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Professor Mike West: Structured Dynamic Graphical Models & Scaling Multivariate Time Series

Lecture notes in statistics, New York. In this study, estimates of missing values for bilinear time series models with normally distributed innovations were derived by minimizing the h-steps-ahead dispersion error. For comparison purposes, missing value estimates based on artificial neural network ANN and exponential smoothing EXP techniques were also obtained.

Higher Order Moments, Spectral and Bispectral Density Functions for INAR(1)

Simulated data was used in the study. In each sample, artificial missing observations were created at data positions 48, and and estimated using these methods.


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University of Paris South and the Mathematisch Cen trum. Ams terdam. Skriv anmeldelse.

Robustness of Forecasting for Autoregressive Time Series with Bilinear Distortions

Betal med gavekort her. Om Introduction to Bispectral Analysis and The theory of time series models has been well developed over the last thirt,y years.


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