The following pages link to itsmr (Q23157):
Displaying 50 items.
- Principal component analysis for second-order stationary vector time series (Q82525) (← links)
- (Q101252) (redirect page) (← links)
- Volatility analysis with realized GARCH-Itô models (Q134810) (← links)
- Nonparametric phase-II monitoring for detecting monotone trend based on inverse sampling (Q257404) (← links)
- QARIMA: a new approach to prediction in queue theory (Q278391) (← links)
- A bivariate INAR(1) model with different thinning parameters (Q284209) (← links)
- Functional convergence of linear processes with heavy-tailed innovations (Q300283) (← links)
- A randomness test for functional panels (Q311801) (← links)
- PEET: a Matlab tool for estimating physical gate errors in quantum information processing systems (Q331392) (← links)
- Prediction of sea surface temperature in the tropical Atlantic by support vector machines (Q333724) (← links)
- Modeling spot price dependence in Australian electricity markets with applications to risk management (Q342246) (← links)
- Filtering nonlinear spatio-temporal chaos with autoregressive linear stochastic models (Q446142) (← links)
- Forecasting nonstationary time series based on Hilbert-Huang transform and machine learning (Q463396) (← links)
- A study of singular spectrum analysis with global optimization techniques (Q480832) (← links)
- Recentness biased learning for time series forecasting (Q497177) (← links)
- Dimensional reduction of conditional algebraic multi-information via transcripts (Q506723) (← links)
- Particle swarm optimization of ensemble neural networks with fuzzy aggregation for time series prediction of the Mexican Stock Exchange (Q507625) (← links)
- Survey of control performance in quantum information processing (Q513409) (← links)
- Generalized choice models for categorical time series (Q538142) (← links)
- Spectral norm of circulant-type matrices (Q548147) (← links)
- Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding (Q553681) (← links)
- Fractional normal inverse Gaussian diffusion (Q618023) (← links)
- Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
- Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266) (← links)
- Singular spectrum analysis based on the perturbation theory (Q635237) (← links)
- Estimation error for blind Gaussian time series prediction (Q647755) (← links)
- Evidence synthesis for stochastic epidemic models (Q667676) (← links)
- Visual analysis of categorical time series (Q713809) (← links)
- An algebraic method for constructing stable and consistent autoregressive filters (Q728932) (← links)
- The exact density of the sum of independent skew normal random variables (Q730509) (← links)
- Measuring serial dependence in categorical time series (Q732233) (← links)
- An angular-linear time series model for waveheight prediction (Q734408) (← links)
- A data-based regional scale autoregressive rainfall-runoff model: a study from the Odra river (Q735154) (← links)
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
- An alternative approach to characterize time series data: Case study on Malaysian rainfall data (Q813772) (← links)
- Two sample tests for high-dimensional autocovariances (Q830592) (← links)
- Towards the evaluation of time series protection methods (Q833741) (← links)
- Efficient parameter estimation for independent and INAR(1) negative binomial samples (Q870516) (← links)
- Modeling nonlinearities with mixtures-of-experts of time series models (Q885621) (← links)
- A class of Gaussian hybrid processes for modeling financial markets (Q928166) (← links)
- Non-life insurance mathematics. An introduction with the Poisson process (Q958476) (← links)
- On the structure of generalized threshold ARCH processes (Q962013) (← links)
- Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation (Q962220) (← links)
- Updating under unknown unknowns: an extension of Bayes' rule (Q962882) (← links)
- Incompatibility of trends in multi-year estimates from the American community survey (Q965115) (← links)
- Singular spectrum analysis based on the minimum variance estimator (Q974625) (← links)
- Natural gas cash-out problem: bilevel stochastic optimization approach (Q976391) (← links)
- Distribution-free lack-of-fit tests in balanced mixed models (Q988111) (← links)
- Selection between models through multi-step-ahead forecasting (Q993804) (← links)
- Statistical analysis of network data. Methods and models (Q999151) (← links)
