ON BEHAVIOR OF DYNAMIC MATRIX MODEL TIME-SERIES

被引：0

|

作者：

KUDRYASHOV, VA

机构：

来源：

VESTNIK MOSKOVSKOGO UNIVERSITETA SERIYA 1 MATEMATIKA MEKHANIKA | 1991年 / 05期

关键词：

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

收藏

页码：83 / 86

页数：4

相关论文

共 50 条

[1] TIME-SERIES BEHAVIOR AND DYNAMIC SPECIFICATION
PAGAN, A
[J]. OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 1985, 47 (03) : 199 - 211
[2] A DYNAMIC FACTOR MODEL FOR THE ANALYSIS OF MULTIVARIATE TIME-SERIES
MOLENAAR, PCM
[J]. PSYCHOMETRIKA, 1985, 50 (02) : 181 - 202
[3] Model Monitoring and Dynamic Model Selection in Travel Time-Series Forecasting
Candela, Rosa
Michiardi, Pietro
Filippone, Maurizio
Zuluaga, Maria A.
[J]. MACHINE LEARNING AND KNOWLEDGE DISCOVERY IN DATABASES: APPLIED DATA SCIENCE TRACK, ECML PKDD 2020, PT IV, 2021, 12460 : 513 - 529
[4] DERIVATIVE-AUGMENTED FEATURES AS A DYNAMIC MODEL FOR TIME-SERIES
Baggenstoss, Paul M.
[J]. 2015 23RD EUROPEAN SIGNAL PROCESSING CONFERENCE (EUSIPCO), 2015, : 958 - 962
[5] AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME-SERIES ECONOMETRICS
Nonejad, Nima
[J]. JOURNAL OF ECONOMIC SURVEYS, 2021, 35 (02) : 566 - 614
[6] LIKELIHOOD OF A TIME-SERIES MODEL
AKAIKE, H
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES D-THE STATISTICIAN, 1978, 27 (3-4) : 217 - 235
[7] The Time-Series Behavior of IPO Betas
Neill J.D.
Perfect S.B.
Wiles K.W.
[J]. Review of Quantitative Finance and Accounting, 1999, 13 (3) : 261 - 276
[8] A DYNAMIC LINEAR-MODEL APPROACH FOR DISAGGREGATING TIME-SERIES DATA
ALOSH, M
[J]. JOURNAL OF FORECASTING, 1989, 8 (02) : 85 - 96
[9] Dynamic and Static Topic Model for Analyzing Time-Series Document Collections
Hida, Rem
Takeishi, Naoya
Yairi, Takehisa
Hori, Koichi
[J]. PROCEEDINGS OF THE 56TH ANNUAL MEETING OF THE ASSOCIATION FOR COMPUTATIONAL LINGUISTICS, VOL 2, 2018, : 516 - 520
[10] A LATENT TIME-SERIES MODEL OF THE CYCLICAL BEHAVIOR OF INTEREST-RATES
SINGLETON, KJ
[J]. INTERNATIONAL ECONOMIC REVIEW, 1980, 21 (03) : 559 - 575

← 1 2 3 4 5 →