𝔖 Bobbio Scriptorium

✦ LIBER ✦

Multivariate non-linear time series modelling of exposure and risk in road safety research

✍ Scribed by Frits Bijleveld; Jacques Commandeur; Siem Jan Koopman; Kees van Montfort

Book ID: 111039315
Publisher: John Wiley and Sons
Year: 2010
Tongue: English
Weight: 867 KB
Volume: 59
Category: Article
ISSN: 0035-9254
DOI: 10.1111/j.1467-9876.2009.00690.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Missing data and forecasting in multivar

Missing data and forecasting in multivariate time series: An application of the common components dynamic linear model

✍ Fabio Corradi; Giuseppina Guagnano 📂 Article 📅 1993 🏛 Springer 🌐 English ⚖ 737 KB

Comparison of procedures to assess non-l

Comparison of procedures to assess non-linear and time-varying effects in multivariable models for survival data

✍ Anika Buchholz; Willi Sauerbrei 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 535 KB

Time series forecast and soil characteri

Time series forecast and soil characteristics-based simple and multivariate linear models for management of Diaprepes abbreviatus root weevil in citrus

✍ Hong Li; Stephen H. Futch; James P. Syvertsen; Clay W. McCoy 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 865 KB

Non-linear methods for time series analy

Non-linear methods for time series analysis: Non-linear and Non-stationary Time Series Analysis. By M.B. Priestley. London: Academic Press. 1988. viii + 237 pp. Non-linear Time Series: A Dynamical System Approach. By Howell Tong. Oxford: Oxford University Press. 1990. xvi + 566 pp. ARCH Models in Finance. R.F. Engle and M. Rothschild, Eds. Journal of Econometrics Supplement, 52, 1/2. 1992. 311 pp.

✍ Marji Lines 📂 Article 📅 1993 🏛 Elsevier Science ⚖ 653 KB

[Lecture Notes in Economics and Mathemat

[Lecture Notes in Economics and Mathematical Systems] Markov-Switching Vector Autoregressions Volume 454 || In the last decade time series econometrics has changed dramatically. One increasingly prominent field has become the treatment of regime shifts and non-linear mod- elling strategies. While the importance ofregime shifts, particularly in macroeconometric systems, seems to be generally accepted, there is no established theory suggesting a unique approach for specifying econometric models that embed changes in regime.

✍ Krolzig, Hans-Martin 📂 Article 📅 1997 🏛 Springer Berlin Heidelberg ⚖ 796 KB