Pages that link to "Item:Q796233"
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The following pages link to An introduction to bispectral analysis and bilinear time series models (Q796233):
Displayed 50 items.
- A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958) (← links)
- A morphological-rank-linear evolutionary method for stock market prediction (Q497174) (← links)
- Generalized information criterion for the AR model (Q508120) (← links)
- Higher-order moments, cumulants and spectral densities of the NGINAR(1) process (Q537409) (← links)
- Swarm-based translation-invariant morphological prediction method for financial time series forecasting (Q621605) (← links)
- Long-range dependence in third order and bispectrum singularity (Q653800) (← links)
- Model-free forecasting for nonlinear time series (with application to exchange rates) (Q673738) (← links)
- Higher-order accurate polyspectral estimation with flat-top lag-windows (Q730764) (← links)
- A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
- A white noise test under weak conditions (Q826992) (← links)
- Angular spectra for non-Gaussian isotropic fields (Q890279) (← links)
- A central limit theorem and higher order results for the angular bispectrum (Q929371) (← links)
- Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (Q953736) (← links)
- Multivariate lag-windows and group representations (Q957327) (← links)
- Detection of outliers and patches in bilinear time series models (Q966362) (← links)
- A bootstrap test for time series linearity (Q993830) (← links)
- Evolutionary algorithm-based learning of fuzzy neural networks. II: Recurrent fuzzy neural networks (Q1040934) (← links)
- Estimation in nonlinear time series models (Q1079909) (← links)
- Modeling long term lake variations by physically based stochastic dynamic models (Q1111841) (← links)
- Distribution of recirculating lymphocytes: A stochastic model foundation (Q1112751) (← links)
- A non-linear error correction mechanism based on the bilinear model (Q1129153) (← links)
- Curve estimation for \(m_ n\)-decomposable time series including bilinear processes (Q1176296) (← links)
- Optimal rank-based tests against first-order superdiagonal bilinear dependence (Q1200014) (← links)
- Some analysis of the long-run time series properties of consumption and income in the U.K (Q1206351) (← links)
- Higher order spectral estimation for random fields (Q1209712) (← links)
- Bispectral analysis and reconstruction in the frequency domain of mono- and bidimensional deterministic sampled signals (Q1209717) (← links)
- Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests (Q1209888) (← links)
- Testing time series linearity via goodness-of-fit methods (Q1298973) (← links)
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence (Q1299532) (← links)
- Tests for Gaussianity and linearity of multivariate stationary time series (Q1299553) (← links)
- Identification environment and robust forecasting for nonlinear time series (Q1318308) (← links)
- Pattern recognition and classification in time series analysis (Q1322887) (← links)
- Symmetry properties of higher spectral densities and nonparametric estimates of them (Q1325495) (← links)
- Application of Bayesian approach to numerical methods of global and stochastic optimization (Q1327427) (← links)
- On continuous-time threshold ARMA processes (Q1330197) (← links)
- Asymptotic behavior of \(L\)-statistics for a large class of time series (Q1335372) (← links)
- Nonparametric time series regression (Q1336524) (← links)
- Potential problems in estimating bilinear time-series models (Q1349755) (← links)
- Surrogate time series. (Q1583829) (← links)
- The effects of temporal aggregation on tests of linearity of a time series. (Q1589462) (← links)
- Modeling process asymmetries with Laplace moving average (Q1623720) (← links)
- Parameter estimation of Markov switching bilinear model using the (EM) algorithm (Q1680935) (← links)
- Clustering nonlinear, nonstationary time series using BSLEX (Q1707055) (← links)
- ARCH-type bilinear models with double long memory. (Q1766035) (← links)
- Properties of some bilinear models with periodic regime switching (Q1771457) (← links)
- Bispectral-based methods for clustering time series (Q1800079) (← links)
- The estimation of the bispectral density function and the detection of periodicities in a signal (Q1825573) (← links)
- On the selection of subset bilinear time series models: a genetic algorithm approach (Q1861633) (← links)
- A note on the properties of some time varying bilinear models. (Q1871243) (← links)
- The mixture transition distribution model for high-order Markov chains and non-Gaussian time series (Q1872612) (← links)