Introduction to Modern Time Series Analysis
By G. Kirchgässner, Jürgen Wolters, Uwe Hassler. 2007
485 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/df121bfd1154665b673788f11a30edf8702f44fc
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In Economics and Econometrics
Citations in the corpus
- Time series forecasting for nonlinear and non-stationary processes: a review and comparative study (2015, background): “Most commonly, nonstationary behavior is attributed to specific deterministic and stochastic trends in the moments (Kirchgassner et al., 2013).”
- Quantitative approaches in climate change ecology (2011, background): “Interested readers should refer to Kirchgässner & Wolters (2007) for an introduction to cointegration methods accessible to ecologists.”
- Sequential Click Prediction for Sponsored Search with Recurrent Neural Networks (2014, background): “I R ] 2 8 Ju l 2 01 4 time series analysis (Kirchgassner, Wolters, and Hassler 2012; Box, Jenkins, and Reinsel 2013) usually focused on modeling trends or periodic patterns in data series.”
- Exploring Interpretable LSTM Neural Networks over Multi-Variable Data (2019, background): “Second, variables also present different temporal relevance to the target one (Kirchgässner et al., 2012).”