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~person:"Hyndman, Rob J."
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"AR(1) model"
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Zeitreihenanalyse
Autocorrelation
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Autokorrelation
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Estimation theory
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Time series analysis
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Functional time series analysis
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Nonparametric statistics
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Saisonale Schwankungen
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centrallimit theorem
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conditional autocorrelation
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conditional cross-correlation
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conditional normalization
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estimation
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lag time estimation
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missing value imputation
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seasonal functional autoregressive model
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stream data
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Hyndman, Rob J.
Phillips, Peter C. B.
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Teräsvirta, Timo
22
Koopman, Siem Jan
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Lanne, Markku
12
Blasques, Francisco
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Medeiros, Marcelo C.
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Lucas, André
10
Saikkonen, Pentti
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Franses, Philip Hans
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Kapetanios, George
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Luoto, Jani
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Magdalinos, Tassos
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Rahbek, Anders
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Sun, Yixiao
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Talmain, Gabriel
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Dijk, Dick van
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Dufour, Jean-Marie
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Pesaran, M. Hashem
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Pitarakis, Jean-Yves
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Abadir, Karim Maher
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He, Changli
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Kang, Jian
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Krolzig, Hans-Martin
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Psaradakis, Zacharias G.
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Ravazzolo, Francesco
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Taylor, Robert
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Timmermann, Allan
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Bec, Frédérique
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Bohn Nielsen, Heino
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Cavaliere, Giuseppe
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Clements, Michael P.
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Cubadda, Gianluca
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Dueker, Michael
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Giovanis, Eleftherios
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Hong, Yongmiao
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Li, Guodong
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Lieberman, Offer
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Lütkepohl, Helmut
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Shin, Yongcheol
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
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2023
Persistent link: https://www.econbiz.de/10014451325
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Seasonal functional autoregressive models
Zamani, Atefeh
;
Haghbin, Hossein
;
Hashemi, Maryam
; …
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2019
Persistent link: https://www.econbiz.de/10012593931
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Boosting multi-step autoregressive forecasts
Ben Taieb, Souhaib
;
Hyndman, Rob J.
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2014
Persistent link: https://www.econbiz.de/10010349977
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