CONDITIONAL CORRELATION ESTIMATION AND SERIAL DEPENDENCE IDENTIFICATION

被引：0
|
作者：
Institute of Mathematics, Jagiellonian University, S. Lojasiewicza 6, Kraków [1 ]
30-348, Poland
不详 [2 ]
50-370, Poland
机构：
来源：
arXiv |
关键词：
Compendex;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Autocorrelation - Random variables
引用
收藏
相关论文
共 50 条
  • [21] A scalar dynamic conditional correlation model: Structure and estimation
    Hui Wang
    Jiazhu Pan
    Science China Mathematics, 2018, 61 : 1881 - 1906
  • [22] Performance Comparison of Estimation Methods for Dynamic Conditional Correlation
    Lee, Jiho
    Seong, Byeongchan
    KOREAN JOURNAL OF APPLIED STATISTICS, 2015, 28 (05) : 1013 - 1024
  • [23] A scalar dynamic conditional correlation model:Structure and estimation
    Hui Wang
    Jiazhu Pan
    Science China(Mathematics), 2018, 61 (10) : 1881 - 1906
  • [24] Flexible estimation of serial correlation in nonlinear mixed models
    Serroyen, Jan
    Molenberghs, Geert
    Aerts, Marc
    Vloeberghs, Ellen
    De Deyn, Peter Paul
    Verbeke, Geert
    JOURNAL OF APPLIED STATISTICS, 2010, 37 (05) : 833 - 846
  • [25] Multivariate models with long memory dependence in conditional correlation and volatility
    Dark, Jonathan
    JOURNAL OF EMPIRICAL FINANCE, 2018, 48 : 162 - 180
  • [26] Kernel Partial Correlation Coefficient-a Measure of Conditional Dependence
    Huang, Zhen
    Deb, Nabarun
    Sen, Bodhisattva
    JOURNAL OF MACHINE LEARNING RESEARCH, 2022, 23
  • [27] State dependence, serial correlation and heterogeneity in the union membership dynamics
    Chang, Sheng-Kai
    APPLIED ECONOMICS, 2012, 44 (26) : 3453 - 3460
  • [28] Accurate identification of biased measurements under serial correlation
    Kongsjahju, R
    Rollins, DK
    Bascuñana, MB
    CHEMICAL ENGINEERING RESEARCH & DESIGN, 2000, 78 (A7): : 1010 - 1018
  • [29] Conditional Parameter Identification with Asymmetrical Losses of Estimation Errors
    Kulczycki, Piotr
    Charytanowicz, Malgorzata
    COMPUTATIONAL COLLECTIVE INTELLIGENCE - TECHNOLOGIES AND APPLICATIONS, PT I, 2012, 7653 : 553 - 562
  • [30] Identification of Trend in Reference Evapotranspiration Series with Serial Dependence in Iran
    Tabari, Hossein
    Nikbakht, Jaefar
    Talaee, P. Hosseinzadeh
    WATER RESOURCES MANAGEMENT, 2012, 26 (08) : 2219 - 2232
12345