The following pages link to Jeremy Penzer (Q713704):
Displaying 8 items.
- Diagnosing seasonal shifts in time series using state space models (Q713705) (← links)
- The ARMA model in state space form (Q868278) (← links)
- APPROXIMATING VOLATILITIES BY ASYMMETRIC POWER GARCH FUNCTIONS (Q2810372) (← links)
- Measuring large comovements in financial markets (Q2873533) (← links)
- State space models for time series with patches of unusual observations (Q3505320) (← links)
- Diagnosing Shocks in Time Series (Q4216975) (← links)
- Probability and Statistical Inference (Q5147866) (← links)
- Estimating Trends in Weather Series: Consequences for Pricing Derivatives (Q5452752) (← links)
