نتایج جستجو برای: general autoregressive conditional heteroskedastic

تعداد نتایج: 783460  

Journal: :فلسفه و کلام 0

it is well-known that “casual conditional” in islamic logics has been used with two meanings: “specific conditional” and “general conditional”. however, viewing the works of the muslim logicians, we find out that these two meanings of “casual conditional” have been interpreted in two various ways: each of the general and specific conditionals is sometimes interpreted as the condition of “non-ne...

Iran economy is a dependent economy on exogenous factor of oil revenues and as Iran economy is governmental condition, the production quantity depends on this exogenous factor and always has lots of fluctuations. As lack of fluctuation in production quantity and its continuum growth form the increase in profitability expectation of private investment, this article reviews the effective factors...

Journal: :Journal of evaluation in clinical practice 2011
John L Moran Patricia J Solomon

RATIONALE Time series analysis has seen limited application in the biomedical Literature. The utility of conventional and advanced time series estimators was explored for intensive care unit (ICU) outcome series. METHODS Monthly mean time series, 1993-2006, for hospital mortality, severity-of-illness score (APACHE III), ventilation fraction and patient type (medical and surgical), were genera...

1999
Robert F. ENGLE Simone MANGANELLI

Value at risk (VaR) is the standard measure of market risk used by financial institutions. Interpreting the VaR as the quantile of future portfolio values conditional on current information, the conditional autoregressive value at risk (CAViaR) model specifies the evolution of the quantile over time using an autoregressive process and estimates the parameters with regression quantiles. Utilizin...

2015
Jurgen A. Doornik Marius Ooms

It is shown empirically that mixed autoregressive moving average regression models with generalized autoregressive conditional heteroskedasticity (Reg-ARMA-GARCH models) can have multimodality in the likelihood that is caused by a dummy variable in the conditional mean. Maximum likelihood estimates at the local and global modes are investigated and turn out to be qualitatively different, leadin...

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