Long-memory dynamic tobit models
Article Abstract:
Concept of Markov chain Monte Carlo, a long-memory dynamic tobit model, which is a censored form of the Gaussian autoregressive moving average model, is analyzed. Two types of time series of the model and the significance of the model structure is explained.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2006
United States, Hong Kong, Usage, Evaluation, Gaussian processes
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2006
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Forecast evaluatoin tests in the presence of ARCH
Article Abstract:
testing adjustments are suggested for forecast errors which exhibit autoregressive conditional heteroscedasticity.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 1999
United Kingdom, Science & research, Testing, Economic forecasting
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 1999
User Contributions:
Comment about this article or add new information about this topic:
Subjects list: Models, Autoregression (Statistics)
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