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时间序列分析实战：基于机器学习和统计学Practical Time Series Analysis Prediction
1 个回复 - 1425 次查看时间序列分析实战：基于机器学习和统计学Practical Time Series Analysis Prediction with Statistics and Machine Learning，香港大学教学讲义笔记（英文） =Practical Time Series Analysis Prediction with Stat ...2023-5-31 09:57 - mujahida01 - 现金交易版

VAR模型，VAR多维动态模型：时间序列VAR详解及难点解读+实证分析案例解读
2 个回复 - 2438 次查看 VAR模型，VAR多维动态模型：时间序列VAR详解及难点解读+实证分析案例解读 1. Multiple Time Series Models:VAR模型应用案例，ppt 2. VAR 向量自回归模型：（Vector Autoregressive）.ppt 3.VAR模型的稳定性检验 ...2020-4-26 13:39 - Lotus_ss - 现金交易版

配对交易经典实操教材Vidyamurthy G. Pairs trading (Wiley, 2004)
0 个回复 - 1677 次查看配对交易经典实操教材Vidyamurthy G. Pairs trading (Wiley, 2004) Preface ix Acknowledgments xi PART ONE Background Material CHAPTER 1 Introduction 3 The CAPM Model 3 Market Neutral Strategy ...2017-11-15 22:58 - xiaorenwuhyl - 现金交易版

Hidden Markov Models for Time Series_ An Introduction Using R
10 个回复 - 2171 次查看 Contents Preface xxi Preface to ﬁrst edition xxiii Notation and abbreviations xxvii I Model structure, properties and methods 1 1 Preliminaries: mixtures and Markov chains 3 1.1 I ...2018-11-20 05:20 - kukenghuqian - 微观经济学

基于R语言和Stata 时间序列ARIMA模型Time Series ARIMA Models
1 个回复 - 1226 次查看基于R语言和Stata 时间序列ARIMA模型Time Series ARIMA Models：数据+代码+输出结果解读+案例 16.Time Series ARIMA Models Time Series ARIMA Models Example.pdf Time Series ARIMA Models in ...2022-2-3 11:44 - lotus_sss - 现金交易版

Harvey A.C-Forecasting, Structural Time Series Models and the Kalman Filter
5 个回复 - 2493 次查看 2017-11-9 21:58 - 张智博 - 跳蚤市场

Flexible dynamic vine copula models for multivariate time series data
1 个回复 - 138 次查看【作者(必填)】 234 【文题(必填)】Flexible dynamic vine copula models for multivariate time series data 【年份(必填)】 234 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/art ...2024-2-1 14:30 - internet.hzx - 求助成功区

Testing for serial dependence in time series models of counts
1 个回复 - 148 次查看【作者(必填)】 9 【文题(必填)】 Testing for serial dependence in time series models of counts【年份(必填)】 8 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/abs/10.1111/1467-98 ...2024-1-23 20:59 - internet.hzx - 求助成功区

Stationary vine copula models for multivariate time series
1 个回复 - 170 次查看【作者(必填)】 35 【文题(必填)】 Stationary vine copula models for multivariate time series【年份(必填)】 353 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/pii/S0304 ...2024-1-21 11:00 - internet.hzx - 求助成功区

A New Class of Tail-dependent Time-Series Models and Its Applications in Financi
1 个回复 - 175 次查看【作者(必填)】 2323 【文题(必填)】 A New Class of Tail-dependent Time-Series Models and Its Applications in Financial Time Series 【年份(必填)】 232 【全文链接或数据库名称(选填)】https://www.eme ...2024-1-15 18:25 - internet.hzx - 求助成功区

Estimation of copula-based semiparametric time series models
1 个回复 - 375 次查看【作者(必填)】 2342 【文题(必填)】 Estimation of copula-based semiparametric time series models【年份(必填)】 23423 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs ...2024-1-13 21:40 - internet.hzx - 求助成功区

Copula-based dynamic models for multivariate time series
1 个回复 - 157 次查看【作者(必填)】 34534 【文题(必填)】 Copula-based dynamic models for multivariate time series【年份(必填)】 353 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/pii/S004 ...2024-1-3 21:57 - internet.hzx - 求助成功区

