✦ LIBER ✦

A Conditional Density Approach to the Order Determination of Time Series

✍ Scribed by Bärbel F. Finkenstädt; Qiwei Yao; Howell Tong

Book ID: 110350171
Publisher: Springer US
Year: 2001
Tongue: English
Weight: 281 KB
Volume: 11
Category: Article
ISSN: 0960-3174
DOI: 10.1023/a:1016600304293

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Simplified Approach to the Order Condi

A Simplified Approach to the Order Conditions of Integration Methods

✍ T. M. H. Chan; R. P. K. Chan 📂 Article 📅 2006 🏛 Springer Vienna 🌐 English ⚖ 170 KB

A quantile regression neural network app

A quantile regression neural network approach to estimating the conditional density of multiperiod returns

✍ James W. Taylor 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 106 KB 👁 2 views

Determining the order of differencing in

Determining the order of differencing in seasonal time series processes

✍ Philip Hans Franses; A. M. Robert Taylor 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 361 KB

A time-series approach to the oscillator

A time-series approach to the oscillatory electrodissolution of copper

✍ Z.H. Gu; T.Z. Fahidy; J.P. Chopart 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 432 KB

OOn-4686/92s5.w+OO.w Q 1991.F%f@monFwa pkz. B H Z RIS r\* s T V. V" magnetic flux density Hurst exponent [the slope of the experimental log (R/S) us log(s) diagram] current density resealed range in the Hurst analysis [equation (3)] autocorrelation function [equation (6)] time lag an arbitrary time

A new statistical approach to the alignm

A new statistical approach to the alignment of time series

✍ R. M. Clark; R. Thompson 📂 Article 📅 1979 🏛 John Wiley and Sons 🌐 English ⚖ 905 KB

Conditional resampling of hydrologic tim

Conditional resampling of hydrologic time series using multiple predictor variables: A K-nearest neighbour approach

✍ R. Mehrotra; Ashish Sharma 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 311 KB