The following pages link to astsa (Q22958):
Displaying 50 items.
- A smooth block bootstrap for quantile regression with time series (Q1650073) (← links)
- Flexible integro-difference equation modeling for spatio-temporal data (Q1658447) (← links)
- A variational expectation-maximization algorithm for temporal data clustering (Q1658997) (← links)
- Adaptive spectral estimation for nonstationary multivariate time series (Q1659008) (← links)
- Flexible and efficient estimating equations for variogram estimation (Q1662314) (← links)
- Point process models for novelty detection on spatial point patterns and their extremes (Q1662930) (← links)
- The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms (Q1676610) (← links)
- The interval versions of the Kalman filter and the EM algorithm (Q1690839) (← links)
- Segmental dynamic factor analysis for time series of curves (Q1703840) (← links)
- Clustering nonlinear, nonstationary time series using BSLEX (Q1707055) (← links)
- Collaborative linear dynamical system identification by scarce relevant/irrelevant observations (Q1710964) (← links)
- Periodic dynamic factor models: estimation approaches and applications (Q1711582) (← links)
- Local linear estimation for spatial random processes with stochastic trend and stationary noise (Q1711619) (← links)
- Maximum likelihood identification of stable linear dynamical systems (Q1716471) (← links)
- Towards efficient maximum likelihood estimation of LPV-SS models (Q1716556) (← links)
- A quantitative insight into the dependence dynamics of the Kilauea and Mauna Loa volcanoes, Hawaii (Q1719823) (← links)
- Time-varying cointegration model using wavelets (Q1726797) (← links)
- Bayesian copula spectral analysis for stationary time series (Q1727902) (← links)
- Temporal variation and scale in movement-based resource selection functions (Q1731181) (← links)
- Emulator-assisted reduced-rank ecological data assimilation for nonlinear multivariate dynamical spatio-temporal processes (Q1731188) (← links)
- Bayesian inference in nonparametric dynamic state-space models (Q1731225) (← links)
- Trend and fractality assessment of Mexico's stock exchange (Q1733486) (← links)
- Exit dynamics of start-up firms: structural estimation using indirect inference (Q1754522) (← links)
- Downstream demand inference in decentralized supply chains (Q1755233) (← links)
- Insights into cell membrane microdomain organization from live cell single particle tracking of the ige high affinity receptor fc\(\varepsilon\)RI of mast cells (Q1758101) (← links)
- Regression theory for categorical time series (Q1764307) (← links)
- Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
- Prediction of extremal precipitation by quantile regression forests: from SNU multiscale team (Q1792636) (← links)
- Robust minimum information loss estimation (Q1800111) (← links)
- Asymptotic scaling laws for precision of parameter estimates in dynamical systems (Q1866665) (← links)
- Discriminant analysis for locally stationary processes (Q1882941) (← links)
- Robust wavelet estimation to eliminate simultaneously the effects of boundary problems, outliers, and correlated noise (Q1925574) (← links)
- Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling (Q1927099) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- Real-time stylistic prediction for whole-body human motions (Q1943050) (← links)
- MARM processes. II: The empirically-based subclass (Q1945605) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- Geostatistical modeling in the presence of interaction between the measuring instruments, with an application to the estimation of spatial market potentials (Q1951520) (← links)
- Structural shrinkage of nonparametric spectral estimators for multivariate time series (Q1951770) (← links)
- Dependent functional data (Q1952694) (← links)
- Incomplete time series prediction using max-margin classification of data with absent features (Q1958847) (← links)
- Post-'87 crash fears in the S\&P 500 futures option market (Q1969818) (← links)
- Forecasting of global market prices of major financial instruments (Q2004258) (← links)
- Book review of: R. H. Shumway and D. S. Stoffer, Time series analysis and its applications. With R examples. 2nd ed. (Q2006849) (← links)
- Sell or store? An ADP approach to marketing renewable energy (Q2011830) (← links)
- A new Levinson-Durbin based 2-D AR model parameter estimation method (Q2014183) (← links)
- An improved forecasting approach to reduce inventory levels in decentralized supply chains (Q2023923) (← links)
- Operator inference of non-Markovian terms for learning reduced models from partially observed state trajectories (Q2050562) (← links)
- Sequential change-point detection in a multinomial logistic regression model (Q2053415) (← links)
- Spectral PCA for MANOVA and data over binary trees (Q2062809) (← links)
