Moving-average model

Results: 171



#Item
31Non-linear systems / Stochastic processes / Noise / STAR model / Autoregressive conditional heteroskedasticity / Threshold model / Akaike information criterion / Moving-average model / Maximum likelihood / Statistics / Time series analysis / Estimation theory

RESEARCH REPORT Serial No. 507 November 2013 THRESHOLD MODELS IN TIME SERIES ANALYSIS-SOME REFLECTIONS

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Source URL: lx2.saas.hku.hk

Language: English - Date: 2013-11-05 06:18:22
32Time series analysis / Tourism / Moving-average model / Economics / Statistics / Autoregressive conditional heteroskedasticity / Econometrics

Proceedings of the 2005 International Conference on Simulation and Modelling V. Kachitvichyanakul, U. Purintrapiban, and P. Uthayopas, eds. A TIME SERIES ANALYSIS OF THE UNCERTAINTY IN INTERNATIONAL TOURIST ARRIVALS TO T

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 22:02:57
33Autoregressive conditional heteroskedasticity / Time series / Linear regression / Unit root test / Autoregressive–moving-average model / Akaike information criterion / Autoregressive conditional duration / Threshold model / Heteroscedasticity / Statistics / Time series analysis / Econometrics

Curriculum Vitae for WAI KEUNG LI Ph. D. Department of Statistics & Actuarial Science

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Source URL: lx2.saas.hku.hk

Language: English - Date: 2014-10-29 02:24:37
34Statistical models / Moving-average model / Linear model / Invertible knot / Recurrence relation / Statistics / Regression analysis / Noise

A Note on the Invertibility of Nonlinear ARMA models Kung-Sik Chan Department of Statistics & Actuarial Science University of Iowa, Iowa City, IA 52242, U.S.A. Email:

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Source URL: lx2.saas.hku.hk

Language: English - Date: 2009-06-02 14:03:05
35Estimation theory / Econometrics / Linear regression / Time series / Autoregressive integrated moving average / Errors and residuals in statistics / T-statistic / Simple linear regression / Linear model / Statistics / Regression analysis / Parametric statistics

SWOV Fact sheet Time series analysis Summary Time series analysis can be used to quantitatively monitor, describe, explain, and predict road safety developments. Time series analysis techniques offer the possibility of q

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Source URL: www.swov.nl

Language: English - Date: 2013-08-06 10:39:00
36Prediction / Time / Forecasting / Autoregressive integrated moving average / Box–Jenkins / Demand forecasting / Macroeconomic model / Arima / Time series / Statistics / Time series analysis / Statistical forecasting

PDF Document

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Source URL: www.icrc.act.gov.au

Language: English - Date: 2015-04-23 00:54:02
37Econometrics / Regression analysis / Normal distribution / Measurement / Autoregressive–moving-average model / Autocorrelation / Confidence interval / Statistical power / Structure / Statistics / Time series analysis / Noise

Interpretation of North Pacific Variability as a Short and Long Memory Process Donald Percival James Overland

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Source URL: www.nrcse.washington.edu

Language: English - Date: 2001-08-14 12:46:51
38Price indices / Autoregressive integrated moving average / Forecasting / Price index / Index / Macroeconomic model / Consumer price index / Statistics / Economics / Time series analysis

GAIDAR INSTITUTE FOR ECONOMIC POLICY 07’, Russia, Moscow, Gazetny Pereulok 5 Tel./Fax +

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Source URL: iep.ru

Language: English - Date: 2014-09-09 04:07:51
39Noise / 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: itcnt05.itc.nl

Language: English - Date: 2008-09-22 04:53:12
40Time 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

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

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Source URL: webdocs.cs.ualberta.ca

Language: English - Date: 2015-01-15 16:29:05
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