The following pages link to StFinMetrics (Q41690):
Displaying 46 items.
- Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (Q127928) (← links)
- Granger causality and path diagrams for multivariate time series (Q276915) (← 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)
- 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)
- On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (Q946254) (← links)
- Distributional analysis of empirical volatility in GARCH processes (Q947260) (← links)
- Interpreting self-organizing maps through space-time data models (Q999649) (← links)
- A variational expectation-maximization algorithm for temporal data clustering (Q1658997) (← 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)
- Context-aware spatio-temporal event prediction via convolutional Hawkes processes (Q2102352) (← 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)
- VAR model based clustering method for multivariate time series data (Q2314451) (← links)
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
- Dispatch planning using newsvendor dual problems and occupation times: application to hydropower (Q2355074) (← 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)
- Modeling Financial Time Series with S-PLUS® (Q3377019) (← links)
- Re-specification of Affine Term Structure Models: The Linkage to Empirical Investigations (Q4586318) (← 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)
- An Extension of Spatial Dependence Models for Estimating Short-Term Temperature Portfolio Risk (Q4689975) (← links)
- Time-varying forecasts by variational approximation of sequential Bayesian inference (Q5001109) (← links)
- Random Forest Variable Selection for Sparse Vector Autoregressive Models (Q5048325) (← links)
- Inferring Influence Networks from Longitudinal Bipartite Relational Data (Q5065990) (← links)
- Nonparametric Anomaly Detection on Time Series of Graphs (Q5066461) (← links)
- Influential nodes and anomalous topic activities in social networks using multivariate time series and topic modeling (Q5081062) (← links)
- A new approach to Value-at-Risk: GARCH-TSLx model with inference (Q5083929) (← links)
- Dynamic principal component regression for forecasting functional time series in a group structure (Q5117675) (← links)
- On testing for causality in variance between two multivariate time series (Q5218935) (← links)
- Jump detection in high-frequency financial data using wavelets (Q5880608) (← links)
- Assessment of dependent risk using extreme value theory in a time-varying framework (Q5886714) (← links)
- Discussion: Statistical models and methods for dependence in insurance data (Q5965671) (← links)
