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[下载]Time Series: Advanced Methods [推广有奖]

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hanszhu 发表于 2005-3-9 07:17:00 |显示全部楼层 |坛友微信交流群
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Abstract

Recent developments in the time-domain analysis of time series are reviewed. The concept of dynamical systems serves as a unifying theme of the review. We consider first methods for the modelling of the drift component or the conditional mean of a time series. This includes the class of threshold models and its variants. We then consider methods for the modelling of the diffusion component or the conditional variance of a time series which includes the popular generalized autoregressive conditional heteroscedastic G(ARCH) models and the stochastic volatility (SV) models. Hybrid models for the modelling of both the drift and the diffusion are then introduced. Long memory and discrete-valued time series models are also included. The main focus is on univariate series although multivariate series are also mentioned where appropriate.

9894.rar (97.03 KB, 需要: 5 个论坛币) 本附件包括:

  • Time Series Advanced Methods.pdf

[此贴子已经被作者于2005-4-12 11:36:39编辑过]

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关键词:Time Series Advanced Methods ADVANCE Series 下载 Methods time Advanced Series

jonylee 发表于 2005-3-21 05:31:00 |显示全部楼层 |坛友微信交流群
It seems not complete

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iphavor 发表于 2005-3-21 22:21:00 |显示全部楼层 |坛友微信交流群

3x

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muzijin 发表于 2005-3-22 15:35:00 |显示全部楼层 |坛友微信交流群

hard to be understood

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beginner77 发表于 2005-3-23 07:21:00 |显示全部楼层 |坛友微信交流群
threshold is very popular now

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sbdwgugyy 发表于 2005-4-10 01:01:00 |显示全部楼层 |坛友微信交流群
I like it ,but seems a little hard to catch it.
Excel-SPSS-SAS-Eviews-R-?

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0130535 发表于 2005-4-18 18:20:00 |显示全部楼层 |坛友微信交流群
如此好东东,当然要收藏。谢谢

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haoqm 发表于 2005-4-18 18:23:00 |显示全部楼层 |坛友微信交流群
介绍不完整

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westdazio 发表于 2005-4-18 21:37:00 |显示全部楼层 |坛友微信交流群

回复:(hanszhu)[下载]Time Series: Advanced Metho...

正是我要的东西,非常感谢

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hanszhu 发表于 2005-4-19 06:06:00 |显示全部楼层 |坛友微信交流群
I am so happy that you like it! Thanks!

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