CHANT 发表于 2025-3-23 11:08:24

http://reply.papertrans.cn/47/4635/463438/463438_11.png

FER 发表于 2025-3-23 17:35:43

Method for Constructing a Distribution-Free Index,with time-varying variations around the mean value, and a time series with both a moving mean value and changing waveforms around the mean value. First, we briefly review nonstationary time series modeling, such as trend estimation, time-varying variance modeling, seasonal adjustment modeling, and n

上腭 发表于 2025-3-23 20:01:58

http://reply.papertrans.cn/47/4635/463438/463438_13.png

GEST 发表于 2025-3-23 22:52:15

Application to Financial and Economic Time Series Data,ontributions. Highlighting the current sequential financial crises, the applications focus primarily on credit default swap (CDS) markets, which often have heavy-tailed spread distributions. The first application detects that the European debt crisis has already spilled over worldwide in terms of so

saphenous-vein 发表于 2025-3-24 03:02:32

https://doi.org/10.1007/978-4-431-55276-5Financial market; Non-Gaussian; Nonstationary; State-space modeling; Time series; Time-varying system

libertine 发表于 2025-3-24 09:10:04

http://reply.papertrans.cn/47/4635/463438/463438_16.png

Detonate 发表于 2025-3-24 13:30:17

http://reply.papertrans.cn/47/4635/463438/463438_17.png

西瓜 发表于 2025-3-24 16:59:33

Indexation and Causation of Financial Markets978-4-431-55276-5Series ISSN 2191-544X Series E-ISSN 2191-5458

厚脸皮 发表于 2025-3-24 21:06:25

http://reply.papertrans.cn/47/4635/463438/463438_19.png

命令变成大炮 发表于 2025-3-25 02:29:30

http://reply.papertrans.cn/47/4635/463438/463438_20.png
页: 1 [2] 3 4
查看完整版本: Titlebook: Indexation and Causation of Financial Markets; Yoko Tanokura,Genshiro Kitagawa Book 2015 The Author(s) 2015 Financial market.Non-Gaussian.