✦ LIBER ✦

Some Properties and Generalizations of Non-negative Bayesian Time Series Models

✍ Scribed by Gary K. Grunwald; Kais Hamza; Rob J. Hyndman

Book ID: 111753982
Publisher: Blackwell Publishing
Year: 1997
Tongue: English
Weight: 174 KB
Volume: 59
Category: Article
ISSN: 0952-8385
DOI: 10.1111/1467-9868.00086

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Some mixing properties of time series mo

Some mixing properties of time series models

✍ Tuan D. Pham; Lanh T. Tran 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 336 KB

Detecting misspecifications in autoregre

Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes

✍ Yongmiao Hong; Yoon-Jin Lee 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 905 KB

Generation Of Time Series Models With Gi

Generation Of Time Series Models With Given Spectral Properties

✍ Georgi N. Boshnakov; Bisher M. Iqelan 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 581 KB

Non-linear forecasting of financial time

Non-linear forecasting of financial time series: An overview and some new models

✍ Terence C. Mills 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 560 KB

We provide an overview of the papers contained in this Special Issue of the Journal of Forecasting and also discuss some new models for analysing financial time series that have recently been proposed. These are illustrated by empirical examples using 60 years of daily data on the London Stock Excha

Second-generation time-series models: A

Second-generation time-series models: A comment on ‘some advances in non-linear and adaptive modelling in time-series analysis’, by tiao and tsay

✍ Daniel Pena 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 385 KB

Editors' introduction Bayesian and class

Editors' introduction Bayesian and classical econometric modeling of time series

✍ Luc Bauwens; Michel Lubrano 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 290 KB