The following pages link to (Q3796553):
Displaying 31 items.
- SOME PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE SIMULTANEOUS SWITCHING AUTOREGRESSIVE MODEL (Q4892827) (← links)
- RISK HORIZON AND REBALANCING HORIZON IN PORTFOLIO RISK MEASUREMENT (Q4906529) (← links)
- Principal component analysis for interval‐valued observations (Q4969765) (← links)
- Exploratory factor analysis of large data matrices (Q4970225) (← links)
- Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals (Q4973952) (← links)
- On a new procedure for identifying a dynamic common factor model (Q5009653) (← links)
- Plausible Screening Using Functional Properties for Simulations with Large Solution Spaces (Q5060518) (← links)
- Gaussian determinantal processes: A new model for directionality in data (Q5073075) (← links)
- Nonparametric modeling via two-way mixed effects design (Q5083540) (← links)
- Records for time-dependent stationary Gaussian sequences (Q5109490) (← links)
- Ellipsoidal Methods for Adaptive Choice-Based Conjoint Analysis (Q5126603) (← links)
- Modelling comovements of economic time series: a selective survey (Q5148510) (← links)
- QUANTILE PERIODOGRAM AND TIME‐DEPENDENT VARIANCE (Q5176760) (← links)
- A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION (Q5285834) (← links)
- Sampling distributions associated with the multivariate <i>t</i> distribution (Q5313483) (← links)
- Censored time series analysis with autoregressive moving average models (Q5421218) (← links)
- Sufficient Dimension Reduction in Regressions Across Heterogeneous Subpopulations (Q5434733) (← links)
- Gaussian process emulators for spatial individual‐level models of infectious disease (Q5507371) (← links)
- Analyzing Multi‐environment Variety Trials Using Randomization‐Derived Mixed Models (Q5714628) (← links)
- STATIONARY PROCESSES WITH A FINITE NUMBER OF NON‐ZERO CANONICAL CORRELATIONS BETWEEN FUTURE AND PAST (Q5748783) (← links)
- A test for block circular symmetric covariance structure with divergent dimension (Q5881044) (← links)
- Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (Q6069863) (← links)
- TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES (Q6088686) (← links)
- A flexible predictive density combination for large financial data sets in regular and crisis periods (Q6090582) (← links)
- Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices (Q6103980) (← links)
- Behavior of Some Hypothesis Tests for the Covariance Matrix of High Dimensional Data (Q6107046) (← links)
- Discrimination of tomato plants under different irrigation regimes: analysis of hyperspectral sensor data (Q6139126) (← links)
- Block-diagonal test for high-dimensional covariance matrices (Q6169925) (← links)
- A similarity-based Bayesian mixture-of-experts model (Q6173564) (← links)
- Distributed optimal frequency control under communication packet loss in multi-agent electric energy systems (Q6175606) (← links)
- Fiducial confidence limits and prediction limits for a gamma distribution: Censored and uncensored cases (Q6179755) (← links)
