The following pages link to (Q5663204):
Displaying 50 items.
- Statistical inference for panel dynamic simultaneous equations models (Q888331) (← links)
- Algebraic-coalgebraic recursion theory of history-dependent dynamical system models (Q890381) (← links)
- The Box-Jenkins Steiglitz-McBride algorithm (Q905798) (← links)
- Smoothness priors transfer function estimation (Q909631) (← links)
- A practical method for outlier detection in autoregressive time series modelling (Q911203) (← links)
- Dynamical methods for random processes recognition (Q913428) (← links)
- Globally optimized calibration of environmental models (Q922969) (← links)
- A spectral approach to simulating intrinsic random fields with power and spline generalized covariances (Q926012) (← links)
- A simple method for effective multi-site generation of stochastic hydrologic time series (Q954680) (← links)
- Transformation between type-2 TSK fuzzy systems and an uncertain Gaussian mixture model (Q973698) (← links)
- Linearity testing for fuzzy rule-based models (Q983052) (← links)
- Modelling and forecasting tourism from East Asia to Thailand under temporal and spatial aggregation (Q1005215) (← links)
- Interval predictor models: identification and reliability (Q1012735) (← links)
- Bootstrap prediction intervals for autoregressive time series (Q1019991) (← links)
- Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter (Q1020898) (← links)
- Forecasting binary longitudinal data by a functional PC-ARIMA model (Q1023652) (← links)
- Signal restoration in linear systems with trends. II (Q1027654) (← links)
- Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets (Q1038416) (← links)
- Estimation of trends and identification of time series dynamics in short observation sections (Q1040185) (← links)
- Preventive diagnosis of pulse power converter dynamics (Q1040506) (← links)
- The inverse partial correlation function of a time series and its applications (Q1050734) (← links)
- A maximum entropy criterion of filtering and coding for stationary autoregressive signals: Its physical interpretations and suggestions for its application to neural information transmission (Q1064982) (← links)
- On the functional optimization of a certain class of nonstationary spatial functions (Q1071475) (← links)
- On the errors-in-variables problem for time series (Q1076466) (← links)
- A dynamic factor model for the analysis of multivariate time series (Q1082768) (← links)
- On a criterion for the selection of models for stationary time series (Q1084820) (← links)
- ARMA identification (Q1089301) (← links)
- Zur Lösung der Yule-Walker-Gleichungen. (On the solution of the Yule- Walker equations) (Q1091067) (← links)
- Two-dimensional shallow water flow identification (Q1102791) (← links)
- An improved estimation method for univariate autoregressive models (Q1112521) (← links)
- Nonstationary time series identification (Q1116608) (← links)
- Two limit theorems on ARIMA models (Q1118905) (← links)
- Extending the temporal range of psychometric prediction by optimal linear filtering of mental test scores (Q1131820) (← links)
- How chaotic is chaos? Chaotic and other ''noisy'' dynamics in the frequency domain (Q1137557) (← links)
- Regions of autocorrelation coefficients and of their estimators in a stationary time series (Q1137846) (← links)
- Forecasting by exponential smoothing, the Box and Jenkins procedure and spectral analysis. A simulation study (Q1139928) (← links)
- Measuring deviations from stationarity (Q1140919) (← links)
- Maximum likelihood and prediction error methods (Q1143360) (← links)
- Data revisions with moving average seasonal adjustment procedures (Q1145458) (← links)
- Frequency domain versus time domain methods in system identification (Q1148269) (← links)
- An instrumental variable method for model order identification (Q1149933) (← links)
- On prediction of integrated moving average processes (Q1150229) (← links)
- Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p,d,q), d=0 or 1 (Q1151223) (← links)
- New prediction algorithms by covariance information based on innovation theory (Q1153871) (← links)
- An adaptive algorithm for discrete-time differential games (Q1154397) (← links)
- Properties of optimal stochastic control systems with dead-time (Q1159652) (← links)
- Modelling and forecasting short-term load demand: A multivariate approach (Q1161494) (← links)
- The covariance structure of sequential forecasts obtained by regression analysis (Q1162093) (← links)
- Sources of error in economic time series (Q1162433) (← links)
- Linear identification of ARMA processes (Q1166474) (← links)
