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threshold autoregressive threshold autoregressive several tests have been proposed for assessing the need for nonlinear modeling in time series analysis some of these tests,…
david salinas, valentin flunkert, jan gasthaus amazon research germany abstract probabilistic forecasting, i.e. estimating the
journal of electrical engineering and computer sciences vol. 3 no.2, december 2018 467 1achmad kiki qushayri wahyu kusuma, 2eko prasetyo, 3rifki fahrial zainal informatic
forecasting with global vector autoregressive models: a bayesian approach∗ jesús crespo cuaresmaabcd martin feldkirchere and florian huberae avienna university of economics…
2012 | 09 the macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility working paper norges bank research…
threshold quantile autoregressive models antonio f galvao university of illinois at urbana-champaign gabriel montes-rojas city university london jose olmo∗ city university…
anne philippe1 and marie-claude viano2 université de nantes université de lille 1 2008-2009 1laboratoire de mathématiques jean leray, 2 rue de la houssinière
statistica sinica 172007 241-264 threshold variable determination and threshold variable driven switching autoregressive models senlin wu1 and rong chen12 1university of…
temporal clustering of time series via threshold autoregressive models: application to commodity prices sipan aslanab∗ ceylan yozgatligila cem iyigunc adepartment of statistics…
department of economics and business aarhus university fuglesangs allé 4 dk-8210 aarhus v denmark email: [email protected] tel: +45 8716 5515 estimation and forecasting in…
ubes #1001028, vol 00, iss 0 on a threshold double autoregressive model dong li, shiqing ling, and rongmao zhang query sheet this page lists questions we have about your…
19 ryaneka darmawan 2015 penerapan model threshold generalized autoregressive conditional heteroscedastic tgarch dalam peramalan harga emas dunia universitas pendidikan indonesia…
ubes #1001028 vol 00 iss 0 on a threshold double autoregressive model dong li shiqing ling and rongmao zhang query sheet this page lists questions we have about your paper…
research division federal reserve bank of st. louis working paper series multivariate contemporaneous threshold autoregressive models michael j. dueker zacharias psaradakis…
threshold quantification and short-term forecasting of anabaena, aphanizomenon and microcystis in the polymictic eutrophic lake müggelsee (germany) by inferential modelling
journal of theoretical and applied information technology 31 st december 2016 vol94 no2 © 2005 - 2016 jatit lls all rights reserved issn: 1992-8645 wwwjatitorg e-issn: 1817-3195…
analysis of the forecasting performance of the threshold autoregressive model paola andrea vaca gonzalez analysis of the forecasting performance of the threshold autoregressive
prediksi indeks saham syariah dengan metode threshold vector autoregressive (tvar) (studi kasus: indeks harga saham syariah jakarta islamic index (jii) periode 01agustus…
8/12/2019 a feed-forward neural networks-based nonlinear autoregressive model for forecasting time series 1/13computacin y sistemas vol. 14 no. 4, 2011 pp 423-435issn 1405-5546a…
open journal of statistics, 2016, 6, 1010-1024 http:www.scirp.orgjournalojs issn online: 2161-7198 issn print: 2161-718x doi: 10.4236ojs.2016.66081 november 17, 2016 bootstrap…