Ann Inst Stat Math:621–637 DOIs10463x Parameter change test for autoregressive conditional duration models Sangyeol Lee1 · Haejune Oh1 - Regression Analysis of Time Series - Document - PDFSEARCH.IO

First Page		Document Content
Date: 2016-06-28 03:34:41 Time series analysis Statistics Time series models Autoregressive conditional heteroskedasticity Noise CUSUM Time series Autoregressive conditional duration Economic model Autoregressive model Parameter ACD		Ann Inst Stat Math:621–637 DOIs10463x Parameter change test for autoregressive conditional duration models Sangyeol Lee1 · Haejune Oh1 Add to Reading List Source URL: www.ism.ac.jp Download Document from Source Website File Size: 277,35 KB Share Document on Facebook

	Advanced time-series analysis (University of Lund, Economic History Department) 30 Jan-3 February andMarch 2012 Lecture 4 Econometric techniques for stationary series 1: Univariate stochastic models with BoxJenkin DocID: 1veTy - View Document
	Advanced time-series analysis (University of Lund, Economic History Department) 30 Jan-3 February andMarch 2012 Lecture 5 Econometric techniques for stationary series 2: Distributed lag models, ARX type models, Ko DocID: 1v1s9 - View Document
	Advanced time-series analysis (University of Lund, Economic History Department) 30 Jan-3 February andMarch 2012 Lecture 7 Conditional heteroscedasticity models: ARCH and GARCH techniques and their applications. 7 DocID: 1u4tE - View Document
	BoydstunMaking the News: Politics, the Media and Agenda Setting Table 5.4. Results from pooled cross-sectional time series models of Times front-page attention All Policy Topics Coefficients DocID: 1tFJm - View Document
	Simultaneous Learning of Nonlinear Manifold and Dynamical Models for High-dimensional Time Series Rui Li, Tai-Peng Tian and Stan Sclaroff ∗ Computer Science Department, Boston University {lir, tiantp, sclaroff}@cs.bu.e DocID: 1tEFE - View Document