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Search for publications relevant for "autoregressive process"
autoregressive process
Publication
Class
Person
Publication
Programmes
publication
Testing the stability of the functional autoregressive process
2010 |
Faculty of Mathematics and Physics
publication
On geometric ergodicity and prediction in non-negative non-linear autoregressive processes
2004 |
Publication without faculty affiliation
publication
On calculation of stationary density of autoregressive processes
2000 |
Faculty of Mathematics and Physics, Central Library of Charles University
publication
Extrapolations in non-linear autoregressive processes
1999 |
Faculty of Mathematics and Physics
publication
Extrapolation in some nonlinear autoregressive processes
1998 |
Faculty of Mathematics and Physics
publication
A Contribution to Bootstrapping Autoregression Processes
1995 |
Publication without faculty affiliation
publication
Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatility
Publication without faculty affiliation
publication
On Change Detection in Stationary Vector Autoregressive Processes
2011 |
Faculty of Mathematics and Physics
publication
Autoregressive processes with time dependent parameters
1999 |
Faculty of Mathematics and Physics
publication
On a method of estimating parameters in non-negative multivariate autoregressive processes
1999 |
Faculty of Mathematics and Physics
publication
Change point detection in vector autoregression
2018 |
Faculty of Mathematics and Physics
publication
Autoregressive causal relation: Digital filtering approach to causality measures in frequency domain
2013 |
Faculty of Arts
publication
VaR Forecasting in Times of Increased Volatility
2011 |
Faculty of Mathematics and Physics, Faculty of Social Sciences
publication
Some notes concerning prediction in AR processes
2001 |
Faculty of Mathematics and Physics
publication
Robust Recursive Methods in Time Series
2009 |
Faculty of Mathematics and Physics
publication
On Testing Changes in Parameters of an Autoregressive Model
2009 |
Faculty of Mathematics and Physics
publication
On Testing Changes in Autoregressive Parameters of a VAR Model
2013 |
Faculty of Mathematics and Physics
publication
Does money help predict inflation? An empirical assessment for Central Europe
2011 |
Publication without faculty affiliation
publication
On Tail Dependence and Multifractality
2020 |
Publication without faculty affiliation
publication
Evolution of low flows in Czechia revisited
2015 |
Faculty of Science