The following pages link to (Q5663204):
Displaying 50 items.
- CHECKING STATIONARITY AND INVERTIBILITY IN TIME SERIES MODELS—FINDING THE INVERTIBLE FORM IN THE VECTOR CASE (Q4787598) (← links)
- Decision rule of assignable causes removal under an SPC-EPC integration system (Q4795913) (← links)
- Ma system identification using higher order cumulants application to modelling solar radiation (Q4804598) (← links)
- Bayesian Identification of Seasonal Autoregressive Models (Q4807622) (← links)
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926) (← links)
- Default Bayesian Priors for Regression Models with First‐Order Autoregressive Residuals (Q4828155) (← links)
- Time Series Based Errors and Empirical Errors in Fertility Forecasts in the Nordic Countries* (Q4832071) (← links)
- Assumptions on Fertility in Stochastic Population Forecasts* (Q4832079) (← links)
- A systems approach to the calibration of deterministic dynamic nonlinear simultaneous equation models with incomplete data (Q4842342) (← links)
- A periodic cointegration model of quarterly consumption (Q4842359) (← links)
- AN APPLICATION OF THE SCHUR‐COHN ALGORITHM TO TIME SERIES ANALYSIS (Q4854209) (← links)
- Bayesian classification with multivariate autoregressive sources that might have different orders (Q4859857) (← links)
- Analysis of Variety Trials in the Presence of Non‐Random Time Effect (Q4862361) (← links)
- Unbalanced Repeated Measures with Random Coefficients (Q4865190) (← links)
- Heterogeneous Variances in Repeated Measures (Q4865254) (← links)
- BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES (Q4870530) (← links)
- An analysis of sub-rate control systems (Q4873114) (← links)
- BEVERIDGE-NELSON-TYPE TRENDS FOR I(2) AND SOME SEASONAL MODELS (Q4881705) (← links)
- Principal Dynamical Components (Q4902775) (← links)
- Diagnostic Checking for GARCH-Type Models (Q4921650) (← links)
- Exact confidence intervals generated by conditional parametric bootstrapping (Q4935492) (← links)
- Performance of seasonal unit root tests for monthly data (Q4935534) (← links)
- Recursive and en-bloc approaches to signal extraction (Q4935568) (← links)
- Intra-Cluster Correlation in the Normal Model (Q4943304) (← links)
- A spectral density test for whiteness (Q4944203) (← links)
- A decoupled exponential random graph model for prediction of structure and attributes in temporal social networks (Q4969799) (← links)
- The vector innovations structural time series framework (Q4970589) (← links)
- Fitting polynomial trend to time series by the method of Buys-Ballot estimators (Q4975162) (← links)
- THE CARMA INTEREST RATE MODEL (Q4979881) (← links)
- Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk (Q4991032) (← links)
- Tracking coefficients of a nonstationary system, followed by static nonlinearity jointly with the time delay (Q5000680) (← links)
- On a new procedure for identifying a dynamic common factor model (Q5009653) (← links)
- (Q5011498) (← links)
- Integer‐valued asymmetric garch modeling (Q5012864) (← links)
- ON THE DISTINCTION BETWEEN FRACTAL AND SEASONAL DEPENDENCIES IN TIME SERIES DATA (Q5025323) (← links)
- The asymptotic covariance matrix of the QMLE in ARMA models (Q5034253) (← links)
- ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION (Q5051518) (← links)
- Least-squares estimation for uncertain moving average model (Q5078894) (← links)
- Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form (Q5080137) (← links)
- A new correlation for bivariate time series with a higher order of integration (Q5083879) (← links)
- Empirical study of robust estimation methods for PAR models with application to the air quality area (Q5085567) (← links)
- Intuitionistic fuzzy ridge regression functions (Q5087995) (← links)
- QUANTILE DOUBLE AUTOREGRESSION (Q5104481) (← links)
- Model selection for time series with nonlinear trend (Q5104523) (← links)
- A computational bootstrap procedure to compare two dependent time series (Q5107496) (← links)
- TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS (Q5118577) (← links)
- Comparison of non-parametric and semi-parametric tests in detecting long memory (Q5123390) (← links)
- Violent crime and incentives in the long-run: evidence from England and Wales (Q5124790) (← links)
- Intervention time series analysis of voluntary, counselling and testing on HIV infections in West African sub-region: the case of Ghana (Q5138556) (← links)
- Employee turnover forecasting for human resource management based on time series analysis (Q5138635) (← links)
