University of Bologna - Department of Statistics
Henderson filter, Trend estimation, Nearest Neighbour Bandwidth, Musgrave asymmetric
Frequency Domain Methods, Generalized linear models, Long Memory, Boosting
Stationary Gaussian processes, Non-parametric spectral estimation, White noise tests, Feature matching, Discriminant Analysis
generalized linear models, iteratively weighted least squares, frequency domain methods
Dynamic Quantiles, Score Driven Models, Risk Management
Generalised autocovariance, Spectral models, Whittle likelihood, Reparameterisation.
Robust statistics, Hogg function, M-estimator
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