The following pages link to (Q3992561):
Displaying 42 items.
- Estimation of fractional integration under temporal aggregation (Q737901) (← links)
- A novel call admission control policy using mobility prediction and throttle mechanism for supporting QoS in wireless cellular networks (Q763121) (← links)
- Multivariate CARMA processes (Q873609) (← links)
- Inventory control under temporal demand heteroscedasticity (Q879290) (← links)
- A test for additive outliers applicable to long-memory time series (Q956520) (← links)
- A periodogram-based metric for time series classification (Q959352) (← links)
- Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives (Q1007505) (← links)
- On the power transformation of kernel-based tests for serial correlation in vector time series: some finite sample results and a comparison with the bootstrap (Q1023788) (← links)
- Some simulations and applications of forecasting long-memory time-series models (Q1304368) (← links)
- Nonlinear forecasting of hepatitis and AIDS incidence (Q1337341) (← links)
- Improved estimates of the parameters of state space time series models (Q1351643) (← links)
- Asymptotically efficient autoregressive model selection for multistep prediction (Q1359407) (← links)
- Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors (Q1413397) (← links)
- Studentized autoregressive time series residuals (Q1424637) (← links)
- The effects of temporal aggregation on tests of linearity of a time series. (Q1589462) (← links)
- Temporal disaggregation of stationary bivariate time series (Q1595148) (← links)
- The distribution of Hermitian quadratic forms in elliptically contoured random vectors (Q1598693) (← links)
- Asymptotic behavior of temporal aggregates in the frequency domain (Q1695556) (← links)
- Autoregressive-output-analysis methods revisited (Q1805485) (← links)
- On the selection of subset bilinear time series models: a genetic algorithm approach (Q1861633) (← links)
- A recursive ARIMA-based procedure for disaggregating a time series variable using concurrent data (Q1914746) (← links)
- The study of chaotic dynamics by means of very short time series (Q1963289) (← links)
- Nearest neighbor balanced block designs for autoregressive errors (Q2036297) (← links)
- Rényi entropy rate for Gaussian processes (Q2269805) (← links)
- Space-time forecasting using soft geostatistics: a case study in forecasting municipal water demand for Phoenix, Arizona (Q2319544) (← links)
- On testing for serial correlation of unknown form using wavelet thresholding (Q2445707) (← links)
- The functional central limit theorem for ARMA-GARCH processes (Q2453043) (← links)
- MULTIVARIATE STABLE FUTURES PRICES (Q3126228) (← links)
- Schedule-Based and Autoregressive Bus Running Time Modeling in the Presence of Driver-Bus Heterogeneity (Q3525432) (← links)
- Linear Discriminant Functions for Stationary Time Series (Q4381682) (← links)
- The Use of Aggregate Time Series in Testing for Gaussianity (Q4544840) (← links)
- Autoregressive and adaptive estimation with an application to hurricane track prediction (Q4852959) (← links)
- The Lee-Carter Model for Forecasting Mortality, Revisited (Q5019713) (← links)
- Robust inference in semiparametric spatial-temporal models (Q5082698) (← links)
- (Q5101791) (← links)
- Temporal disaggregation and restricted forecasting of multiple population time series (Q5124803) (← links)
- Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model (Q5197977) (← links)
- ROBUST RECURSIVE ANALYSIS OF SEASONAL MOVING AVERAGE MODELS (Q5237614) (← links)
- Censored time series analysis with autoregressive moving average models (Q5421218) (← links)
- A simple integer-valued bilinear time series model (Q5480013) (← links)
- A discussion of parameter and model uncertainty in insurance (Q5938033) (← links)
- Temporal disaggregation of economic time series: The view from the trenches (Q6147723) (← links)