A review of copula models for economic time series
1 个回复 - 303 次查看【作者(必填)】 33 【文题(必填)】 A review of copula models for economic time series【年份(必填)】 33 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/pii/S0047259X12000 ...2023-8-17 14:15 - internet.hzx - 求助成功区

R-vine models for spatial time series with an application to daily mean temperat
1 个回复 - 134 次查看【作者(必填)】 234 【文题(必填)】 R-vine models for spatial time series with an application to daily mean temperature【年份(必填)】 234 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.c ...2024-9-19 09:40 - internet.hzx - 求助成功区

Time Series Models for Business and Economic Forecasting, 2 edition
4 个回复 - 2595 次查看 With a new author team contributing decades of practical experience,this fully updated and thoroughly classroom-tested second editiontextbook prepares students and practitioners to create effectivefor ...2014-5-9 06:19 - 大家开心 - 计量经济学与统计软件

【应用】 Hidden Markov Models for Time Series: An Introduction Using R (2016, 2e
74 个回复 - 8775 次查看 Hidden Markov Models for Time Series: An Introduction Using R, Second Edition Walter Zucchini, Iain L. MacDonald, Roland Langrock Hidden Markov Models for Time Series: An Introduction Using ...2016-12-9 13:02 - cmwei333 - R语言论坛

A review of copula models for economic time series
1 个回复 - 182 次查看【作者(必填)】 3 【文题(必填)】 A review of copula models for economic time series【年份(必填)】 3 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/pii/S0047259X1200082 ...2023-2-26 18:48 - internet.hzx - 求助成功区

linear models and time-series analysis - regression, anova, arma and garch 2019
5 个回复 - 1480 次查看 linear models and time-series analysis - regression, anova, arma and garch (2019)2018-11-28 09:45 - loneshark - 数据分析与数据挖掘

Non-Linear Time Series Models in Empirical Finance
7 个回复 - 2591 次查看 Non-Linear Time Series Models in Empirical Finance Publisher:Cambridge University Press (2000-09-04) | ISBN-10: 0521770416 | PDF | 6.3 Mb | 296 pagesThis is the most up-to-date and accessible guide to ...2007-7-7 13:50 - zhushiyou - 计量经济学与统计软件

Nonlinear Time Series Models in Empirical Finance
4 个回复 - 2727 次查看 Franses and van Dijk(2000) Nonlinear Time Series Models in Empirical Finance2014-5-21 08:30 - 晨熹村人 - 宏观经济学

Non-Linear Time Series Models in Empirical Finance
20 个回复 - 4040 次查看 Non-Linear Time Series Models in Empirical Finance Philip Hans Franses and Dick van Dijk PUBLISHED BY CAMBRIDGE UNIVERSITY PRESS 2000 297PP，PDF，3.39M Although many of the models commonly ...2009-12-10 01:19 - zhaohailei - 计量经济学与统计软件

[1973]Hannan, The Asymptotic Theory of Linear Time-Series Models
1 个回复 - 650 次查看 Hannan发表于1973年的神文，如果你要研究时间序列相关的Estimation，绝对绕不开这篇文章。2022-11-7 09:23 - Shirobako - Forum

Estimation of time series models using residuals dependence measures
1 个回复 - 399 次查看【作者(必填)】 2323 【文题(必填)】 Estimation of time series models using residuals dependence measures 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://projecteuclid.org/journals/annal ...2022-11-22 14:03 - internet.hzx - 求助成功区

Copula-Based Markov Models for Time Series Parametric Inference and Process Cont
4 个回复 - 3229 次查看书名：Copula-Based Markov Models for Time Series Parametric Inference and Process Control 时间：2020 作者：Li-Hsien Sun ；Xin-Wei Huang；Mohammed S. Alqawba；Jong-Min Kim；2021-12-7 10:29 - huspa307 - 计量经济学与统计软件

Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH
5 个回复 - 3805 次查看 Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH Author(s): Marc S. PaolellaSeries: Wiley Series in Probability and StatisticsPublisher: Wiley, Year: 2018ISBN: 1119431905, ...2019-4-15 12:08 - zfk - 计量经济学与统计软件

【经典教材系列】Models for Dependent Time Series
102 个回复 - 7280 次查看 2015年最新教材降价出售期已过！想要随时跟踪最新降价好书，请点击头像下方“加关注”。关注成功后，查看这里即可：三步走把千本好书“一网打尽”！。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续 ...2015-7-20 02:43 - wwqqer - 计量经济学与统计软件

