Time series models

Results: 405



#Item
19120th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Diagnostic checking for Non-stationary ARMA Models: An Application to Financial Data S.-Q. Li

20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Diagnostic checking for Non-stationary ARMA Models: An Application to Financial Data S.-Q. Li

Add to Reading List

Source URL: www.mssanz.org.au

Language: English - Date: 2013-11-19 22:07:14
192How Accurate are Value-at-Risk Models at Commercial Banks? Jeremy Berkowitz* Graduate School of Management University of California, Irvine

How Accurate are Value-at-Risk Models at Commercial Banks? Jeremy Berkowitz* Graduate School of Management University of California, Irvine

Add to Reading List

Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:15:27
193Title: Models: Version Control. TimeTools SR and SC Series NTP Servers

Title: Models: Version Control. TimeTools SR and SC Series NTP Servers

Add to Reading List

Source URL: www.timetools.co.uk

Language: English - Date: 2015-02-26 10:15:27
194Title: Models: Instructions For Updating Firmware. TimeTools SR and SC Series NTP Servers

Title: Models: Instructions For Updating Firmware. TimeTools SR and SC Series NTP Servers

Add to Reading List

Source URL: www.timetools.co.uk

Language: English - Date: 2015-02-26 10:15:25
195w ork i ng pap ers 1 | 2014 AUTOREGRESSIVE AUGMENTATION OF MIDAS REGRESSIONS

w ork i ng pap ers 1 | 2014 AUTOREGRESSIVE AUGMENTATION OF MIDAS REGRESSIONS

Add to Reading List

Source URL: www.bportugal.pt

Language: English - Date: 2014-05-22 12:33:39
196Working Paper/Document de travail[removed]Short-Term Forecasting of the Japanese Economy Using Factor Models by Claudia Godbout and Marco J. Lombardi

Working Paper/Document de travail[removed]Short-Term Forecasting of the Japanese Economy Using Factor Models by Claudia Godbout and Marco J. Lombardi

Add to Reading List

Source URL: www.bankofcanada.ca

Language: English - Date: 2012-02-27 11:02:52
197Models with Trend and Seasonality: I • time series often exhibit trends & seasonal variations, for which a stationary model might be inappropriate[removed]

Models with Trend and Seasonality: I • time series often exhibit trends & seasonal variations, for which a stationary model might be inappropriate[removed]

Add to Reading List

Source URL: faculty.washington.edu

Language: English - Date: 2015-03-11 13:05:44
198Bayesian statistics / Shock / Statistical models / Vector autoregression / Bayesian VAR / Economic model / Impulse response / Regression analysis / Causality / Statistics / Econometrics / Time series analysis

BOFIT Discussion Papers 22 • 2014 Elena Deryugina and Alexey Ponomarenko A large Bayesian vector

Add to Reading List

Source URL: www.suomenpankki.fi

Language: English - Date: 2014-12-05 05:44:01
199An investigation of the application of dynamic sinusoidal models to statistical parametric speech synthesis Qiong Hu1 , Yannis Stylianou2 , Ranniery Maia2 , Korin Richmond1 , Junichi Yamagishi1,3 , Javier Latorre2 1  The

An investigation of the application of dynamic sinusoidal models to statistical parametric speech synthesis Qiong Hu1 , Yannis Stylianou2 , Ranniery Maia2 , Korin Richmond1 , Junichi Yamagishi1,3 , Javier Latorre2 1 The

Add to Reading List

Source URL: www.cstr.ed.ac.uk

Language: English - Date: 2014-11-17 05:17:51
200Using Threshold Models to Characterize Selected Economic and Financial Time Series Data 1 Dr. Joselito C. Magadia 2 ABSTRACT Threshold autoregression (TAR) models constitute a class of models which belongs to a bigger cl

Using Threshold Models to Characterize Selected Economic and Financial Time Series Data 1 Dr. Joselito C. Magadia 2 ABSTRACT Threshold autoregression (TAR) models constitute a class of models which belongs to a bigger cl

Add to Reading List

Source URL: www.bsp.gov.ph

Language: English - Date: 2013-05-29 04:25:00