Time series models

Results: 405



#Item
11Statistics / Control theory / Signal processing / Time series models / Engineering / Statistical theory / Estimation theory / Data assimilation / Weather forecasting / Autoregressive integrated moving average / Mathematical optimization / Autoregressive model

Nonlinear Processes in Geophysics, 12, 515–525, 2005 SRef-ID: npgEuropean Geosciences Union © 2005 Author(s). This work is licensed under a Creative Commons License.

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Source URL: www.staff.science.uu.nl

Language: English - Date: 2011-05-16 11:51:27
12Statistics / Mathematical analysis / Probability / Mathematical finance / Stochastic processes / Options / Markov models / Autoregressive conditional heteroskedasticity / Time series analysis / Stochastic volatility / Markov chain / Time series

Studies in Nonlinear Dynamics & Econometrics Volume 10, Issue

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2009-01-27 08:13:32
13Statistics / Time series analysis / Time series models / Signal processing / Noise / Covariance and correlation / Autoregressive integrated moving average / Autoregressivemoving-average model / Autocorrelation / Autoregressive model / Time series / Forecasting

Forecasting Daily and High-frequency Data M´elard, Guy Abstract Examples of high-frequency time series arise in many fields of applications, like daily sales in stores, energy consumptions by hours in office buildings,

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Source URL: homepages.ulb.ac.be

Language: English - Date: 2014-08-14 11:08:56
14Statistics / Time series models / Noise / Time series analysis / Probability theory / Regression analysis / Signal processing / Autoregressive integrated moving average / Autoregressivemoving-average model / Recurrence relation / Linear regression / Autoregressive model

ABOUT MANUSCRIPTS FOR IJ ITA

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Source URL: foibg.com

Language: English - Date: 2015-02-02 08:47:13
15Mathematical analysis / Statistics / Probability / Stochastic processes / Probability distributions / Distribution / Functional analysis / Mixing / Normal distribution / Integral transform / State-space representation / Errors-in-variables models

Nonparametric regression for locally stationary time series

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Source URL: www.statistik.uni-bonn.de

Language: English - Date: 2015-10-23 03:47:53
16Statistics / Estimation theory / Statistical inference / Time series models / Signal processing / Statistical theory / Autoregressive integrated moving average / Maximum likelihood estimation / Estimator / Autoregressive model

SSDBMEfficient In-Database Maintenance of ARIMA Models Technische Universität Dresden Database Technology Group

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Source URL: ssdbm2011.ssdbm.org

Language: English - Date: 2011-09-01 19:55:47
17Economics / Macroeconomics / Economy / Time series models / Noise / Economic model / Autoregressive model / New Keynesian economics / Phillips curve / Macroeconomic model / ISLM model / Structural estimation

A New Comparative Approach to Macroeconomic Modeling and Policy Analysis ∗ Volker Wieland, Tobias Cwik, Gernot J. Müller, Sebastian Schmidt and Maik Wolters † August 21, 2009

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Source URL: www.monfispol.eu

Language: English - Date: 2011-04-20 14:05:39
18Statistics / Statistical theory / Estimation theory / Statistical inference / Nonparametric statistics / Statistical models / Estimator / Kernel density estimation / Parametric model / Density estimation / Consistent estimator / Asymptotic theory

Simulation-Based Density Estimation for Time Series using Covariate Data∗ Yin Liaoa and John Stachurskib a School of Economics and Finance, Queensland University of Technology

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Source URL: johnstachurski.net

Language: English - Date: 2016-06-19 06:01:57
19Economics / Time series models / Mathematical analysis / Control theory / Statistics / Dynamic stochastic general equilibrium / Kalman filter / Logarithm / Autoregressive integrated moving average / Nonlinear system

Work in progress Tractable Estimation of Non-Linear DSGE Models Using Observation Equation Inversion Robert Kollmann (*) ECARES, Université Libre de Bruxelles & CEPR

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Source URL: www.macfinrobods.eu

Language: English - Date: 2016-06-18 02:53:06
20Economics / Macroeconomics / New Keynesian economics / Time series models / Noise / Economic model / Dynamic stochastic general equilibrium / Macroeconomic model / Autoregressive model / Phillips curve / ISLM model

A New Comparative Approach to Macroeconomic Modeling and Policy Analysis∗ Volker Wieland, Tobias Cwik, Gernot J. Müller, Sebastian Schmidt and Maik Wolters † This Version: January 23, 2012

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Source URL: www.macromodelbase.com

Language: English - Date: 2016-01-15 07:34:08
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