Image de couverture de livre

Nonparametric Time Series Analysis of the Conditional Mean and Volatility Functions for the COP/USD Exchange Rate Returns

Fuente: Redalyc

Enregistré dans:

Détails bibliographiques
Auteur principal:	SANTIAGO GALLÓN
Format:	Artículo científico
Langue:	en
Publié:	Universidad Nacional de Colombia 2010
Sujets:	Física, Astronomía y Matemáticas Time series analysis Nonlinear time series Nonparametric regression Local polynomial regression Variance function estimation
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Asymptotic Analysis and Identifiability in Time-Series Econometrics for Traffic-Flow Optimization in Rwanda
par: Muhizi, Kabuga, et autres
Publié: (2003)

THE IMPACT OF MINIMUM WAGE ON THE LABOUR MARKET OF LITHUANIA
par: Vita Karpuškienė
Publié: (2011)

Climate Variability and Avian Cholera Transmission in Guangxi, China
par: Qin HY
Publié: (2017)

Response Surface Analysis: A Tutorial for Examining Linear and Curvilinear Effects
par: Antonio Carlos Rodrigues
Publié: (2021)

Trend change estimation for interrupted time series with heteroscedastic and autocorrelated errors: application in syphilis occurrences in Brazil
par: Eniuce Menezes de Souza
Publié: (2022)

Current research on profile monitoring
par: William H. Woodall
Publié: (2007)

Estimate of the Functional Size in the Requirements Elicitation
par: Mabel Bertolami
Publié: (2005)

¿Aleatoriedad o determinismo no lineal? Análisis de series temporales de contaminantes atmosféricos urbanos
par: J.H. Lucio
Publié: (2006)

Leachate Treatment via TiO2/UV Heterogeneous Photocatalysis: A Multiple Polynomial Regression Model
par: Dorance Becerra-Moreno
Publié: (2023)

A comparative study of forecasting methods using real-life econometric series data
par: Cláudia Eliane da Matta
Publié: (2021)

Partitions of normalised multiple regression equations for datum transformations
par: Andrew Carey Ruffhead
Publié: (2022)

IntegralGP: Volumetric estimation of subterranean geochemical properties in mineral deposits by fusing assay data with different spatial supports
par: Chlingaryan, Anna, et autres
Publié: (2025)

A unified integral interpretation of thermal analysis data
par: J. I. Carrero-Mantilla
Publié: (2016)

CTG GPU Benchmark Pipeline: Transformer-Based Fetal Monitoring Models with Reproducible Python Scripts
par: Ferhat Karataş
Publié: (2025)

Methods for Evaluating Econometric Models and Their Importance in Analyzing Economic Processes
par: Xolmuhammadova, Sabrina
Publié: (2026)

Testing Linearity against a Univariate TAR Specification in Time Series with Missing Data
par: Fabio H. Nieto
Publié: (2011)

A nonlinear time-series prediction methodology based on neural networks and tracking signals
par: Natália Maria Puggina Bianchesi
Publié: (2022)

Hurst Parameter Estimation Using Artificial Neural Networks
par: S. Ledesma-Orozco
Publié: (2011)

Assessing the loss due to working in the informal sector in Venezuela
par: Josefa Ramoni
Publié: (2016)

Low Latency Stand Alone Compute-Efficient Forecasting of Marine Engine Time Series Data
par: Reddy, Y. Harsha Vardhana, et autres
Publié: (2026)

Variation in the composition and structure of tropical savannas as a function of rainfall and soil texture along a large-scale climatic gradient in the Northern Territory, Australia
par: Williams R., Duff G., Browman D. & Cook, G
Publié: (1996)

Dataset for Functional Mitral Regurgitation Analysis Using Granger Causality
par: Apetrei (Eotvos), Csilla-Andrea, et autres
Publié: (2026)

Initial application of nonlinear regression models to assess biological self-purification capacity in Vung Ro Bay (Phu Yen)
par: Nguyen, Huu Huan, et autres
Publié: (2018)

Certain integrals involving generalized Mittag-Leffler type functions
par: Sirazul Haq
Publié: (2022)

Experimental Data for Nonlinear Time Series Forecasting via Recurrent Neural Network Optimized by Ising Machine
par: Li, Zipeng, et autres
Publié: (2025)

Estimation of biological power functions from group measurements
par: Cammen, L. M
Publié: (1980)

Proposal of a methodology to calculate propagation of a variable statistical error (VEE): applications to well log data and thermocronologic dating
par: Hely Saúl Socorro Mac-Quhae
Publié: (2017)

RESULTS ON THE UNIQUENESS OF DIFFERENCE POLYNOMIALS OF ENTIRE FUNCTIONS
par: HUA WANG
Publié: (2015)

Multilevel Regression Analysis for System Reliability in Nigerian Industrial Machinery Fleets: A Replication Study
par: Ifeakai, Okechukwu, et autres
Publié: (2003)

Multilevel Regression Analysis for Evaluating Risk Reduction in Nigerian Manufacturing Plants Systems,
par: Ayodeji, Olamilekan, et autres
Publié: (2009)

Nonparametric Double EWMA Control Chart for Process Monitoring
par: Muhammad Riaz
Publié: (2016)

Prediction of body image dissatisfaction in university students by multivariate statistical methods
par: Vinícius Rodrigues Arruda Pinto
Publié: (2019)

An Iterative Method for Curve Adjustment Based on Optimization of a Variable and its Application
par: Rogelio Acosta
Publié: (2014)

Reporting of statistical regression analyses in Biomédica: A critical assessment review
par: Julián Alfredo Fernández-Niño
Publié: (2018)

Applying regression models with skew-normal errors to the height of bedding plants of Stevia rebaudiana (Bert) Bertoni
par: Terezinha Aparecida Guedes
Publié: (2014)

Multifractal analysis of air pollutants time series
par: A. Muñoz Diosdado
Publié: (2013)

The problem of quantifying the reversibility and efficiency of the cardiac cycle based on the analysis of cardiac interbeat time series
par: A. Muñoz-Diosdado
Publié: (2012)

Allometric equations for total aboveground dry biomass and carbon content of Pinus occidentalis trees
par: Santiago Wigberto Bueno-López
Publié: (2019)

Bi-variate Wavelet Autoregressive Model for Multi-step-ahead Forecasting of Fish Catches
par: Nibaldo Rodriguez
Publié: (2015)

Family sociodemographic factors and cybervictimization in Primary Education
par: Leticia López-Castro
Publié: (2023)