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Performance of autoregressive tree model in forecasting cancer patients
Kaur, Sukhpal; Rakshit, Madhuchanda - In: Strategic system assurance and business analytics, (pp. 187-200). 2020
Persistent link: https://www.econbiz.de/10012240951
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Generalized integer-valued autoregression
Brännäs, Kurt; Hellström, Jörgen - In: Count data autoregression modelling, (pp. 1-20). 1999
Persistent link: https://www.econbiz.de/10001424834
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Real-time detection of the business cycle using SETAR models
Ferrara, Laurent; Guégan, Dominique - In: Growth and cycle in the Euro-zone, (pp. 221-232). 2006
Persistent link: https://www.econbiz.de/10003412187
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Predictive recursion maximum likelihood of threshold autoregressive model
Pathairat Pastpipatkul; Woraphon Yamaka; Songsak … - In: Robustness in econometrics, (pp. 349-362). 2017
Persistent link: https://www.econbiz.de/10011801427
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Best linear prediction in cointegrated systems
Kim, Yun-Yeong - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 367-391). 2023
Persistent link: https://www.econbiz.de/10014313816
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Self-similarity of price fluctuations and market dynamics
Fujiwara, Yoshi; Fujisaka, Hirokazu - In: Empirical science of financial fluctuations : the …, (pp. [186]-194). 2002
Persistent link: https://www.econbiz.de/10001679484
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Autoregressive models with sample selectivity for panel data
Arellano, Manuel; Bover, Olympia; Labeaga, José M. - In: Analysis of panels and limited dependent variable …, (pp. 23-48). 1999
Persistent link: https://www.econbiz.de/10001445095
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Forward prices in markets driven by continuous-time autoregressive processes
Benth, Fred Espen; Blanco, Ana Solanilla - In: Recent advances in financial engineering 2012 : …, (pp. 1-24). 2014
Persistent link: https://www.econbiz.de/10010359912
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Random walk smooth transition autoregressive models
Anderson, Heather M.; Low, Chin Nam - In: Nonlinear time series analysis of business cycles, (pp. 247-281). 2006
This paper extends the family of smooth transition autoregressive (STAR) models by proposing a speci.cation in which the autoregressive parameters follow random walks. The random walks in the parameters capture permanent structural change within a regime switching framework, but in contrast to...
Persistent link: https://www.econbiz.de/10003309371
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Application of feed-forward neural networks smoothing transition autoregressive models in stock returns forecasting
Giovanis, Eleftherios - In: Computational optimization in economics and finance …, (pp. 27-47). 2013
Persistent link: https://www.econbiz.de/10009734441