DYNAMIC MODELING OF MULTIVARIATE TIME-SERIES FOR USE IN BANK ANALYSIS

被引：10

作者：

CRAMER, RH ^{[1
]}

MILLER, RB ^{[1
]}

机构：

[1] UNIV WISCONSIN,MADISON,WI 53706

来源：

JOURNAL OF MONEY CREDIT AND BANKING | 1976年 / 8卷 / 01期

关键词：

D O I：

10.2307/1991921

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：85 / 96

页数：12

共 50 条

[1] MULTIVARIATE TIME-SERIES ANALYSIS OF BANK FINANCIAL BEHAVIOR
CRAMER, RH
MILLER, RB
[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1978, 13 (05) : 1003 - 1017
[2] A DYNAMIC FACTOR MODEL FOR THE ANALYSIS OF MULTIVARIATE TIME-SERIES
MOLENAAR, PCM
[J]. PSYCHOMETRIKA, 1985, 50 (02) : 181 - 202
[3] DYNAMIC FACTOR-ANALYSIS OF NONSTATIONARY MULTIVARIATE TIME-SERIES
MOLENAAR, PCM
DEGOOIJER, JG
SCHMITZ, B
[J]. PSYCHOMETRIKA, 1992, 57 (03) : 333 - 349
[4] DYNAMIC REPRESENTATION OF MULTIVARIATE TIME-SERIES DATA
MEZRICH, JJ
FRYSINGER, S
SLIVANOVSKI, R
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1984, 79 (385) : 34 - 40
[5] Multivariate time-series modeling with generative neural networks
Hofert, Marius
Prasad, Avinash
Zhu, Mu
[J]. ECONOMETRICS AND STATISTICS, 2022, 23 : 147 - 164
[6] A MULTIVARIATE APPROACH TO MODELING UNIVARIATE SEASONAL TIME-SERIES
FRANSES, PH
[J]. JOURNAL OF ECONOMETRICS, 1994, 63 (01) : 133 - 151
[7] PROCESS COMPONENTS FOR MULTIVARIATE TIME-SERIES ANALYSIS
CROOKES, JG
CROSTON, K
SYPSAS, P
[J]. JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 1980, 31 (04) : 325 - 330
[8] COGNITIVE MULTIVARIATE TIME-SERIES AND ITS ANALYSIS
GREGSON, RAM
[J]. ACTA PSYCHOLOGICA, 1978, 42 (04) : 277 - 291
[9] Multivariate time-series analysis and diffusion maps
Lian, Wenzhao
Talmon, Ronen
Zaveri, Hitten
Carin, Lawrence
Coifman, Ronald
[J]. SIGNAL PROCESSING, 2015, 116 : 13 - 28
[10] THE DISCRIMINANT-ANALYSIS OF MULTIVARIATE TIME-SERIES
KRZYSKO, M
[J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1983, 29 (04) : 612 - 614

← 1 2 3 4 5 →