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Early warnings indicators of financial crises via auto regressive moving average models.
Davide Faranda
Flavio Maria Emanuele Pons
Eugenio Giachino
Sandro Vaienti
Bérengère Dubrulle
Published in:
Commun. Nonlinear Sci. Numer. Simul. (2015)
Keyphrases
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moving average
autoregressive
non stationary
state space model
random field models
exponential smoothing
random fields
linear model
arima model
image segmentation
co occurrence
frequency domain
maximum entropy
arma model