Autoregressive model

Results: 523



#Item
471Statistical models / Fractals / Econometrics / Power law / Brownian motion / Autoregressive conditional heteroskedasticity / Mathematical model / Economic model / Stochastic volatility / Statistics / Stochastic processes / Mathematical finance

January 4, [removed]:38 WSPC/S0218-1274

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Source URL: www.collective-behavior.com

Language: English - Date: 2014-06-04 01:05:31
472Autoregressive integrated moving average / Akaike information criterion / Autoregressive–moving-average model / Partial autocorrelation function / Forecasting / Unit root / Time series / Autoregressive conditional heteroskedasticity / Moving-average model / Statistics / Time series analysis / Box–Jenkins

International Journal of Applied Science and Technology Vol. 3 No. 1; January 2013 Modeling and Forecasting Maternal Mortality; an Application of ARIMA Models Smart A. Sarpong

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Source URL: www.ijastnet.com

Language: English - Date: 2013-03-05 01:46:01
473Heston model / Normal distribution / Stochastic differential equation / Stochastic volatility / CIR process / Autoregressive conditional heteroskedasticity / Volatility / Martingale / Statistics / Stochastic processes / Mathematical finance

SIMULATION OF SQUARE-ROOT PROCESSES ¨ LEIF B.G. ANDERSEN, PETER JACKEL, AND CHRISTIAN KAHL Abstract. We discuss methods for time-discretization and simulation of squareroot SDEs, both in isolation (CIR process) and as

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Source URL: www.pjaeckel.webspace.virginmedia.com

Language: English - Date: 2011-07-26 17:11:37
474Econometrics / Economic theories / Macroeconomics / Rational expectations / Lars Peter Hansen / Economic model / Autoregressive conditional heteroskedasticity / Economics / Fellows of the Econometric Society / Statistics

Uncertainty Outside and Inside Economic Models Nobel Lecture Lars Peter Hansen University of Chicago December 8, 2013

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Source URL: www.larspeterhansen.org

Language: English - Date: 2014-01-14 15:10:28
475Time series analysis / Regression analysis / Statistical models / Moving-average model / Autoregressive conditional heteroskedasticity / Time series / Kalman filter / Linear model / Autoregressive model / Statistics / Econometrics / Noise

PAQ: Time Series Forecasting For Approximate Query Answering In Sensor Networks Daniela Tulone1,2 and Samuel Madden1 1 MIT Computer Science and Artificial Intelligence Laboratory

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Source URL: db.csail.mit.edu

Language: English - Date: 2006-04-22 17:08:43
476Non-linear systems / Stochastic processes / Statistical models / SETAR / STAR model / Linear model / Autoregressive–moving-average model / Time reversibility / Markov chain / Statistics / Time series analysis / Econometrics

Threshold models in time series analysis „ 30 years on

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Source URL: intlpress.com

Language: English - Date: 2013-09-27 13:50:12
477Stochastic processes / Noise / Autocorrelation / Covariance and correlation / White noise / Spectral density / Stationary process / Autoregressive model / Estimation theory / Statistics / Signal processing / Time series analysis

from ACM Transactions on Graphics July 1987 Vol. 6, No. 3 Generalized Stochastic Subdivision J. P. Lewis∗ Computer Graphics Laboratory

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Source URL: scribblethink.org

Language: English - Date: 2008-03-24 23:35:11
478Time series / Autoregressive model / Threshold model / Economic model / Markov chain / GAUSS / Autoregressive conditional heteroskedasticity / Scientific modelling / Book:Statistics review / Statistics / Time series analysis / SETAR

CONTINUOUS TIME THRESHOLD AUTOREGRESSIVE MODELS By Robin John Hyndman A thesis submitted in fulfilment of

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Source URL: www.robjhyndman.com

Language: English - Date: 2008-05-19 08:04:26
479Stochastic processes / White noise / Pink noise / Correlogram / Autocorrelation / Brownian noise / Colors of noise / Fractal dimension / Autoregressive model / Statistics / Noise / Time series analysis

Reproduced from the Proceedings of the Mathematics 2000 Festival, Melbourne, 10 – 13 January 2000 MUSIC FROM FRACTAL NOISE Michael Bulmer University of Queensland

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Source URL: www.maths.uq.edu.au

Language: English - Date: 2000-08-20 20:47:23
480Mathematical finance / OxMetrics / Fellows of the Econometric Society / Time series analysis / Autoregressive conditional heteroskedasticity / Volatility / David Forbes Hendry / Time series / Economic model / Statistics / Economics / Econometrics

TIMBER186_OxNewsAug08_Single

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Source URL: www.timberlake.co.uk

Language: English - Date: 2011-01-24 21:14:06
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