The following pages link to TSA (Q23893):
Displaying 41 items.
- (Q80026) (redirect page) (← links)
- ATAforecasting (Q110708) (← links)
- trawl (Q129558) (← links)
- Estimation of the functional dependence of time series for the class of regression functions partially covered by a finite \(\varepsilon\)-net (Q464878) (← links)
- Correcting and combining time series forecasters (Q470161) (← links)
- Fitting a two phase threshold multiplicative error model (Q515143) (← links)
- Estimating 3D movements from 2D observations using a continuous model of helical swimming (Q545647) (← links)
- Assessing the relative importance of nitrogen-retention processes in a large reservoir using time-series modeling (Q736748) (← links)
- Extensions of saddlepoint-based bootstrap inference (Q741159) (← links)
- Multiple-index approach to multiple autoregressive time series model (Q746264) (← links)
- A note on the invertibility of nonlinear ARMA models (Q993810) (← links)
- A bootstrap test for time series linearity (Q993830) (← links)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
- mlmts (Q1334146) (← links)
- Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data (Q1658731) (← links)
- Adjusted empirical likelihood for time series models (Q1698218) (← links)
- A solution for real-time ionospheric delay using an adaptive Kalman filter based on estimating the variance component (Q1720466) (← links)
- A spatial-temporal ARMA model of the incidence of hand, foot, and mouth disease in Wenzhou, China (Q1722404) (← links)
- Specification tests for the error distribution in GARCH models (Q1927139) (← 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)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- An economic hybrid \(J_2\) analytical orbit propagator program based on SARIMA models (Q1954529) (← links)
- Most recent changepoint detection in censored panel data (Q1995859) (← links)
- Fat tails, serial dependence, and implied volatility index connections (Q2077951) (← links)
- Multiscale spectral modelling for nonstationary time series within an ordered multiple-trial experiment (Q2080792) (← links)
- Selecting optimal lag order in Ljung-Box test (Q2137647) (← links)
- Identification of spikes in time series (Q2192291) (← links)
- Risk aggregation in non-life insurance: standard models vs. internal models (Q2212172) (← links)
- Maximum independent component analysis with application to EEG data (Q2218032) (← links)
- SAZED: parameter-free domain-agnostic season length estimation in time series data (Q2218390) (← links)
- Intervention analysis of hurricane effects on~snail abundance in a tropical forest using long-term spatiotemporal data (Q2260210) (← links)
- Examining human unipedal quiet stance: characterizing control through jerk (Q2299958) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- Geographic spatiotemporal big data correlation analysis via the Hilbert-Huang transformation (Q2402357) (← links)
- An improved SSA forecasting result based on a filtered recurrent forecasting algorithm (Q2408541) (← links)
- Generating prediction bands for path forecasts from SETAR models (Q2691726) (← links)
- Geometric Brownian motion-based time series modeling methodology for statistical autocorrelated process control: logarithmic return model (Q2693256) (← links)
- Monitoring abrupt changes in satellite time series by seasonal confidence interval of regression residuals (Q2818320) (← links)
- Robust Numerical Calibration for Implied Volatility Expansion Models (Q2953945) (← links)
- (Q2965995) (← links)
- Removing Forecasting Errors with White Gaussian Noise after Square Root Transformation (Q5270440) (← links)
