Time series models

Results: 405



#Item
191Parametric statistics / Autoregressive–moving-average model / Noise / Autoregressive conditional heteroskedasticity / T-statistic / Statistics / Time series analysis / Econometrics

20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Diagnostic checking for Non-stationary ARMA Models: An Application to Financial Data S.-Q. Li

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-11-19 22:07:14
192Financial risk / Econometrics / Time series analysis / Actuarial science / Autoregressive conditional heteroskedasticity / Value at risk / Vector autoregression / Volatility / Standard deviation / Statistics / Mathematical sciences / Mathematical finance

How Accurate are Value-at-Risk Models at Commercial Banks? Jeremy Berkowitz* Graduate School of Management University of California, Irvine

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:15:27
193Computing / Internet / Network Time Protocol / Global Positioning System / Lockheed SR-71 Blackbird / Wombourne / Simple Network Management Protocol / Technology / Internet protocols / Internet standards

Title: Models: Version Control. TimeTools SR and SC Series NTP Servers

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Source URL: www.timetools.co.uk

Language: English - Date: 2015-02-26 10:15:27
194Internet protocols / Internet standards / Firmware / Telnet / File Transfer Protocol / Time server / NTP server misuse and abuse / Internet / Computing / Network architecture

Title: Models: Instructions For Updating Firmware. TimeTools SR and SC Series NTP Servers

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Source URL: www.timetools.co.uk

Language: English - Date: 2015-02-26 10:15:25
195Econometric models / Noise / Autoregressive model / Distributed lag / Autoregressive conditional heteroskedasticity / Mixed data sampling / Statistics / Time series analysis / Econometrics

w ork i ng pap ers 1 | 2014 AUTOREGRESSIVE AUGMENTATION OF MIDAS REGRESSIONS

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Source URL: www.bportugal.pt

Language: English - Date: 2014-05-22 12:33:39
196Time series analysis / Econometrics / Macroeconomics / Prediction / Economics / Forecasting / Gross domestic product / Macroeconomic model / Dynamic factor / Statistical forecasting / Statistics / Data analysis

Working Paper/Document de travail[removed]Short-Term Forecasting of the Japanese Economy Using Factor Models by Claudia Godbout and Marco J. Lombardi

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Source URL: www.bankofcanada.ca

Language: English - Date: 2012-02-27 11:02:52
197Seasonality / Errors and residuals in statistics / Time series / Least squares / Statistics / Regression analysis / Time series analysis

Models with Trend and Seasonality: I • time series often exhibit trends & seasonal variations, for which a stationary model might be inappropriate[removed]

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Source URL: faculty.washington.edu

Language: English - Date: 2015-03-11 13:05:44
198Bayesian statistics / Shock / Statistical models / Vector autoregression / Bayesian VAR / Economic model / Impulse response / Regression analysis / Causality / Statistics / Econometrics / Time series analysis

BOFIT Discussion Papers 22 • 2014 Elena Deryugina and Alexey Ponomarenko A large Bayesian vector

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Source URL: www.suomenpankki.fi

Language: English - Date: 2014-12-05 05:44:01
199Applied mathematics / Electronic musical instruments / Time series analysis / Computational linguistics / Signal processing / Sine wave / Speech synthesis / Synthesizer / Harmonics / Statistics / Digital signal processing / Mathematics

An investigation of the application of dynamic sinusoidal models to statistical parametric speech synthesis Qiong Hu1 , Yannis Stylianou2 , Ranniery Maia2 , Korin Richmond1 , Junichi Yamagishi1,3 , Javier Latorre2 1 The

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Source URL: www.cstr.ed.ac.uk

Language: English - Date: 2014-11-17 05:17:51
200Dynamical systems / Regression analysis / Statistical models / SETAR / Autoregressive conditional heteroskedasticity / Time series / Partial autocorrelation function / Recurrence plot / Linear model / Statistics / Time series analysis / Econometrics

Using Threshold Models to Characterize Selected Economic and Financial Time Series Data 1 Dr. Joselito C. Magadia 2 ABSTRACT Threshold autoregression (TAR) models constitute a class of models which belongs to a bigger cl

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Source URL: www.bsp.gov.ph

Language: English - Date: 2013-05-29 04:25:00
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