Time Series Analysis on AWS：how to build forecasting models and detect 2022
2 个回复 - 4033 次查看 Time Series Analysis on AWS：Learn how to build forecasting models and detect anomalies in your time series data AWS上的时间序列分析：学习如何建立预测模型并检测时间序列数据中的异常 2022 ...2022-3-30 18:18 - tangdh - python论坛

An Empirical Comparison of Machine Learning Models for Time Series Forecasting
1 个回复 - 326 次查看【作者(必填)】 2323 【文题(必填)】 An Empirical Comparison of Machine Learning Models for Time Series Forecasting 【年份(必填)】2323 【全文链接或数据库名称(选填)】https://www.tandfonline.com/do ...2021-8-5 11:43 - internet.hzx - 求助成功区

Giuseppe+Testing for unit roots in time series models with non-stationary volati
2 个回复 - 601 次查看【作者(必填)】GiuseppeCavaliere[/backcolor],A[/backcolor].M. RobertTaylo[/backcolor]r[/backcolor] 【文题(必填)】Testing for unit roots in time series models with non-stationary volatility 【年份(必 ...2021-4-17 23:35 - harlon1976 - 求助成功区

【时间序列 + R 应用，第2版】 Hidden Markov Models for Time Series (2016, 2e)
122 个回复 - 12334 次查看 Hidden Markov Models for Time Series: An Introduction Using R, Second Edition Walter Zucchini, Iain L. MacDonald, Roland Langrock Hidden Markov Models for Time Series: An Introduction Using ...2016-12-9 12:59 - cmwei333 - 金融学（理论版）

Designing fuzzy time series forecasting models: A survey
1 个回复 - 591 次查看【作者(必填)】【文题(必填)】 Designing fuzzy time series forecasting models: A survey 【年份(必填)】【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/S08886 ...2021-1-4 13:39 - ticket1988 - 求助成功区

2009新书Hidden Markov Models for Time Series: An Introduction Using R
49 个回复 - 15888 次查看绝对是好书！ R代码附在在书的最后 Hidden Markov Models for Time Series: An Introduction Using R (Chapman & Hall/CRC Monographs on Statistics & Applied Probability) by: Walter Zucchini, Iain L. MacD ...2009-7-9 19:27 - chenguanghua - R语言论坛

Copula-Based Models for Financial Time Series 的matlab代码
1 个回复 - 1558 次查看完全复制Copula-Based Models for Financial Time Series论文的matlab代码 Copula-Based Models for Financial Time Series1 First version: 31 August 2006. This version: 19 November 2007. Abstract Th ...2017-11-22 22:51 - xiaorenwuhyl - 现金交易版

求ARCH and bilinear time series models: Comparison and combination
2 个回复 - 959 次查看【作者(必填)】【文题(必填)】ARCH and bilinear time series models: Comparison and combination 【年份(必填)】【全文链接或数据库名称(选填)】2013-12-8 17:21 - nkliuxue - 文献求助专区

Comparing Cross-Section and Time-Series Factor Models
0 个回复 - 987 次查看 Comparing Cross-Section and Time-Series Factor Models Eugene F. Fama Booth School of Business, University of Chicago Kenneth R. French* Amos Tuck School of Business, Dartmouth College RFS We u ...2020-4-25 16:11 - 2464_1576338390 - 论文版

Time Series Models of Asset Prices,经典参考文献
2 个回复 - 932 次查看 Time Series Models of Asset Prices,经典参考文献2011-11-26 18:48 - yangke74 - 计量经济学与统计软件

Threshold models in non-linear time series analysis
4 个回复 - 1534 次查看 Howell Tong In the last two years or so, I was most fortunate in being given opportunities of lecturing on a new methodology to a variety of audiences in Britain, China, Finland, France and Spain. ...2018-10-2 02:14 - leosong - 经济金融数学专区

Copula-Based Models for Financial Time Series
4 个回复 - 2173 次查看 Andrew J. Patton Department of Economics and Oxford-Man Institute of Quantitative Finance, Univer- sity of Oxford, Manor Road, Oxford OX1 3UQ, United Kingdom. This paper presents an ove ...2015-1-16 20:04 - wenkaihong - 金融学（理论版）

