Bilaketaren emaitzak - "tuning parameter choice"
Proposatutako topikoa bilaketarako iradokizunak
Proposatutako topikoa bilaketarako iradokizunak
- Bayesian inference 1
- HB1-3840 1
- Mallows criterion 1
- Markov process 1
- Markov-Chain Monte Carlo 1
- TVAR models 1
- Tukey’s power transformation 1
- affine term structure models 1
- asset price bubbles 1
- bic Book Industry Communication::K Economics, finance, business & management 1
- bond risk premia 1
- deviance information criterion 1
- explosive regimes 1
- forecast comparisons 1
- linear programming estimator 1
- model averaging 1
- model selection 1
- multivariate nonlinear time series 1
- n/a 1
- nonlinear nonnegative autoregression 1
- probability integral transform 1
- realized volatility 1
- risk prices 1
- shrinkage 1
- stationarity 1
- steady state distributions 1
- stochastic conditional duration 1
- threshold 1
- threshold auto-regression 1
- tuning parameter choice 1
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