The algebraic structure of transformed time series
Year of publication: |
2015
|
---|---|
Authors: | McElroy, Tucker ; Pang, Osbert |
Published in: |
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]. - Cham : Springer, ISBN 978-3-319-03121-7. - 2015, p. 89-104
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Metallmarkt | Metal market |
-
Construction of an SDE model from intraday copper futures prices
Mastroeni, Loretta, (2022)
-
Polynomially cointegrated systems and their representations : a synthesis
Haldrup, Niels, (1994)
-
The analysis of time series : an introduction
Chatfield, Christopher, (1980)
- More ...
-
On the implementation and extension of BART
Pang, Osbert, (2009)
-
Multi-step ahead forecasting of vector time series
McElroy, Tucker, (2012)
-
Signal Extraction for Non-Stationary Multivariate Time Series with Illustrations for Trend Inflation
McElroy, Tucker, (2015)
- More ...