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Time series models
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#	Item
151	Optimal Estimation of Multivariate ARMA Models Martha White, Junfeng Wen, Michael Bowling and Dale Schuurmans Department of Computing Science, University of Alberta, Edmonton AB T6G 2E8, Canada {whitem,junfeng.wen,mbowli Add to Reading List Source URL: webdocs.cs.ualberta.ca Language: English - Date: 2015-01-15 16:29:05 Time series analysis Econometrics Autoregressive–moving-average model Noise Autoregressive conditional heteroskedasticity Expectation–maximization algorithm Maximum likelihood Kalman filter Normal distribution Statistics Statistical theory Estimation theory
152	Retrospec)ve+Evalua)on+of+Models+ during+the+2010:12+Canterbury+Sequence+ Preliminary+1:yr+&+1:mo+Results+ 2010:12+Canterbury,+NZ+ Add to Reading List Source URL: www.scec.org Language: English - Date: 2014-11-12 12:50:02 Data analysis Forecasting Time series analysis Weather prediction Future Statistical forecasting Prediction Statistics
153	Proc. of the 17th Int. Conference on Digital Audio Effects (DAFx-14), Erlangen, Germany, September 1-5, 2014 A COMPARISON OF EXTENDED SOURCE-FILTER MODELS FOR MUSICAL SIGNAL RECONSTRUCTION Tian Cheng∗ , Simon Dixon, M Add to Reading List Source URL: matthiasmauch.de Language: English - Date: 2015-01-08 12:37:05 Electronic engineering Filter theory Signal processing filter Linear algebra Non-negative matrix factorization Autoregressive–moving-average model Electronic filter Autoregressive conditional heteroskedasticity Parameter Statistics Mathematics Time series analysis
154	Some Statistical Models for Durations and their Applications in Finance a Shelton Peirisa David Allenb and Wenling Yangc Universityof Sydney,b Edith Cowan University(ECU),Perth Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-14 21:58:38 Survival analysis Time series analysis Autoregressive conditional duration Autoregressive conditional heteroskedasticity
155 $Stochastic models which separate fractal dimension and Hurst effect Tilmann Gneiting Martin Schlather$	Stochastic models which separate fractal dimension and Hurst effect Tilmann Gneiting Martin Schlather Add to Reading List Source URL: www.nrcse.washington.edu Language: English - Date: 2001-09-14 16:02:39 Dimension Time series analysis Dimension theory Statistical dependence Fractional Brownian motion Hurst exponent Fractal Long-range dependency Hausdorff dimension Statistics Stochastic processes Fractals
156	Operational Evaluation of Air Quality Models Paul D. Sampson Peter Guttorp NRCSE Add to Reading List Source URL: www.nrcse.washington.edu Language: English - Date: 2001-08-14 12:45:49 Process management Scientific modeling Sensitivity analysis Geostatistics Time series Statistics Global climate model Spatial analysis Information Science Data
157	ROMANIAN STATISTICAL REVIEW www.revistadestatistica.ro CONTENTSVOLATILITY SPILLOVER ACROSS ENERGY INDICES OF THE STOCK Add to Reading List Source URL: www.revistadestatistica.ro Language: English - Date: 2015-04-21 09:15:16 Econometrics Time series analysis Autoregressive conditional heteroskedasticity Markov models Markov chain GAUSS Quantitative analyst Time series Volatility Statistics Mathematical sciences Mathematical finance
158	Inference for generalized duration models A. Thavaneswaran Department of Statistics, University of Manitoba, Canada March 22, 2013 Add to Reading List Source URL: www.statistics.gov.hk Language: English - Date: 2013-08-22 04:39:21 Econometrics Estimating equations Autoregressive conditional heteroskedasticity Autoregressive conditional duration Time series Economic model Outline of regression analysis Time series analysis Statistics Estimation theory
159	Report on Revision to State and Area Time-Series Models Add to Reading List Source URL: www.bls.gov Language: English - Date: 2014-08-15 10:26:02 Labor economics Estimation theory Econometrics Current Population Survey Benchmarking Unemployment CPS Bureau of Labor Statistics Seasonal adjustment Statistics Time series analysis Economics