Pages that link to "Item:Q2434450"
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The following pages link to Climate time series analysis. Classical statistical and bootstrap methods (Q2434450):
Displaying 12 items.
- Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (Q127928) (← links)
- More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series (Q887527) (← links)
- Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts (Q1647625) (← links)
- On a scalable nonparametric denoising of time series signals (Q1746928) (← links)
- On the construction of bootstrap confidence intervals for estimating the correlation between two time series not sampled on identical time points (Q2066843) (← links)
- Saddlepoint approximations for short and long memory time series: a frequency domain approach (Q2280588) (← links)
- Crisis of the chaotic attractor of a climate model: a transfer operator approach (Q4569304) (← links)
- Estimation of anthracnose dynamics by nonlinear filtering (Q4600685) (← links)
- Estimating nonlinear additive models with nonstationarities and correlated errors (Q4629278) (← links)
- Predictive Inference for Locally Stationary Time Series With an Application to Climate Data (Q4999170) (← links)
- Deep Learning at the Interface of Agricultural Insurance Risk and Spatio-Temporal Uncertainty in Weather Extremes (Q5206142) (← links)
- Two preprocessing algorithms for climate time series (Q5861403) (← links)
