Pages that link to "Item:Q1117656"
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The following pages link to Current developments in time series modelling (Q1117656):
Displaying 50 items.
- Estimating linear representations of nonlinear processes (Q111924) (← links)
- Measuring connectivity in linear multivariate processes: definitions, interpretation, and practical analysis (Q428187) (← links)
- Conditional Monte Carlo method for dynamic systems with random properties (Q437879) (← links)
- Change-point analysis in increasing dimension (Q444964) (← links)
- Detecting changes in functional linear models (Q444989) (← links)
- Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
- Testing temporal constancy of the spectral structure of a time series (Q605893) (← links)
- Swarm-based translation-invariant morphological prediction method for financial time series forecasting (Q621605) (← links)
- A network approach for evaluating coherence in multivariate systems: an application to psychophysiological emotion data (Q629190) (← links)
- Accurate estimation of evolutionary power spectra for strongly narrow-band random fields (Q649191) (← links)
- Large deviations for quadratic forms of locally stationary processes (Q697451) (← links)
- Stochastic processes evolutionary spectrum estimation via harmonic wavelets (Q817345) (← links)
- Local linear quantile estimation for nonstationary time series (Q834360) (← links)
- Recursive estimation of time-average variance constants (Q835069) (← links)
- Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes (Q853838) (← links)
- Modeling nonlinear processes with generalized autoregressions (Q921784) (← links)
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
- Confidence bands in nonparametric time series regression (Q939666) (← links)
- Note on optimization of individual psychotherapeutic processes (Q972245) (← links)
- Weakly dependent functional data (Q973886) (← links)
- Exploring the dynamics of dyadic interactions via hierarchical segmentation (Q985442) (← links)
- Parameter identification in noisy extended systems: a hydrodynamic case (Q992316) (← links)
- A note on the invertibility of nonlinear ARMA models (Q993810) (← links)
- Non-stationary structural model with time-varying demand elasticities (Q993828) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- Analysis of mean and mean square response of general linear stochastic finite element systems (Q996648) (← links)
- Recent developments in time series forecasting (Q1113249) (← links)
- Higher-order statistics-based input/output system identification and application to noise cancellation (Q1179991) (← links)
- Spectral analysis of randomly scattered signals using the wavelet transform (Q1297148) (← links)
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence (Q1299532) (← links)
- Estimation of an autoregressive semiparametric model with exogenous variables (Q1299534) (← links)
- Nonparametric time series regression (Q1336524) (← links)
- Effects of the Hodrick-Prescott filter on trend and difference stationary time series (Q1349593) (← links)
- Quenouille-type theorem on autocorrelations (Q1373249) (← links)
- Regularized local linear prediction of chaotic time series (Q1375609) (← links)
- A note on the modelling and analysis of vector ARMA processes with nonstationary innovations (Q1411024) (← links)
- The effects of temporal aggregation on tests of linearity of a time series. (Q1589462) (← links)
- Possible determinism and the real world data (Q1599000) (← links)
- Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes. (Q1858916) (← links)
- The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors (Q1872440) (← links)
- Classifying trend movements in the MSCI U.S.A. capital market index -- a comparison of regression, ARIMA and neural network methods (Q1915985) (← links)
- Spectral and wavelet methods for the analysis of nonlinear and nonstationary time series (Q1925083) (← links)
- Strongly nonlinear stochastic processes in physics and the life sciences (Q1952700) (← links)
- Improved bispectrum based tests for Gaussianity and linearity (Q1957693) (← links)
- Recurrence plots revisited (Q1963307) (← links)
- Response variability of stochastic frame structures using evolutionary field theory (Q2372335) (← links)
- Stability of random coefficient ARCH models and aggregation schemes (Q2439054) (← links)
- Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours (Q2439271) (← links)
- Komlós-Major-Tusnády approximation under dependence (Q2447341) (← links)
- Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
