Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 80, No. 5 (2018), pp. 975-993 (19 pages) Estimating conditional quantiles of financial time series is essential for ...
This is the twelfth in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...
Environmental epidemiologists often encounter time series data in the form of discrete or other nonnormal outcomes; for example, in modeling the relationship between air pollution and hospital ...
1. Difference Equations -- 2. Lag Operators -- 3. Stationary ARMA Processes -- 4. Forecasting -- 5. Maximum Likelihood Estimation -- 6. Spectral Analysis -- 7 ...
Emily Norris is the managing editor of Traders Reserve; she has 10+ years of experience in financial publishing and editing and is an expert on business, personal finance, and trading. Thomas J ...
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