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~institution:"School of Economics and Management, University of Aarhus"
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School of Economics and Management, University of Aarhus
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
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The Exponential Model for the Spectrum of a Time Series: Extensions and Applications
Proietti, Tommaso
;
Luati, Alessandra
-
School of Economics and Management, University of Aarhus
-
2013
(autoregressive, exponential, etc.) under the same likelihood-based framework. Secondly, we propose a gradient
boosting
algorithm for …
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