Pages that link to "Item:Q1229535"
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The following pages link to Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes (Q1229535):
Displayed 42 items.
- Decomposition of neurological multivariate time series by state space modelling (Q535574) (← links)
- Detection and diagnosis of changes in the eigenstructure of nonstationary multivariable systems (Q580296) (← links)
- \(L^{1}\)-convergence of smoothing densities in non-parametric state space models (Q623496) (← links)
- Recursive solution methods for dynamic linear rational expectations models (Q911206) (← links)
- A review of k-step-ahead predictors (Q920474) (← links)
- Analysis and simulation of strong earthquake ground motions using ARMA models (Q921745) (← links)
- Some mixing properties of time series models (Q1058250) (← links)
- Bilinear Markovian representation and bilinear models (Q1073524) (← links)
- ARMA identification (Q1089301) (← links)
- Mixing properties of ARMA processes (Q1104632) (← links)
- Multivariate time series analysis with state space models (Q1116606) (← links)
- Current developments in time series modelling (Q1117656) (← links)
- The impact of information timeliness on the predictability of stock and futures returns: An application of vector models (Q1127245) (← links)
- On a search procedure for the optimal AR-MA order (Q1135601) (← links)
- Covariance matrix computation of the state variable of a stationary Gaussian process (Q1144887) (← links)
- Identification of stochastic linear systems in presence of input noise (Q1165819) (← links)
- A Bayesian approach to state space multivariate time series modeling (Q1193512) (← links)
- Forecasting international growth rates with leading indicators: A system- theoretic approach (Q1202455) (← links)
- Improved estimates of the parameters of state space time series models (Q1351643) (← links)
- Analysis of cointegrated VARMA processes (Q1371369) (← links)
- Nonparametric prediction by conditional median and quantiles (Q1410280) (← links)
- Subspace-based fault detection algorithms for vibration monitoring (Q1961199) (← links)
- Nonstationary dynamic factor analysis (Q2491853) (← links)
- SEM Modeling with Singular Moment Matrices Part I: ML-Estimation of Time Series (Q3063869) (← links)
- A new state-space methodology to disaggregate multivariate time series (Q3077643) (← links)
- ORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELS (Q3203889) (← links)
- A UNIFIED APPROACH TO ARMA MODEL IDENTIFICATION AND PRELIMINARY ESTIMATION (Q3332114) (← links)
- Model reduction via the internally balanced state space representation (Q3350588) (← links)
- STABILITY SWITCHES IN DISCRETE FOOD-CHAIN PROBLEMS (Q3401512) (← links)
- ARMA models, their Kronecker indices and their McMillan degree (Q3720432) (← links)
- Prediction of stochastic processes using self-tuning principles (Q3754539) (← links)
- Analytical uses of Kalman filtering in econometrics — A survey (Q3777293) (← links)
- A NOTE ON NON-STATIONARITY AND CANONICAL ANALYSIS OF MULTIPLE TIME SERIES MODELS (Q3799523) (← links)
- STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS (Q3960003) (← links)
- On the identification of ARMA echelon-form models (Q4036388) (← links)
- On a statistic useful in dimensionality reduction in multivariable linear stochastic system (Q4117239) (← links)
- A recursive approach to time-series analysis for multi-variable systems (Q4132077) (← links)
- Nonparametric forecasting: a comparison of three kernel-based methods (Q4214004) (← links)
- Observable trend-projecting state-space models (Q4540870) (← links)
- Forecasting with incomplete data (Q4883443) (← links)
- Markovian representation of a bilinear time series model and maximum likelihood estimation of the parameters (Q4949467) (← links)
- ON THE INVERTIBILITY OF MULTIVARIATE LINEAR PROCESSES (Q5285837) (← links)