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Managing distribution changes in time series prediction - MaRDI portal

Managing distribution changes in time series prediction (Q2488884)

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Managing distribution changes in time series prediction
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    Managing distribution changes in time series prediction (English)
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    16 May 2006
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    Box-Cox transformations
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    GARCH
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    Genetic algorithms
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    Heteroskedasticity
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    Hypernormal distribution
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    Model selection
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