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From MaRDI portal
- adaptive forecasting of time varying autoregressive processes 2015-11-18 Paper...10 bytes (18 words) - 11:26, 7 October 2023
- François Roueff (section Research outcomes over time)distributions 2006-04-28 Paper On recursive estimation for time varying autoregressive processes 2006-03-23 Paper New upper bounds of the Hausdorff dimensions...10 bytes (16 words) - 13:37, 28 January 2024
- Christophe Giraud (section Research outcomes over time)predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes 2015-11-18 Paper https://portal.mardi4nfdi...10 bytes (16 words) - 16:07, 9 December 2023
- de/entity/Q2834500 2016-11-22 Paper Modeling non-Gaussian time-varying vector autoregressive processes by particle filtering 2014-11-05 Paper A heavy-tailed...10 bytes (18 words) - 02:04, 12 December 2023
- Ayşın Ertüzün (section Research outcomes over time)Gaussian Sources 2020-08-26 Paper Modeling non-Gaussian time-varying vector autoregressive processes by particle filtering 2014-11-05 Paper Recognition of...10 bytes (16 words) - 02:04, 12 December 2023
- Rainer Dahlhaus (section Research outcomes over time)estimation of time-varying autoregressive processes 2001-01-29 Paper On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series...10 bytes (16 words) - 11:56, 9 December 2023
- Deniz Gençağa (section Research outcomes over time)non-Gaussian time-varying vector autoregressive processes by particle filtering 2014-11-05 Paper Estimation of time-varying AR \(S\alpha S\) processes using Gibbs...10 bytes (16 words) - 13:45, 7 October 2023
- Pierre Priouret (section Research outcomes over time)applications to MCMC 2008-04-23 Paper On recursive estimation for time varying autoregressive processes 2006-03-23 Paper Stability of Stochastic Approximation under...10 bytes (16 words) - 22:19, 11 December 2023
- Rainer von Sachs (section Research outcomes over time)estimation of time-varying autoregressive processes 2001-01-29 Paper https://portal.mardi4nfdi.de/entity/Q4389399 1999-05-05 Paper Wavelets in time-series analysis...10 bytes (18 words) - 02:36, 10 December 2023
- Eric Moulines (section Research outcomes over time)Volatility 2006-10-24 Paper On recursive estimation for time varying autoregressive processes 2006-03-23 Paper Polynomial ergodicity of Markov transition...10 bytes (17 words) - 17:28, 8 December 2023
- impulse responses of autoregressive processes 2001-06-19 Paper Nonlinear wavelet estimation of time-varying autoregressive processes 2001-01-29 Paper Regression-type...10 bytes (18 words) - 13:27, 7 October 2023
- Richard A. Davis (section Research outcomes over time)model for time series of counts 2009-09-29 Paper Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes 2009-07-22 Paper Time series:...10 bytes (19 words) - 20:59, 9 December 2023
- Dag Tjøstheim (section Research outcomes over time)Some recent theory for autoregressive count time series 2013-02-05 Paper Rejoinder on: Some recent theory for autoregressive count time series 2013-02-05 Paper...10 bytes (17 words) - 21:00, 9 December 2023
- Nadine Hilgert (section Research outcomes over time)Controlled Nonlinear Time Varying Processes 2001-06-21 Paper Limiting optimal discounted-cost control of a class of time-varying stochastic systems 2000-08-21...10 bytes (16 words) - 03:08, 10 December 2023
- Ishwar V. Basawa (section Research outcomes over time)coefficient integer-valued autoregressive processes 2006-12-08 Paper First-order random coefficient integer-valued autoregressive processes 2006-10-30 Paper Explosive...10 bytes (18 words) - 11:34, 9 December 2023
- Joanna Jasiak (section Research outcomes over time)deconvolution and identification of independent autoregressive sources 2023-08-24 Paper Time varying Markov process with partially observed aggregate data: an...10 bytes (16 words) - 21:54, 10 December 2023
- Helmut Lütkepohl (section Research outcomes over time)nonzero impulse responses in vector autoregressive processes 1996-11-06 Paper Specification of varying coefficient time series models via generalized flexible...10 bytes (17 words) - 18:28, 9 December 2023
- Min Chen (section Research outcomes over time)hypothesis testing of varying-coefficient models with missing covariates 2009-07-22 Paper Marginal Regression Model with Time-Varying Coefficients for Panel...10 bytes (17 words) - 22:49, 10 December 2023
- De-Hui Wang (section Research outcomes over time)integer-valued autoregressive processes 2019-08-09 Paper First-order random coefficients integer-valued threshold autoregressive processes 2019-08-06 Paper...10 bytes (17 words) - 00:26, 10 December 2023
- Copulas for Time Series 2013-06-14 Paper Transfer function models with time-varying coefficients 2012-06-19 Paper An Autoregressive Model for Time Series of...10 bytes (20 words) - 22:00, 11 December 2023
