Estimating the codifference function of linear time series models with infinite variance

Metrika ◽

10.1007/s00184-009-0285-9 ◽

2009 ◽

Vol 73 (3) ◽

pp. 395-429 ◽

Author(s):

Dedi Rosadi ◽

Manfred Deistler

Keyword(s):

Time Series ◽

Linear Time ◽

Infinite Variance ◽

Time Series Models

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The Hyvärinen scoring rule in Gaussian linear time series models

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2020.08.004 ◽

2021 ◽

Vol 212 ◽

pp. 126-140

Author(s):

Silvia Columbu ◽

Valentina Mameli ◽

Monica Musio ◽

Philip Dawid

Keyword(s):

Time Series ◽

Linear Time ◽

Time Series Models ◽

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Order selection for linear time series models: a review

Developments in Time Series Analysis ◽

10.1007/978-1-4899-4515-0_5 ◽

1993 ◽

pp. 50-66 ◽

Author(s):

R. J. Bhansali

Keyword(s):

Time Series ◽

Linear Time ◽

Time Series Models ◽

Order Selection ◽

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A central-limit result for instrumental variables estimators of linear time series models

Dynamic Econometric Modeling ◽

10.1017/cbo9780511664342.009 ◽

1988 ◽

pp. 139-156

Author(s):

Lars Peter Hansen

Keyword(s):

Time Series ◽

Central Limit ◽

Instrumental Variables ◽

Linear Time ◽

Time Series Models ◽

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Linear time series models

Statistics for Finance ◽

10.1201/9781315372204-4 ◽

2018 ◽

pp. 57-72

Author(s):

Erik Lindström ◽

Henrik Madsen ◽

Jan Nygaard Nielsen

Keyword(s):

Time Series ◽

Linear Time ◽

Time Series Models

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Identification of the Structure of Linear and Non-Linear Time Series Models, Using Nonparametric Local Linear Kernel Estimation

Soft Methodology and Random Information Systems ◽

10.1007/978-3-540-44465-7_73 ◽

2004 ◽

pp. 589-596

Author(s):

Rosane M. Kirchner ◽

Reinaldo C. Souza ◽

Flávio A. Ziegelmann

Keyword(s):

Time Series ◽

Linear Time ◽

Kernel Estimation ◽

Time Series Models ◽

Linear Kernel ◽

Local Linear ◽

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Partially Linear Time Series Models

Contributions to Statistics - Partially Linear Models ◽

10.1007/978-3-642-57700-0_6 ◽

2000 ◽

pp. 127-180 ◽

Author(s):

Wolfgang Härdle ◽

Hua Liang ◽

Jiti Gao

Keyword(s):

Time Series ◽

Linear Time ◽

Time Series Models ◽

Partially Linear

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Estimating the short-term and long-term wind speeds: implementing hybrid models through coupling machine learning and linear time series models

SN Applied Sciences ◽

10.1007/s42452-020-2830-0 ◽

2020 ◽

Vol 2 (6) ◽

Author(s):

Saeid Mehdizadeh ◽

Ali Kozekalani Sales ◽

Mir Jafar Sadegh Safari

Keyword(s):

Machine Learning ◽

Time Series ◽

Linear Time ◽

Hybrid Models ◽

Time Series Models ◽

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Forecasting with non-linear time series models

Stochastic Processes and their Applications ◽

10.1016/0304-4149(87)90098-6 ◽

1987 ◽

Vol 26 ◽

pp. 198-199

Author(s):

John Pemberton

Keyword(s):

Time Series ◽

Linear Time ◽

Time Series Models ◽

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Hydrological time series analysis and modelling using statistical tests and linear time series models (case study: West Azerbaijan province of Iran)

International Journal of Hydrology Science and Technology ◽

10.1504/ijhst.2015.072638 ◽

2015 ◽

Vol 5 (4) ◽

pp. 349 ◽

Author(s):

Mojtaba Moravej ◽

Keivan Khalili

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Linear Time ◽

Statistical Tests ◽

Time Series Models ◽

Series Analysis ◽

West Azerbaijan

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A new algorithm for latent state estimation in non-linear time series models

Applied Mathematics and Computation ◽

10.1016/j.amc.2008.04.028 ◽

2008 ◽

Vol 203 (1) ◽

pp. 224-232 ◽

Author(s):

Paresh Date ◽

Luka Jalen ◽

Rogemar Mamon

Keyword(s):

Time Series ◽

State Estimation ◽

Linear Time ◽

Time Series Models ◽

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