Pages that link to "Item:Q2968536"
From MaRDI portal
The following pages link to Time Series Analysis and Its Applications (Q2968536):
Displayed 50 items.
- On asymmetric regression models with allowance for temporal dependence (Q777843) (← links)
- Embedding and learning with signatures (Q830467) (← links)
- Prediction of extremal precipitation by quantile regression forests: from SNU multiscale team (Q1792636) (← links)
- Estimating variances in time series kriging using convex optimization and empirical BLUPs (Q2065314) (← links)
- Path and directionality discovery in individual dynamic models: a regularized unified structural equation modeling approach for hybrid vector autoregression (Q2066587) (← links)
- Bias reduction of a conditional maximum likelihood estimator for a Gaussian second-order moving average model (Q2068980) (← links)
- Input design for Bayesian frequency response identification via convex programming (Q2071919) (← links)
- Maximum likelihood estimation for uncertain autoregressive moving average model with application in financial market (Q2088780) (← links)
- Grouped spatial autoregressive model (Q2101387) (← links)
- A Bayesian approach for data-driven dynamic equation discovery (Q2102994) (← links)
- Constrained energy variation for change point detection (Q2125685) (← links)
- On the control of psychological networks (Q2141650) (← links)
- Expectation-maximization algorithm for bilinear systems by using the Rauch-Tung-Striebel smoother (Q2151878) (← links)
- Brain waves analysis via a non-parametric Bayesian mixture of autoregressive kernels (Q2157498) (← links)
- Spatio-temporal modeling of global ozone data using convolution (Q2195527) (← links)
- Statistical and probabilistic analysis of interarrival and waiting times of Internet2 anomalies (Q2220298) (← links)
- Crawling subsampling for multivariate spatial autoregression model in large-scale networks (Q2233551) (← links)
- K-sign depth: from asymptotics to efficient implementation (Q2242867) (← links)
- Identifying the recurrence of sleep apnea using a harmonic hidden Markov model (Q2247460) (← links)
- Testing discrete-valued time series for whiteness (Q2301074) (← links)
- Two-mode network autoregressive model for large-scale networks (Q2305985) (← links)
- Modeling dependence via copula of functionals of Fourier coefficients (Q2665795) (← links)
- Modelling informative time points: an evolutionary process approach (Q2666050) (← links)
- Finite-sample properties of estimators for first and second order autoregressive processes (Q2676880) (← links)
- Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series (Q2689595) (← links)
- On the rate of convergence of a deep recurrent neural network estimate in a regression problem with dependent data (Q2692553) (← links)
- Dynamic Energy Management (Q3296383) (← links)
- On the Parameter Estimation in the Schwartz-Smith’s Two-Factor Model (Q3305509) (← links)
- Book Reviews (Q4962458) (← links)
- Spatio-temporal microstructure of sprays: data science-based analysis and modelling (Q4964063) (← links)
- Scenario analysis for derivative portfolios via dynamic factor models (Q4991043) (← links)
- Robust statistical arbitrage strategies (Q4991081) (← links)
- A Note on Efficient Fitting of Stochastic Volatility Models (Q4997694) (← links)
- On strong consistency and asymptotic normality of one-step Gauss-Newton estimators in ARMA time series models (Q4999850) (← links)
- Data Breach CAT Bonds: Modeling and Pricing (Q5027907) (← links)
- (Q5054620) (← links)
- Nonparametric Anomaly Detection on Time Series of Graphs (Q5066461) (← links)
- Statistical finite elements for misspecified models (Q5073255) (← links)
- Statistical inference for ARMA time series with moving average trend (Q5078827) (← links)
- Half-spectral analysis of spatial-temporal data: The case study of Iranian daily wind speed data (Q5082880) (← links)
- Empirical study of robust estimation methods for PAR models with application to the air quality area (Q5085567) (← links)
- Time Series: a Data Analysis Approach Using R By Robert H. Shumway and David S. Stoffer. Published by Taylor & Francis Group, LLC, Boca Raton, London, New York, 2019. ISBN: 9780367221096 (Hardback) (Q5111859) (← links)
- Tests for conditional heteroscedasticity of functional data (Q5135320) (← links)
- Efficient Bayesian PARCOR approaches for dynamic modeling of multivariate time series (Q5135321) (← links)
- A MIXED BOND AND EQUITY FUND MODEL FOR THE VALUATION OF VARIABLE ANNUITIES (Q5157766) (← links)
- APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING (Q5157772) (← links)
- New developments in the forecasting of monthly overnight stays in the North Region of Portugal (Q5861456) (← links)
- Dynamic structural models with covariates for short-term forecasting of time series with complex seasonal patterns (Q5861566) (← links)
- A state-space approach to time-varying reduced-rank regression (Q5867576) (← links)
- Spectral Inference under Complex Temporal Dynamics (Q5881071) (← links)