The following pages link to astsa (Q22958):
Displaying 50 items.
- Computable infinite-dimensional filters with applications to discretized diffusion processes (Q855688) (← links)
- Estimation of parameterized spatio-temporal dynamic models (Q861225) (← links)
- Computing observation weights for signal extraction and filtering (Q951360) (← links)
- Missing observation analysis for matrix-variate time series data (Q952850) (← links)
- Analyzing spatial ecological data using linear regression and wavelet analysis (Q954696) (← links)
- A structural model with interventions for New Zealand sawn timber production (Q955451) (← links)
- Time-dependent frequency domain principal components analysis of multichannel non-stationary signals (Q959318) (← links)
- An improved Akaike information criterion for state-space model selection (Q959349) (← links)
- Boosting nonlinear additive autoregressive time series (Q961660) (← links)
- Learning mixture models via component-wise parameter smoothing (Q962310) (← links)
- Note on optimization of individual psychotherapeutic processes (Q972245) (← links)
- Exploring the dynamics of dyadic interactions via hierarchical segmentation (Q985442) (← links)
- A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process (Q993808) (← links)
- Smoothing spline ANOPOW (Q993825) (← links)
- Discrete minimax designs for regression models with autocorrelated MA errors (Q997287) (← links)
- Interpolating fields of carbon monoxide data using a hybrid statistical-physical model (Q999657) (← links)
- Nonparametric spectral analysis with applications to seizure characterization using EEG time series (Q999670) (← links)
- Estimation of the disturbance structure from data using semidefinite programming and optimal weighting (Q1000801) (← links)
- Further investigation into restricted Kalman filtering (Q1003434) (← links)
- Shrinkage estimation in the frequency domain of multivariate time series (Q1006672) (← links)
- A mixed filter algorithm for cognitive state estimation from simultaneously recorded continuous and binary measures of performance (Q1008384) (← links)
- Computational techniques for spatial logistic regression with large data sets (Q1019998) (← links)
- One-step approximations for detecting regime changes in the state space model with application to the influenza data (Q1023561) (← links)
- Modelling residuals dependence in dynamic life tables: a geostatistical approach (Q1023647) (← links)
- Multiscale spectral analysis for detecting short and long range change points in time series (Q1023672) (← links)
- Assessing influence in Gaussian long-memory models (Q1023794) (← links)
- Observation-driven generalized state space models for categorical time series (Q1041704) (← links)
- Estimation of trend in state-space models: asymptotic mean square error and rate of convergence (Q1043710) (← links)
- Time series analysis of particle tracking data for molecular motion on the cell membrane (Q1048276) (← links)
- Structural break estimation of noisy sinusoidal signals (Q1048811) (← links)
- Centered and non-centered principal component analyses in the frequency domain (Q1049188) (← links)
- Functional semiparametric partially linear model with autoregressive errors (Q1049535) (← links)
- On the integral with respect to the tensor product of two random measures (Q1049543) (← links)
- Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm (Q1085933) (← links)
- Extensions of estimation methods using the EM algorithm (Q1176713) (← links)
- Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method (Q1202452) (← links)
- The kriged Kalman filter. (With discussion) (Q1305249) (← links)
- otsfeatures (Q1334145) (← links)
- ctsfeatures (Q1334148) (← links)
- Combining multiple time series predictors: A useful inferential procedure (Q1400134) (← links)
- Time-frequency clustering and discriminant analysis. (Q1423186) (← links)
- Likelihood inference in BL-GARCH models (Q1424647) (← links)
- Online prediction of Berlin single-family house prices (Q1424656) (← links)
- The spectral envelope and its applications. (Q1431184) (← links)
- Discriminant analysis of multivariate time series: application to diagnosis based on ECG signals (Q1615213) (← links)
- Use of wavelets techniques to discriminate between explosions and natural earthquakes (Q1619580) (← links)
- Analysis of the Lehman Brothers collapse and the flash crash event by applying wavelets methodologies (Q1620593) (← links)
- Design of measurement difference autocovariance method for estimation of process and measurement noise covariances (Q1640708) (← links)
- How Gaussian mixture models might miss detecting factors that impact growth patterns (Q1647605) (← links)
- Stochastic simulation of predictive space-time scenarios of wind speed using observations and physical model outputs (Q1647628) (← links)
