Fractionally Cointegrated Vector Autoregression Model of Spread Estimation for Metals.

Olena Liashenko Tetyana Kravets Olha Bobro

Published in: ACIT (2020)

Keyphrases

high level
statistical model
bayesian networks
management system
closed form
estimation algorithm
database
neural network
decision trees
computational model
sensitivity analysis
bayesian framework
simulation model
prediction model
semi parametric