検索結果

Time series forecasting using multi-layer perceptron networks and arch models with application to stock prices 著者: Pasamonte, Joseph Norman D.

Time series for data science analysis and forecasting 著者: Woodward, Wayne A., Sadler, Bivin P., Robertson, Stephen D.

A model for federal funds rate target 著者: Hamilton, James D.

A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables 著者: Ang, Andrew

Detecting outliers and level shifts in time series using Tsay and Balke procedures 著者: Elnas, Calixto Gonzaga

Spatial autoregressive poisson modelling of poverty count in the Philippines 著者: Bañez, John Erwin S.

Bounded influence approaches to constrained mixed vector autoregressive models 著者: Gamalo, Mark Amper

Full text access requires UP Webmail login

ARMA model identification 著者: Choi, ByoungSeon

The cointegrated VAR model methodology and applications 著者: Juselius, Katarina