The following pages link to (Q5478309):
Displaying 50 items.
- Thick Pen Transformation for Time Series (Q3100683) (← links)
- Assessing the association between two spatial or temporal sequences (Q3183853) (← links)
- Fitting Stochastic Volatility Models in the Presence of Irregular Sampling via Particle Methods and the EM Algorithm (Q3552853) (← links)
- A pairs trading strategy based on linear state space models and the Kalman filter (Q4554227) (← links)
- Testing autocorrelation and partial autocorrelation: Asymptotic methods versus resampling techniques (Q4638776) (← links)
- Bandt-Pompe symbolization dynamics for time series with tied values: A data-driven approach (Q4683675) (← links)
- (Q4840215) (← links)
- (Q4884570) (← links)
- Spatio-Spectral Mixed-Effects Model for Functional Magnetic Resonance Imaging Data (Q4916493) (← links)
- Extending the State-Space Model to Accommodate Missing Values in Responses and Covariates (Q4916939) (← links)
- Using temporal variability to improve spatial mapping with application to satellite data (Q4932237) (← links)
- Identifying ecosystem patterns from time series of anchovy (<i>Engraulis ringens</i>) and sardine (<i>Sardinops sagax</i>) landings in northern Chile (Q4960651) (← links)
- Real-time covariance estimation for the local level model (Q4979095) (← links)
- Model Error Estimation Using the Expectation Maximization Algorithm and a Particle Flow Filter (Q4995119) (← links)
- Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models (Q4997703) (← links)
- Nonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovations (Q5034164) (← links)
- Detection of excessive activities in time series of graphs (Q5036975) (← links)
- The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance (Q5062351) (← links)
- Analysis of nonlinear state space model with dependent measurement noises (Q5078098) (← links)
- Parametrizations, weights, and optimal prediction (Q5079449) (← links)
- Signal discrimination without denoising (Q5082845) (← links)
- Nonlinear semiparametric AR(1) model with skew-symmetric innovations (Q5084929) (← links)
- Kullback-Leibler divergence to evaluate posterior sensitivity to different priors for autoregressive time series models (Q5085931) (← links)
- Generalized autoregressive and moving average models: multicollinearity, interpretation and a new modified model (Q5107425) (← links)
- (Q5120598) (← links)
- Some applications of nonlinear and non-Gaussian state–space modelling by means of hidden Markov models (Q5124974) (← links)
- A wavelet-based time-varying autoregressive model for non-stationary and irregular time series (Q5127101) (← links)
- Ensemble Kalman Methods for High-Dimensional Hierarchical Dynamic Space-Time Models (Q5130628) (← links)
- (Q5134555) (← links)
- (Q5134834) (← links)
- Optomechanical parameter estimation (Q5141584) (← links)
- Application of shrinkage estimation in linear regression models with autoregressive errors (Q5222289) (← links)
- Hierarchical spatially varying coefficient and temporal dynamic process models using<tt>spTDyn</tt> (Q5222376) (← links)
- Annular swirling liquid layer with a hollow core (Q5227040) (← links)
- Recursive estimation in piecewise affine systems using parameter identifiers and concurrent learning (Q5382990) (← links)
- Time‐series clustering via quasi <i>U</i>‐statistics (Q5397936) (← links)
- Statistical challenges in microrheology (Q5397947) (← links)
- Restricted Kalman filter applied to dynamic style analysis of actuarial funds (Q5414521) (← links)
- Editorial: Special issue on time series in the environmental sciences (Q5495679) (← links)
- Polynomial nonlinear spatio‐temporal integro‐difference equation models (Q5495680) (← links)
- Spatio‐temporal smoothing and EM estimation for massive remote‐sensing data sets (Q5495689) (← links)
- Mean shift testing in correlated data (Q5495695) (← links)
- An EM-based identification algorithm for a class of hybrid systems with application to power electronics (Q5499747) (← links)
- State space Markov switching models using wavelets (Q5881689) (← links)
- Understanding the Ensemble Kalman Filter (Q5884466) (← links)
- Estimation and forecasting of long memory stochastic volatility models (Q6039116) (← links)
- A Bayesian hierarchical model for forecasting intermountain snow dynamics (Q6090040) (← links)
- Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations (Q6090953) (← links)
- Bayesian circular lattice filters for computationally efficient estimation of multivariate time-varying autoregressive models (Q6113744) (← links)
- Maximum likelihood estimation of the multivariate hidden dynamic geostatistical model with application to air quality in Apulia, Italy (Q6139162) (← links)
