FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3146501511> ?p ?o ?g. }

• W3146501511 endingPage "230" @default.
• W3146501511 startingPage "207" @default.
• W3146501511 abstract "Models characterized by autoregressive structure and random coefficients are powerful tools for the analysis of high-frequency, high-dimensional and volatile time series. The available literature on such models is broad, but also sector-specific, overlapping, and confusing. Most models focus on one property of the data, while much can be gained by combining the strength of various models and their sources of heterogeneity. We present a structured overview of the literature on autoregressive models with random coefficients. We describe hierarchy and analogies among models, and for each we systematically list properties, estimation methods, tests, software packages and typical applications." @default.
• W3146501511 created "2021-04-13" @default.
• W3146501511 creator A5064621784 @default.
• W3146501511 creator A5065534941 @default.
• W3146501511 creator A5082975299 @default.
• W3146501511 date "2021-04-05" @default.
• W3146501511 modified "2023-10-17" @default.
• W3146501511 title "Random autoregressive models: A structured overview" @default.
• W3146501511 cites W1540114513 @default.
• W3146501511 cites W1570396618 @default.
• W3146501511 cites W1576326745 @default.
• W3146501511 cites W1587264817 @default.
• W3146501511 cites W1615939958 @default.
• W3146501511 cites W1668498094 @default.
• W3146501511 cites W1858374721 @default.
• W3146501511 cites W1901618316 @default.
• W3146501511 cites W1947880883 @default.
• W3146501511 cites W1950629566 @default.
• W3146501511 cites W1963626436 @default.
• W3146501511 cites W1964733608 @default.
• W3146501511 cites W1978775682 @default.
• W3146501511 cites W1979575715 @default.
• W3146501511 cites W1979910334 @default.
• W3146501511 cites W1986507735 @default.
• W3146501511 cites W1995830780 @default.
• W3146501511 cites W1996934032 @default.
• W3146501511 cites W1997848258 @default.
• W3146501511 cites W1999996900 @default.
• W3146501511 cites W2000915990 @default.
• W3146501511 cites W2000993426 @default.
• W3146501511 cites W2001634312 @default.
• W3146501511 cites W2003365524 @default.
• W3146501511 cites W2003507053 @default.
• W3146501511 cites W2004394116 @default.
• W3146501511 cites W2007867145 @default.
• W3146501511 cites W2008020559 @default.
• W3146501511 cites W2009729438 @default.
• W3146501511 cites W2009884417 @default.
• W3146501511 cites W2010953554 @default.
• W3146501511 cites W2014378975 @default.
• W3146501511 cites W2017510193 @default.
• W3146501511 cites W2020144728 @default.
• W3146501511 cites W2023970056 @default.
• W3146501511 cites W2024130913 @default.
• W3146501511 cites W2025610165 @default.
• W3146501511 cites W2027382631 @default.
• W3146501511 cites W2027989286 @default.
• W3146501511 cites W2028725248 @default.
• W3146501511 cites W2029099602 @default.
• W3146501511 cites W2034301206 @default.
• W3146501511 cites W2034394643 @default.
• W3146501511 cites W2034542285 @default.
• W3146501511 cites W2036195655 @default.
• W3146501511 cites W2038532793 @default.
• W3146501511 cites W2038551033 @default.
• W3146501511 cites W2038612832 @default.
• W3146501511 cites W2040424755 @default.
• W3146501511 cites W2040953615 @default.
• W3146501511 cites W2041925384 @default.
• W3146501511 cites W2043071382 @default.
• W3146501511 cites W2043217593 @default.
• W3146501511 cites W2043363995 @default.
• W3146501511 cites W2043988807 @default.
• W3146501511 cites W2048901093 @default.
• W3146501511 cites W2053280316 @default.
• W3146501511 cites W2053625815 @default.
• W3146501511 cites W2054384520 @default.
• W3146501511 cites W2056186894 @default.
• W3146501511 cites W2060321742 @default.
• W3146501511 cites W2062430448 @default.
• W3146501511 cites W2065260397 @default.
• W3146501511 cites W2067188358 @default.
• W3146501511 cites W2072472224 @default.
• W3146501511 cites W2074980994 @default.
• W3146501511 cites W2077191212 @default.
• W3146501511 cites W2083620364 @default.
• W3146501511 cites W2086711750 @default.
• W3146501511 cites W2088943591 @default.
• W3146501511 cites W2090353547 @default.
• W3146501511 cites W2092226375 @default.
• W3146501511 cites W2092833922 @default.
• W3146501511 cites W2093959759 @default.
• W3146501511 cites W2094929800 @default.
• W3146501511 cites W2097771779 @default.
• W3146501511 cites W2097856579 @default.
• W3146501511 cites W2101772438 @default.
• W3146501511 cites W2107715285 @default.
• W3146501511 cites W2114749242 @default.
• W3146501511 cites W2118797768 @default.
• W3146501511 cites W2126777183 @default.
• W3146501511 cites W2127026381 @default.
• W3146501511 cites W2128693036 @default.
• W3146501511 cites W2132250850 @default.
• W3146501511 cites W2134595685 @default.
• W3146501511 cites W2135165016 @default.
• W3146501511 cites W2136337148 @default.
• W3146501511 cites W2143715555 @default.
• W3146501511 cites W2146057074 @default.

• next