Uncovering ecological state dynamics with hidden Markov models
Ecological systems can often be characterised by changes among a finite set of underlying
states pertaining to individuals, populations, communities or entire ecosystems through time …
states pertaining to individuals, populations, communities or entire ecosystems through time …
[图书][B] Multivariate time series analysis: with R and financial applications
RS Tsay - 2013 - books.google.com
An accessible guide to the multivariate time series tools used in numerous real-world
applications Multivariate Time Series Analysis: With R and Financial Applications is the …
applications Multivariate Time Series Analysis: With R and Financial Applications is the …
[图书][B] GARCH models: structure, statistical inference and financial applications
C Francq, JM Zakoian - 2019 - books.google.com
Provides a comprehensive and updated study of GARCH models and their applications in
finance, covering new developments in the discipline This book provides a comprehensive …
finance, covering new developments in the discipline This book provides a comprehensive …
[图书][B] Time series analysis
JD Cryer - 2008 - Springer
The theory and practice of time series analysis have developed rapidly since the
appearance in 1970 of the seminal work of George EP Box and Gwilym M. Jenkins, Time …
appearance in 1970 of the seminal work of George EP Box and Gwilym M. Jenkins, Time …
[图书][B] Dynamic models for volatility and heavy tails: with applications to financial and economic time series
AC Harvey - 2013 - books.google.com
The volatility of financial returns changes over time and, for the last thirty years, Generalized
Autoregressive Conditional Heteroscedasticity (GARCH) models have provided the principal …
Autoregressive Conditional Heteroscedasticity (GARCH) models have provided the principal …
[图书][B] Time series analysis
JD Cryer - 1986 - mybiostats.wordpress.com
The theory and practice of time series analysis have developed rapidly since the
appearance in 1970 of the seminal work of George EP Box and Gwilym M. Jenkins, Time …
appearance in 1970 of the seminal work of George EP Box and Gwilym M. Jenkins, Time …
[图书][B] Modelling nonlinear economic time series
T Teräsvirta, D Tjøstheim, CWJ Granger - 2010 - academic.oup.com
This book contains a up-to-date overview of nonlinear time series models and their
application to modelling economic relationships. It considers nonlinear models in stationary …
application to modelling economic relationships. It considers nonlinear models in stationary …
An updated literature review of distance correlation and its applications to time series
D Edelmann, K Fokianos… - International Statistical …, 2019 - Wiley Online Library
The concept of distance covariance/correlation was introduced recently to characterise
dependence among vectors of random variables. We review some statistical aspects of …
dependence among vectors of random variables. We review some statistical aspects of …
Break detection in the covariance structure of multivariate time series models
In this paper, we introduce an asymptotic test procedure to assess the stability of volatilities
and cross-volatilites of linear and nonlinear multivariate time series models. The test is very …
and cross-volatilites of linear and nonlinear multivariate time series models. The test is very …
Threshold models in time series analysis—30 years on
H Tong - Statistics and its Interface, 2011 - intlpress.com
This paper is a selective review of the development of the threshold model in time series
analysis over the past 30 years or so. First, the review re-visits the motivation of the model …
analysis over the past 30 years or so. First, the review re-visits the motivation of the model …