Structural break estimation for nonstationary time series models
4 个回复 - 1153 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

【友情分享系列】Hidden Markov Models for Time Series：An Introduction Using R
8 个回复 - 2193 次查看本着与坛友分享R语言的相关知识，我会定期（每隔1天或2天）上传一些R语言有用书籍。每本书籍友情收取1论坛币费用，作为找书籍的时间成本，忘各位谅解。下面是本书的序和部分目录。2018-11-29 15:34 - Dragon腾 - R语言论坛

Changes of Variance in First-Order Autoregressive Time Series Models
1 个回复 - 498 次查看【作者(必填)】 Dean W. Wichern, Robert B. Miller and Der-Ann Hsu 【文题(必填)】 Changes of Variance in First-Order Autoregressive Time Series Models-With an Application【年份(必填)】 1976 【全文链 ...2018-12-15 01:20 - leosong - 求助成功区

Forecasting, structural time series models and the Kalman filter
19 个回复 - 6358 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

求本书Bayesian Time Series Models
8 个回复 - 1966 次查看【作者(必填)】 David Barber University College LondonA. Taylan Cemgil Boğaziçi Üniversitesi, IstanbulSilvia Chiappa University of Cambridge 【文题(必填)】 Bayesian Time Seri ...2012-2-5 17:49 - waterup - 求助成功区

Hidden Markov Models for Time Series Zucchini2009课程讲义+习题答案+R程序作业
1 个回复 - 2113 次查看丹麦科技大学-瑞典伦德大学联合课程Hidden Markov Models for Time Series ，使用教材Hidden Markov Models for Time Series , An Introduction Using R , Zucchini and MacDonald 2009 第一版课本+课程讲义+主要 ...2017-10-16 18:02 - dragut - R语言论坛

Stochastic Models for Time Series
2 个回复 - 793 次查看 Stochastic Models for Time Series2018-4-18 07:09 - lwell20 - 金融学（理论版）

Estimation of Multivariate Models for Time Series of Possibly Different Lengths
1 个回复 - 473 次查看【作者(必填)】 AJ Patton 【文题(必填)】 Estimation of Multivariate Models for Time Series of Possibly Different Lengths 【年份(必填)】 2006 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/ ...2018-4-11 18:35 - internet.hzx - 求助成功区

Generalized Spectral Tests for Conditional Mean Models in Time Series with Condi
5 个回复 - 1012 次查看【作者(必填)】 [*]Yongmiao Hong 【文题(必填)】Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form【年份(必填)】 2004 【全文链 ...2015-12-4 12:39 - internet.hzx - 求助成功区

【求助】}Nonlinear time series models in empirical finance 数据和程序
2 个回复 - 1660 次查看最近在学习《Nonlinear time series models in empirical finance》一书，但作者主页已失效，无法下载配套的数据和程序，烦请有相关数据和程序的朋友发我一下。谢谢，2017-9-17 07:54 - 405234960 - Gauss专版

Adjusted empirical likelihood for long-memory time-series models
1 个回复 - 492 次查看【作者(必填)】 Ramadha D. Piyadi Gamage, Wei Ning & Arjun K. Gupta 【文题(必填)】 Adjusted empirical likelihood for long-memory time-series models 【年份(必填)】 2016 【全文链接或数据库名称(选填 ...2017-10-16 17:44 - 肖恩同学 - 求助成功区

Comparison of ARIMA, neural networks and hybrid models in time series
2 个回复 - 622 次查看【作者(必填)】Atilla Aslanargun , Mammadagha Mammadov , Berna Yazici & Senay Yolacan 【文题(必填)】Comparison of ARIMA, neural networks and hybrid models in time series: tourist arrival forecastin ...2014-3-29 16:07 - 鬼鬼2046 - 求助成功区

求：《Time Series and Dynamic Models 》
2 个回复 - 841 次查看 ~ Christian Gourieroux (作者), Alain Monfort (作者), Peter C.B. Phillips (丛书主编), Eric Ghysels (丛书主编),Richard J. Smith (丛书主编), Giampiero M. Gallo (译者) [*]出版社: Cambridge Universi ...2014-3-18 10:03 - 唐宋元清 - 求助成功区

