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Time series models
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#	Item
131	Package Development in R: Implementing GO-GARCH models Dr. Bernhard Pfaff Invesco Asset Management Deutschland GmbH, Frankfurt am Main Add to Reading List Source URL: www.pfaffikus.de Language: English - Date: 2012-07-05 15:38:17 Time series analysis Autoregressive conditional heteroskedasticity Data analysis Covariance matrix Normal distribution Matrix Covariance Statistics Covariance and correlation Econometrics
132	Data and bias correction for decadal climate predictions 1. Introduction Because climate models are not perfect simulated climatologies will dier somewhat from observed climatologies. The model state will drift toward Add to Reading List Source URL: wcrp-climate.org Language: English - Date: 2014-01-10 05:52:24 Data analysis Forecasting Time series analysis Weather prediction Meteorology Science Statistical forecasting Prediction Statistics
133	A Network Analysis of Expression Time Series Gregory T. Dewey Ashish Bhan Keck Graduate Institute Add to Reading List Source URL: icsb-2001.org Language: English - Date: 2001-12-04 14:14:40 Matrix Markov models Network analysis Ridge Markov chain Biology Gene expression Statistics
134	VAR, SVAR and SVEC Models: Implementation Within R Package vars Bernhard Pfaff Kronberg im Taunus Abstract Add to Reading List Source URL: www.pfaffikus.de Language: English - Date: 2013-06-10 15:44:52 Regression analysis Multivariate statistics Data analysis Vector autoregression Structural equation modeling Variance Matrix Autoregressive conditional heteroskedasticity Covariance Statistics Econometrics Time series analysis
135	Factor Analysis of High Dimensional Time Series Chris Heaton A thesis submitted in fullment Add to Reading List Source URL: econometrics.mq.edu.au Language: English - Date: 2012-07-09 19:58:03 Multivariate statistics Statistical models Psychometrics Factor analysis Principal component regression Vector autoregression Instrumental variable Errors-in-variables models Principal component analysis Statistics Econometrics Regression analysis
136 $Markov processes / Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis / Stochastic volatility / Markov chain / Stochastic differential equation / Markov switching multifractal / Statistics / Markov models / Mathematical finance$	Weak diffusion limits of dynamic conditional correlation models Christian M. Hafner, Sebastien Laurent and Francesco Violante CREATES Research Paper Add to Reading List Source URL: econ.au.dk Language: English - Date: 2015-02-02 02:48:44 Markov processes Autoregressive conditional heteroskedasticity Econometrics Time series analysis Stochastic volatility Markov chain Stochastic differential equation Markov switching multifractal Statistics Markov models Mathematical finance
137	Data and bias correction for decadal climate predictions 1. Introduction Because climate models are not perfect simulated climatologies will dier somewhat from observed climatologies. The model state will drift toward Add to Reading List Source URL: www.wcrp-climate.org Language: English - Date: 2011-09-05 03:20:39 Data analysis Forecasting Time series analysis Weather prediction Meteorology Science Statistical forecasting Prediction Statistics
138	1 Tied Probabilistic Linear Discriminant Analysis for Speech Recognition arXiv:1411.0895v1 [cs.CL] 4 Nov 2014 Add to Reading List Source URL: arxiv.org Language: English - Date: 2014-11-04 21:00:40 Multivariate statistics Statistical models Linear prediction Time series analysis Mel-frequency cepstrum Speech recognition Linear discriminant analysis Mixture model Statistics Signal processing Statistical classification
139	Non linear statistical models to improve wind power forecasts M. Pilar Muñoz1, Josep A. Sánchez-Espigares1, M. Dolores Márquez2 1 Barcelona-Tech. Universitat Politècnica de Catalunya, Barcelona, Spain 2 Add to Reading List Source URL: www.statistics.gov.hk Language: English - Date: 2013-08-22 04:39:20 Non-linear systems Directional statistics Econometrics SETAR Von Mises distribution Hidden Markov model Statistical model Wind power forecasting Time series Statistics Markov models Time series analysis
140	Parameter Estimation of Random Coefficient Models with Correlated Errors using Quadratic Estimating Function Approach Ibrahim Mohamed* University of Malaya, Kuala Lumpur, Malaysia Kamil Khalid Universi Add to Reading List Source URL: www.statistics.gov.hk Language: English - Date: 2013-08-22 04:39:21 Time series analysis Statistical models Autoregressive conditional heteroskedasticity Estimation theory Multilevel model Variance Parameter Stochastic volatility Linear regression Statistics Econometrics Regression analysis

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