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Time series models
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171	Beyond ARMA Models: Nonstationarity & Seasonality • now know how to handle time series in a certain ‘comfort zone’ − no worrisome trends or seasonal patterns − sample ACF and PACF decay fairly rapidly − simpl Add to Reading List Source URL: faculty.washington.edu Language: English - Date: 2015-02-27 11:14:32 XT Partial autocorrelation function Moving-average model Statistics Autoregressive integrated moving average Noise
172	Asset pricing in the frequency domain: theory and empirics Ian Dew-Becker and Stefano Giglio 2nd April 2013 Abstract In many a¢ne asset pricing models, the innovation to the pricing kernel is a function of Add to Reading List Source URL: faculty.chicagobooth.edu Language: English - Date: 2014-05-26 18:15:26 Financial economics Control theory Digital signal processing Time series analysis Fourier analysis Shock Capital asset pricing model Impulse response Filter Mathematical finance Mathematics Mathematical analysis
173	Inertial Hidden Markov Models: Modeling Change in Multivariate Time Series ˜ George D. Montanez Saeed Amizadeh Add to Reading List Source URL: labs.yahoo.com Language: English - Date: 2014-11-09 18:18:33 Hidden Markov model Markov chain Expectation–maximization algorithm Speech recognition Forward–backward algorithm Regularization Pattern recognition Hierarchical hidden Markov model Layered hidden Markov model Statistics Markov models Machine learning
174	Algorithm 808: ARFIT—A Matlab Package for the Estimation of Parameters and Eigenmodes of Multivariate Autoregressive Models TAPIO SCHNEIDER New York University Add to Reading List Source URL: clidyn.ethz.ch Language: English - Date: 2003-03-19 14:41:06 Noise Econometrics Regression diagnostics Autoregressive conditional heteroskedasticity Time series RANSAC Least squares Autoregressive integrated moving average Partial autocorrelation function Statistics Time series analysis Regression analysis
175	Blind Source Separation: the Sparsity Revolution Bobin J. a Starck J.-L. a Moudden Y. a Fadili M.J. b a Laboratoire Add to Reading List Source URL: jstarck.free.fr Language: English - Date: 2008-01-31 05:46:58 Time series analysis Data analysis Statistical models Independent component analysis Blind signal separation FastICA Sparse matrix Overcompleteness Matrix Statistics Multivariate statistics Signal processing
176	Rob J Hyndman Forecasting: Principles and Practice 8. Seasonal ARIMA models Add to Reading List Source URL: robjhyndman.com Language: English - Date: 2014-09-16 02:20:18 Time series analysis Data analysis Forecasting Statistical forecasting
177	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Bayesian Estimation of Time-Changed Default Intensity Models Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2015-02-02 13:08:56 Financial economics Markov chain Maximum likelihood Stochastic volatility Volatility Credit default swap Autoregressive conditional heteroskedasticity Mathematical finance Statistics Mathematical sciences
178	Travel Cost Inference from Sparse, Spatio-Temporally Correlated Time Series Using Markov Models Bin Yang Chenjuan Guo Add to Reading List Source URL: www.vldb.org Language: English - Date: 2013-08-01 05:51:47 Econometrics Statistical models Markov processes Estimation theory Mixture model Normal distribution Hidden Markov model Markov chain Generalized method of moments Statistics Probability and statistics Markov models
179	Electric power load forecasting using periodic piece-wise linear models This is an English translation. The original version is in Swedish. Examine thesis in control theory, Add to Reading List Source URL: hem.fyristorg.com Language: English - Date: 2002-08-28 07:09:14 Noise Estimation theory Regression analysis Forecasting Linear regression Autoregressive model Autoregressive conditional heteroskedasticity Autoregressive–moving-average model Linear prediction Statistics Econometrics Time series analysis
180	2013 \| 06 Working Paper Norges Bank Research A survey of econometric methods for mixedfrequency data Add to Reading List Source URL: www.norges-bank.no Language: English - Date: 2013-02-07 06:30:16 Econometric models Regression analysis Statistical forecasting Mixed data sampling Eric Ghysels Vector autoregression Distributed lag Macroeconomic model Linear regression Statistics Econometrics Time series analysis

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