Results 101 to 103 of about 222 (103)

Copula-based Bivariate Cointegration Model

Calcutta Statistical Association, Bulletin, 2019
This article focuses on a bivariate cointegrating model with non-normal errors. In particular, we propose a bivariate error distribution constructed using two non-identical marginals through a copula.
Nimitha John, N. Balakrishna
semanticscholar   +1 more source

A SIMULATION STUDY ON ESTIMATING TIME SERIES ARIMA MODELS BY SPLINES

, 2016
R. Alimohammadi
semanticscholar   +1 more source

Wavelet Decomposition for Time Series : Determining Input Model by Using mRMR Criterion

, 2014
Subanar Subanar, Abdurakhman Abdurakhman, B. Warsito   +2 more
semanticscholar   +1 more source