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bsts: Bayesian structural time series
4 个回复 - 2111 次查看 bsts: Bayesian structural time seriesTime series regression using dynamic linear models fit using MCMC.Downloads:2014-7-7 22:54 - Nicolle - winbugs及其他软件专版

Detecting Structural Differences in Tail Dependence of Financial Time Series
2 个回复 - 374 次查看【作者(必填)】 23 【文题(必填)】 Detecting Structural Differences in Tail Dependence of Financial Time Series 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi ...2020-10-24 17:29 - internet.hzx - 求助成功区

Improving forecasting by estimating time series structural components
1 个回复 - 548 次查看【作者(必填)】【文题(必填)】 Improving forecasting by estimating time series structural components across multiple frequencies 【年份(必填)】【全文链接或数据库名称(选填)】https://www.science ...2021-1-18 16:27 - ticket1988 - 求助成功区

Detecting Structural Differences in Tail Dependence of Financial Time Series
1 个回复 - 382 次查看【作者(必填)】 3 【文题(必填)】 Detecting Structural Differences in Tail Dependence of Financial Time Series 【年份(必填)】 2020 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi/ ...2021-1-7 02:25 - internet.hzx - 求助成功区

Detecting Structural Differences in Tail Dependence of Financial Time Series
1 个回复 - 253 次查看【作者(必填)】 23 【文题(必填)】 Detecting Structural Differences in Tail Dependence of Financial Time Series 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi/f ...2020-9-14 11:28 - internet.hzx - 求助成功区

Structural break estimation for nonstationary time series models
4 个回复 - 1121 次查看【作者(必填)】 Davis, R. A., Lee, T. C. M. and Rodriguez-Yam, G. A. 【文题(必填)】 Structural break estimation for nonstationary time series models 【年份(必填)】 2006 【全文链接或数据库名称(选填 ...2015-12-13 11:42 - mico123 - 求助成功区

Forecasting, structural time series models and the Kalman filter
19 个回复 - 6309 次查看这是迄今为止关于卡尔曼滤波和结构时间序列最详细的专著，本人在淘宝上花几十块钱购买的，还是比较清晰，打印出来更没问题。本人第一次发帖，挣点小论坛币，望诸位同仁理解！2014-9-20 20:33 - dynare - 宏观经济学

Detecting Structural Differences in Tail Dependence of Financial Time Series
1 个回复 - 516 次查看【作者(必填)】 2 【文题(必填)】 Detecting Structural Differences in Tail Dependence of Financial Time Series【年份(必填)】 3 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10.1 ...2018-8-24 21:45 - internet.hzx - 求助成功区

Harvey A.C-Forecasting, Structural Time Series Models and the Kalman Filter
4 个回复 - 2337 次查看 2017-11-9 21:58 - 张智博 - 跳蚤市场

Forecasting structural time series models and kalman filter
1 个回复 - 998 次查看【作者(必填)】A.Harvey 【文题(必填)】Forecasting structural time series models and kalmen filter 【年份(必填)】1989或其他【全文链接或数据库名称(选填)】2016-2-1 17:08 - zhengzhizhu - 求助成功区

BSTS贝叶斯结构时间序列模型（Bayesian Structural Time Series）
67 个回复 - 25610 次查看 BSTS贝叶斯结构时间序列模型（Bayesian Structural Time Series）一、引言——“胖”回归下变量选择+即时预测人们判断影响变量都是通过自己的主观看法，但是主观看法下，就会出现"fat regression"问题（ ...2015-8-8 22:15 - 我的素质低 - 经管代码库

100论坛币求书STAMP: Structural Time Series Analyser
9 个回复 - 1046 次查看【作者(必填)】Koopman S.J., Harvey, A.C., Doornik, J.A. and Shephard, N. 出版社:London: Timberlake Consultants Press. (ISBN 0-9533394-4-0). 时间:2000 章节内容: Chapter List of Figures . . . . . ...2017-7-28 10:05 - jxhstar - 文献求助专区

Time series analysis of long memory versus structural breaks: a time-varying mem
4 个回复 - 795 次查看【作者(必填)】【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】2017-9-5 15:34 - 肖恩同学 - 求助成功区

Forecasting structural time series and kalmen filter
0 个回复 - 808 次查看【作者(必填)】Harvey 【文题(必填)】Forecasting structural time series and kalmen filter 【年份(必填)】1989或其他【全文链接或数据库名称(选填)】2016-2-1 17:03 - zhengzhizhu - 文献求助专区

structural time series model
0 个回复 - 1359 次查看 Hi, everyone, recently I am doing a project, and with the binary time series data, I plan to fit the dynamic model with Winbugs, y(t) ~ dbern(p(t)) logit(p(t))=epsilon(t)+gamma(t) epsilon(t) ...2015-6-11 10:58 - xiaoshanseu - winbugs及其他软件专版

1000论坛币求书STAMP™: Structural Time Series Analyser
9 个回复 - 3166 次查看书名:STAMP™: Structural Time Series Analyser, Modeller and Predictor 作者:Koopman S.J., Harvey, A.C., Doornik, J.A. and Shephard, N. 出版社:London: Timberlake Consultants Press. (ISBN 0-953 ...2009-8-3 16:13 - clx - 计量经济学与统计软件

Structural Changes in the Time Series of Food Prices and Volatility Measurement
1 个回复 - 756 次查看【作者(必填)】Hyun Joung Jin and Taeho Kim 【文题(必填)】Structural Changes in the Time Series of Food Prices and Volatility Measurement 【年份(必填)】2012, 94 (4): 929-944 【全文链接或数据库 ...2013-10-29 17:25 - xllbl - 求助成功区

forcasting Structural Time Series Models and the Kalman Filter
1 个回复 - 1085 次查看请问哪位同学可以分享一下这本书Forecasting, Structural Time Series Models and the Kalman Filter Andrew C. Harvey (Author) 谢谢。2013-7-30 13:27 - fwang13 - 计量经济学与统计软件

Testing for Smooth Structural Changes in Time Series Models
1 个回复 - 856 次查看【作者(必填)】Bin Chen, Yongmiao Hong 【文题(必填)】Testing for smooth structural changes in time series models via nonparametric regression 【年份(必填)】2012 【全文链接或数据库名称(选填)】h ...2013-4-3 12:57 - xuqiuhua - 求助成功区

The Structural Econometric Time Series Analysis Approach.pdf
2 个回复 - 1785 次查看 The Structural Econometric Time Series Analysis Approach.pdf2009-10-22 09:36 - aimms - 计量经济学与统计软件

求书：Harvey, Forecasting, Structural Time Series Models,
2 个回复 - 3331 次查看求书：Harvey, A.C. (1989). Forecasting, Structural Time Series Models, and the Kalman filter.2010-5-5 12:22 - liuhztang - 计量经济学与统计软件

[求助]The Structural Econometric Time Series Analysis Approach
0 个回复 - 1173 次查看 The Structural Econometric Time Series Analysis ApproachArnold Zellner (Editor), Franz C. Palm (Editor)Publisher: Cambridge University Press (November 8, 2004)734 pages非常感谢!2009-2-26 23:48 - clx - 文献求助专区

Water Demand Forecasting For Poultry Production: Structural, Time Series, A...
0 个回复 - 261 次查看 2005-9-28 13:19 - 环境法998 - Forum

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