Search Results - subject:"Multivariate Time Series"

Narrow search

Asymptotics for time-varying vector MA (∞) processes

Yan, Yayi; Gao, Jiti; Peng, Bin - 2021

Persistent link: https://www.econbiz.de/10012697951

Parameter stability testing for multivariate dynamic time-varying models

Gao, Jiti; Peng, Bin; Yan, Yayi - 2021

Persistent link: https://www.econbiz.de/10012668893

Estratégias de investimento em portfólioscom estimativas de alta e baixa domercado financeiro

Pereira, Pedro L. Valls; Oliveira, André Barbosa - In: Revista Brasileira de Finanças : RBFin 19 (2021) 4, pp. 160-185

Persistent link: https://www.econbiz.de/10012804851

Distribution-free multivariate time-series monitoring with analytically determined control limits

Liu, Di; Kim, Heeseon; Kim, Seong-Hee; Kim, Taeheung; … - In: International journal of production research 61 (2023) 20, pp. 6960-6977

Persistent link: https://www.econbiz.de/10014383268

Nowcasting German GDP : foreign factors, financial markets, and model averaging

Andreini, Paolo; Hasenzagl, Thomas; Reichlin, Lucrezia; … - In: International journal of forecasting 39 (2023) 1, pp. 298-313

Persistent link: https://www.econbiz.de/10014462781

Multivariate picture fuzzy time series : new definitions and a new forecasting method based on pi-sigma artificial neural network

Bas, Eren; Egrioglu, Erol; Tunc, Taner - In: Computational economics 61 (2023) 1, pp. 139-164

Persistent link: https://www.econbiz.de/10014228419

Testing error distribution by kernelized Stein discrepancy in multivariate time series models

Luo, Donghang; Zhu, Ke; Gong, Huan; Li, Dong - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 111-125

Persistent link: https://www.econbiz.de/10013540650

Time series approach to the evolution of networks : prediction and estimation

Bykhovskaya, Anna - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 170-183

Persistent link: https://www.econbiz.de/10013540663

Real Time Forecasting of Covid-19 Intensive Care Units demand

Berta, Paolo; Lovaglio, Pietro Giorgio; Paruolo, Paolo; … - 2020

Response management to the SARS-CoV-2 outbreak requires to answer several forecasting tasks. For hospital managers, a major one is to anticipate the likely needs of beds in intensive care in a given catchment area one or two weeks ahead, starting as early as possible in the evolution of the...

Persistent link: https://www.econbiz.de/10012806437

An indirect proof for the asymptotic properties of VARMA model estimators

Mélard, Guy - 2020

Persistent link: https://www.econbiz.de/10012242681

A service of the

zbw