim likelihood estimator and the quasi-maximum l Add to Reading List Source URL: economics.sbs.ohio-state.edu Language: English - Date: 2011-12-15 19:09:45 Maximum likelihood Extremum estimator Parametric model Normal distribution Consistent estimator Fisher information Statistics Estimation theory Statistical theory
146	Policy Iteration for Learning an Exercise Policy for American Options Yuxi Li, Dale Schuurmans Department of Computing Science, University of Alberta Abstract. Options are important financial instruments, whose prices Add to Reading List Source URL: webdocs.cs.ualberta.ca Language: English - Date: 2008-09-08 12:22:02 Economics Autoregressive conditional heteroskedasticity Stochastic volatility Asian option TVR Reinforcement learning Normal distribution LSm Economic model Options Financial economics Statistics
147	Optimal Estimation of Multivariate ARMA Models Martha White, Junfeng Wen, Michael Bowling and Dale Schuurmans Department of Computing Science, University of Alberta, Edmonton AB T6G 2E8, Canada {whitem,junfeng.wen,mbowli Add to Reading List Source URL: webdocs.cs.ualberta.ca Language: English - Date: 2015-01-15 16:29:05 Time series analysis Econometrics Autoregressive–moving-average model Noise Autoregressive conditional heteroskedasticity Expectation–maximization algorithm Maximum likelihood Kalman filter Normal distribution Statistics Statistical theory Estimation theory
148	Proc. of the 17th Int. Conference on Digital Audio Effects (DAFx-14), Erlangen, Germany, September 1-5, 2014 A COMPARISON OF EXTENDED SOURCE-FILTER MODELS FOR MUSICAL SIGNAL RECONSTRUCTION Tian Cheng∗ , Simon Dixon, M Add to Reading List Source URL: matthiasmauch.de Language: English - Date: 2015-01-08 12:37:05 Electronic engineering Filter theory Signal processing filter Linear algebra Non-negative matrix factorization Autoregressive–moving-average model Electronic filter Autoregressive conditional heteroskedasticity Parameter Statistics Mathematics Time series analysis
149	PDF Document Add to Reading List Source URL: www.stat.washington.edu Language: English - Date: 2013-04-18 00:23:15 Autoregressive integrated moving average Moving-average model Arima Autoregressive model Time series Errors and residuals in statistics Statistics Noise Time series analysis
150	Testing for Discrete and Continuous Spectral Differences Barry Quinn Macquarie University, Statistics Department Building C5C, Macquarie University Sydney, NSW, 2109, Australia Add to Reading List Source URL: stat.mq.edu.au Language: English - Date: 2009-07-18 23:01:21 Stochastic processes Noise Econometrics Spectral density Stationary process Autoregressive model Time series Autoregressive conditional heteroskedasticity White noise Statistics Time series analysis Signal processing

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