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![]() Date: 2007-11-01 10:55:04Markov models Bayesian statistics Time series analysis Expectation–maximization algorithm Kalman filter Prior probability Normal distribution Regression analysis Autoregressive conditional heteroskedasticity Statistics Econometrics Estimation theory | Add to Reading List |
![]() | Ann Inst Stat Math:621–637 DOIs10463x Parameter change test for autoregressive conditional duration models Sangyeol Lee1 · Haejune Oh1DocID: 1rjRw - View Document |
![]() | Multiple-Period Market Risk Prediction under Long Memory: When VaR is Higher than Expected∗ Harald Kinateder† Niklas Wagner‡ Version: January 2014DocID: 1rjdO - View Document |
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![]() | Microsoft Word - EBVM13docxDocID: 1raO6 - View Document |
![]() | A Distributional Framework for Matched Employer Employee Data ∗ St´ephane BonhommeDocID: 1r913 - View Document |