Gauss:nonlinear time series models in empirical finance
12 个回复 - 8855 次查看本帖最后由 xuehe 于 2011-12-8 21:34 编辑是Franse 的教材.相关的gauss程序.上传太慢了,找个别的时间再传.2006-9-30 10:41 - wang_hc - Gauss专版

求助 Non-Linear Time Series Models in Empirical Finance 对应的数据与gauss程序。
0 个回复 - 620 次查看 [*]Data and software used in the book Non-Linear Time Series Models in Empirical Finance, by Philip Hans Franses and Dick van Dijk [/backcolor] [/backcolor] [/backcolor]之前，还能下载这些数据与 ...2017-6-17 01:28 - jackylee2010 - 文献求助专区

Hidden Markov Models for Time Series：An Introduction Using R
26 个回复 - 6418 次查看 2014-11-29 22:48 - shiziz1989 - R语言论坛

Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models
1 个回复 - 669 次查看【作者(必填)】 Eric Hillebrand[/backcolor] & Marcelo C. Medeiros[/backcolor] 【文题(必填)】 Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models【年份(必填)】 2016 【全文链接或数 ...2016-12-24 16:36 - internet.hzx - 求助成功区

求助，关于参数估计的，Estimation of Parameters in Time-Series Regression Models
6 个回复 - 858 次查看【作者(必填)】Durbin 【文题(必填)】Estimation of Parameters in Time-Series Regression Models 【年份(必填)】1960 【全文链接或数据库名称(选填)】JSTOR 麻烦哪位好心人帮帮忙，最近在看Durbin的一 ...2016-11-11 21:54 - 孤峰傲雪 - 求助成功区

SYSTEM IDENTIFICATION with MATLAB. Non Linear Models, ODEs and Time Series (2016
15 个回复 - 2302 次查看 SYSTEM IDENTIFICATION with MATLAB. Non Linear Models, ODEs and Time Series by Marvin L. In System Identification Toolbox software, MATLAB represents linear systems as model objects. Model o ...2016-10-30 11:31 - cmwei333 - MATLAB等数学软件专版

求Estimation of semivarying coefficient time series models with ARMA errors
2 个回复 - 1006 次查看【作者(必填)】Huang Lei, Yingcun Xia, and Xu Qin 【文题(必填)】Estimation of semivarying coefficient time series models with ARMA errors 【年份(必填)】2016 【全文链接或数据库名称(选填)】 [ ...2016-8-15 18:00 - weilinhy - 求助成功区

Markov Switching Time Series Models
1 个回复 - 1565 次查看【作者(必填)】 [*]Jürgen Franke 【文题(必填)】Markov Switching Time Series Models 【年份(必填)】Handbook of Statistics Volume 30, 2012, Pages 99–122 【全文链接或数据库名称(选填)】http:/ ...2014-7-11 23:00 - nkky2011 - 求助成功区

求wiely文献一篇AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL
1 个回复 - 628 次查看【作者(必填)】 C. W. J. Granger and Roselyne Joyeux 【文题(必填)】AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 【年份(必填)】1980 【全文链接或数据库名称(选 ...2016-7-11 17:49 - mgymgy - 求助成功区

请问哪位有Time Series Models for Business and Economic Forecasting ？十分感谢
5 个回复 - 3852 次查看谢谢大家了2008-11-4 17:46 - bluesundy - 文献求助专区

Price Risk in Supply Equations: An Application of GARCH Time-Series Models to th
1 个回复 - 655 次查看【作者(必填)】Hollt and Aradhyula 【文题(必填)】Price Risk in Supply Equations: An Application of GARCH Time-Series Models to the U. S. Broiler Market 【年份(必填)】1990 【全文链接或数据库名称( ...2016-4-20 17:16 - yangnay - 求助成功区

Forecasting electricity spot prices using time-series models with
1 个回复 - 557 次查看【作者(必填)】Marie Bessec, Julien Fouquau, Sophie Meritet 【文题(必填)】Forecasting electricity spot prices using time-series models with a double temporal segmentation 【年份(必填)】2016 【 ...2016-4-13 14:50 - dliangfranklin - 求助成功区

Change-Point Detection with Rank Statistics in Long-Memory Time-Series Models
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