Time series models

Results: 405



#Item
211

Remarks on the use of TAR models for PH time series: 1. Frequency of data; 2.

Add to Reading List

Source URL: www.bsp.gov.ph

- Date: 2014-03-21 01:16:40
    212Time series analysis / Stochastic processes / Covariance and correlation / Stochastic volatility / Autoregressive conditional heteroskedasticity / Multivariate normal distribution / Markov chain / Gaussian process / Volatility / Statistics / Mathematical finance / Econometrics

    Dynamic Correlations in Symmetric Multivariate SV Models

    Add to Reading List

    Source URL: www.mssanz.org.au

    Language: English - Date: 2013-01-15 17:38:31
    213Macroeconomics / Data analysis / Forecasting / Time series analysis / Macroeconomic model / Economic model / Regression analysis / Economic forecasting / Linear regression / Statistics / Econometrics / Statistical forecasting

    TECHNICAL PAPER NO. 2 ESTABLISHMENT OF FORECASTING MODELS FOR EMPLOYMENT LAND USES GHK(Hong Kong) Ltd.

    Add to Reading List

    Source URL: www.pland.gov.hk

    Language: English - Date: 2014-06-30 12:04:30
    214Markov models / Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis / Computational statistics / Gamma distribution / Prior probability / Markov chain Monte Carlo / Estimation theory / Statistics / Probability and statistics / Bayesian statistics

    C ONTRIBUTED R ESEARCH A RTICLES 41 Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations

    Add to Reading List

    Source URL: journal.r-project.org

    Language: English - Date: 2010-12-30 17:20:09
    215Statistical models / Markov models / Dirichlet process / Latent Dirichlet allocation / Mixture model / Dirichlet distribution / Hidden Markov model / Probability distribution / Concentration parameter / Statistics / Stochastic processes / Statistical natural language processing

    Mixed Membership Models for Time Series

    Add to Reading List

    Source URL: www.stat.washington.edu

    Language: English - Date: 2013-09-13 14:45:30
    216Time series analysis / Statistical theory / Seasonality / Gumbel distribution / Maximum likelihood / Power law / Flood / Gao / Log-normal distribution / Statistics / Hydrology / Statistical models

    Hydrol. Earth Syst. Sci., 16, 4651–4660, 2012 www.hydrol-earth-syst-sci.netdoi:hess © Author(sCC Attribution 3.0 License. Hydrology and

    Add to Reading List

    Source URL: www.hydrol-earth-syst-sci.net

    Language: English - Date: 2014-12-04 03:20:15
    217Hydrology / Regression analysis / Statistical models / Signal processing / Stationary process / Generalized additive model for location /  scale and shape / Time series / Climatology / Flood / Statistics / Meteorology / Atmospheric sciences

    egu_logo_without_circle_grey

    Add to Reading List

    Source URL: www.hydrol-earth-syst-sci.net

    Language: English - Date: 2014-12-04 03:34:30
    218Econometrics / Time series analysis / Autoregressive conditional heteroskedasticity / Autoregressive model / Spectral density / Volatility / Quantitative analyst / Integral transform / Covariance matrix / Statistics / Mathematical sciences / Mathematical finance

    Notes on Spectral Implications of Security Market Data for Models of Dynamic Economies

    Add to Reading List

    Source URL: web.missouri.edu

    Language: English - Date: 2003-04-07 16:44:12
    219Noise / Partial autocorrelation function / Econometrics / Regression analysis / Moving-average model / Autoregressive integrated moving average / Autocorrelation / Time series / Data transformation / Statistics / Time series analysis / Covariance and correlation

    Notes on nonseasonal ARIMA models Robert Nau Fuqua School of Business, Duke University 1. THE GENERAL THEORY So far we have looked at several different classes of models that might be used to predict a time

    Add to Reading List

    Source URL: people.duke.edu

    Language: English - Date: 2014-10-30 13:49:35
    220Polynomials / Autoregressive integrated moving average / Noise / Algebra / Unit root / Augmented Dickey–Fuller test / Coefficient / Autoregressive model / Finite difference / Statistics / Time series analysis / Mathematics

    Mathematical structure of ARIMA models

    Add to Reading List

    Source URL: people.duke.edu

    Language: English - Date: 2014-12-13 14:48:00
    UPDATE