Autoregressive model

Results: 523



#Item
501Fourier analysis / Digital signal processing / Unitary operators / Integral transforms / Transcendental number / Autoregressive model / Discrete Fourier transform / Dirac delta function / Fourier transform / Mathematical analysis / Mathematics / Algebra

1 An Efficient Method to Derive Explicit KLT Kernel

Add to Reading List

Source URL: web.njit.edu

Language: English - Date: 2013-07-07 12:00:10
502Autocorrelation / Correlogram / Autocovariance / Correlation function / Standard error / Correlation and dependence / Covariance function / Autoregressive model / Durbin–Watson statistic / Statistics / Covariance and correlation / Time series analysis

3 Autocorrelation Autocorrelation refers to the correlation of a time series with its own past and future values. Autocorrelation is also sometimes called “lagged correlation” or “serial correlation”, which

Add to Reading List

Source URL: www.ltrr.arizona.edu

Language: English - Date: 2012-12-26 12:43:55
503Econometrics / Fellows of the Econometric Society / Autoregressive–moving-average model / JMulTi / Vector autoregression / Unit root test / Autoregressive conditional heteroskedasticity / Søren Johansen / Methodology of econometrics / Statistics / Time series analysis / Economics

January 7, 2013 Curriculum Vitae

Add to Reading List

Source URL: www.diw.de

Language: English - Date: 2013-10-25 12:26:13
504Fourier analysis / Time series analysis / Digital signal processing / Noise / Periodogram / Autocorrelation / Discrete Fourier transform / Spectral density estimation / Autoregressive model / Statistics / Mathematical analysis / Signal processing

6 Spectral Analysis -- Smoothed Periodogram Method 6.1 Historical background There are many available methods for estimating the spectrum of a time series. In lesson 4 we

Add to Reading List

Source URL: www.ltrr.arizona.edu

Language: English - Date: 2013-02-10 21:49:05
505Deviance information criterion / Bayes factor / Hierarchical Bayes model / Deviance / Prior probability / Pareto efficiency / Hyperparameter / Akaike information criterion / Autoregressive conditional heteroskedasticity / Statistics / Bayesian statistics / Parameter

Journal of Mathematical Psychology ( )

Add to Reading List

Source URL: www.newcl.org

Language: English - Date: 2010-12-13 18:06:13
506Insurance / Financial ratios / Finance / Wilkie investment model / Autoregressive conditional heteroskedasticity / Box–Jenkins / Vector autoregression / T-statistic / Economic model / Statistics / Time series analysis / Econometrics

PDF Document

Add to Reading List

Source URL: www.actuaries.org

Language: English - Date: 2011-04-20 11:08:48
507Hidden Markov model / Markov chain / Time series / Autoregressive model / Normal distribution / Statistics / Markov models / Probability and statistics

PDF Document

Add to Reading List

Source URL: www.tristanfletcher.co.uk

- Date: 2009-04-24 05:28:03
508Autoregressive integrated moving average / Estimation theory / Maximum likelihood / Moving-average model / Akaike information criterion / Autoregressive–moving-average model / Statistics / Noise / Statistical theory

PDF Document

Add to Reading List

Source URL: www.stat.berkeley.edu

Language: English - Date: 2005-10-25 15:47:23
509Economics / SETAR / Autoregressive conditional heteroskedasticity / Economic model / STAR model / Financial econometrics / Cointegration / Threshold model / Vector autoregression / Statistics / Time series analysis / Econometrics

PDF Document

Add to Reading List

Source URL: www.ssc.wisc.edu

Language: English - Date: 2011-07-20 09:14:15
510Noise / Econometrics / Covariance and correlation / Moving-average model / Partial autocorrelation function / Correlogram / Autoregressive model / Autocorrelation / Time series / Statistics / Time series analysis / Regression analysis

PDF Document

Add to Reading List

Source URL: www.ltrr.arizona.edu

Language: English - Date: 2013-02-08 23:38:16
UPDATE