Linear Models and Time-Series Analysis - Wiley Series in Probability and Statistics
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Published By John Wiley & Sons, Inc.

9781119432036, 9781119431909

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Univariate GARCH Modeling

Linear Models and Time-Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119432036.ch10 ◽

2018 ◽

pp. 443-485

Keyword(s):

Garch Modeling

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The AR(1) Model

Linear Models and Time-Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119432036.ch4 ◽

2018 ◽

pp. 185-221 ◽

Cited By ~ 1

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Index

Linear Models and Time-Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119432036.index ◽

2018 ◽

pp. 875-880

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Regression Extensions: AR(1) Errors and Time-varying Parameters

Linear Models and Time-Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119432036.ch5 ◽

2018 ◽

pp. 223-279

Keyword(s):

Time Varying ◽

Varying Parameters ◽

Time Varying Parameters

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Fixed Effects ANOVA Models

Linear Models and Time-Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119432036.ch2 ◽

2018 ◽

pp. 77-126

Keyword(s):

Fixed Effects

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ARMA Model Identification

Linear Models and Time-Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119432036.ch9 ◽

2018 ◽

pp. 405-442

Keyword(s):

Model Identification ◽

Arma Model

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The Linear Model

Linear Models and Time-Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119432036.ch1 ◽

2018 ◽

pp. 1-75

Keyword(s):

Linear Model

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Risk Prediction and Portfolio Optimization

Linear Models and Time-Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119432036.ch11 ◽

2018 ◽

pp. 487-523

Keyword(s):

Portfolio Optimization ◽

Risk Prediction

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Autoregressive and Moving Average Processes

Linear Models and Time-Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119432036.ch6 ◽

2018 ◽

pp. 281-310

Keyword(s):

Moving Average ◽

Moving Average Processes

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Introduction to Random and Mixed Effects Models

Linear Models and Time-Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119432036.ch3 ◽

2018 ◽

pp. 127-183

Keyword(s):

Mixed Effects ◽

Mixed Effects Models

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