Pages that link to "Item:Q3377019"
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The following pages link to Modeling Financial Time Series with S-PLUS® (Q3377019):
Displaying 37 items.
- Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (Q127928) (← links)
- The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics (Q299212) (← links)
- Generalized moment estimation of stochastic differential equations (Q311323) (← links)
- Seasonal adjustment of an aggregate series using univariate and multivariate basic structural models (Q450841) (← links)
- Slope influence diagnostics in conditional heteroscedastic time series models (Q481421) (← links)
- Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
- Constrained smoothing \(B\)-splines for the term structure of interest rates (Q659234) (← links)
- Book review of: E. Zivot and J. Wang, Modeling financial time series with S-PLUS. (Q878287) (← links)
- Interpreting self-organizing maps through space-time data models (Q999649) (← links)
- Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes (Q1782687) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
- Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model (Q2148220) (← links)
- Multiscale statistical behaviors for Ising financial dynamics with continuum percolation jump (Q2159662) (← links)
- Multi-population modelling and forecasting life-table death counts (Q2172045) (← links)
- Modeling mortality with a Bayesian vector autoregression (Q2212139) (← links)
- Using multiple time series analysis for geosensor data forecasting (Q2292931) (← links)
- Analysis of telecom service operation behavior with time series (Q2303313) (← links)
- Time series interpolation via global optimization of moments fitting (Q2355921) (← links)
- Grouped multivariate and functional time series forecasting: an application to annuity pricing (Q2364018) (← links)
- Economic fluctuations and fiscal policy in Europe: a political business cycles approach using panel data and clustering (1996--2013) (Q2416160) (← links)
- A wavelet-based variance ratio unit root test for a system of equations (Q2697085) (← links)
- Asymptotic Quasi-Likelihood Based on Kernel Smoothing for Multivariate Heteroschedastic Models with Correlation (Q3104338) (← links)
- A two-phase approach to estimating time-varying parameters in the capital asset pricing model (Q3183868) (← links)
- Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems (Q4591654) (← links)
- Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system (Q4591760) (← links)
- Stochastic Filtering Methods in Electronic Trading (Q4626524) (← links)
- Time-varying forecasts by variational approximation of sequential Bayesian inference (Q5001109) (← links)
- Random Forest Variable Selection for Sparse Vector Autoregressive Models (Q5048325) (← links)
- Influential nodes and anomalous topic activities in social networks using multivariate time series and topic modeling (Q5081062) (← links)
- Dynamic principal component regression for forecasting functional time series in a group structure (Q5117675) (← links)
- Time Series (Q5893982) (← links)
- Discussion: Statistical models and methods for dependence in insurance data (Q5965671) (← links)
- A test for normality and independence based on characteristic function (Q6201368) (← links)
- COPAR -- multivariate time series modeling using the copula autoregressive model (Q6574650) (← links)
- A New Class of Change Point Test Statistics of Rényi Type (Q6626332) (← links)
- A highly efficient algorithm for solving exclusive lasso problems (Q6640992) (← links)
