Pages that link to "Item:Q1143109"
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The following pages link to A procedure for the modeling of non-stationary time series (Q1143109):
Displayed 16 items.
- Threshold models in time series analysis -- some reflections (Q888344) (← links)
- Analysis and simulation of strong earthquake ground motions using ARMA models (Q921745) (← links)
- Distribution switching in financial time series (Q1005213) (← links)
- Time-varying parameter auto-regressive models for autocovariance nonstationary time series (Q1042928) (← links)
- Estimation of the arrival times of seismic waves by multivariate time series model (Q1207640) (← links)
- Adaptive spectral estimation for nonstationary multivariate time series (Q1659008) (← links)
- Discussion of `An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by Battaglia and Protopapas (Q1934283) (← links)
- Simulated real-time detection of multiple structural changes: evidence from Japanese economic growth (Q2457783) (← links)
- Differentiating between coefficient break and volatility break (Q2493771) (← links)
- Break Detection for a Class of Nonlinear Time Series Models (Q3552855) (← links)
- Signal Extraction Problems in Seismology (Q4831993) (← links)
- AdaptSPEC: Adaptive Spectral Estimation for Nonstationary Time Series (Q4904734) (← links)
- Structural changes estimation for strongly dependent processes (Q5218917) (← links)
- A robust test for autocorrelation in the presence of a structural break in variance (Q5220009) (← links)
- An approach to the nonstationary process analysis (Q5904017) (← links)
- An approach to the nonstationary process analysis (Q5916453) (← links)