検索結果 - "Autoregression (Statistics)"

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

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ARMA model identification 著者: Choi, ByoungSeon

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

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

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

A frequency domain approach for detecting self-exciting threshold autoregression (SETAR) nonlinearity 著者: Magadia, Joselito C. 1961-

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

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.

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