The following pages link to (Q4137964):
Displaying 50 items.
- Exact formulas for the Hodrick-Prescott filter (Q73810) (← links)
- Analytic expressions for predictive distributions in mixture autoregressive models (Q109791) (← links)
- Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
- The double-gap life expectancy forecasting model (Q149471) (← links)
- Inferences in median regression models for asymmetric longitudinal data: a quasi-likelihood approach (Q288000) (← links)
- Analog quantum computing (AQC) and the need for time-symmetric physics (Q291575) (← links)
- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301349) (← links)
- Bootstrap confidence intervals in functional nonparametric regression under dependence (Q309554) (← links)
- Hybrid regression model for near real-time urban water demand forecasting (Q313669) (← links)
- A quantity flexibility contract model for a system with heterogeneous suppliers (Q336770) (← links)
- One step-ahead ANFIS time series model for forecasting electricity loads (Q374682) (← links)
- Assessing the accuracy of sequential Gaussian simulation and cosimulation (Q416066) (← links)
- Computing and estimating information matrices of weak ARMA models (Q425392) (← links)
- A linguistic approach to time series modeling with the help of F-transform (Q429381) (← links)
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data (Q431908) (← links)
- The perils of inferring serial dependence from sample autocorrelations of moving average series (Q452867) (← links)
- Change point detection in time series using higher-order statistics: a heuristic approach (Q459755) (← links)
- A multiple window scan statistic for time series models (Q467023) (← links)
- Covariance analysis of the squares of the purely diagonal bilinear time series models (Q468017) (← links)
- Lagrangian support vector regression via unconstrained convex minimization (Q470224) (← links)
- Noise fuzzy clustering of time series by autoregressive metric (Q478532) (← links)
- A comparison between minimum variance control and other online compensation methods for specimen drift in transmission electron microscopy (Q481838) (← links)
- Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924) (← links)
- AR(1) model with skew-normal innovations (Q504186) (← links)
- Long-term forecasting of time series based on linear fuzzy information granules and fuzzy inference system (Q505247) (← links)
- A forecasting method for Chinese civil planes attendance rate based on vague sets (Q528452) (← links)
- The stationarity and invertibility of a class of nonlinear ARMA models (Q547390) (← links)
- Nonstationary Yule-Walker equations (Q594516) (← links)
- FARIMA with stable innovations model of Great Salt Lake elevation time series (Q612642) (← links)
- New autoregressive (AR) order selection criteria based on the prediction error estimation (Q635064) (← links)
- The mortality of the Italian population: smoothing techniques on the Lee-Carter model (Q641126) (← links)
- Finding multiple abrupt change points (Q671476) (← links)
- Model-free forecasting for nonlinear time series (with application to exchange rates) (Q673738) (← links)
- Stochastic linear trends. Models and estimators (Q685909) (← links)
- Intervention analysis with nonlinear dependent noise variation (Q689483) (← links)
- Maturity dispersion, stock auto-correlation, and management strategy in exploited populations (Q708756) (← links)
- Residual-based specification of the random-effects distribution for cluster data (Q713732) (← links)
- An angular-linear time series model for waveheight prediction (Q734408) (← links)
- Performance of adaptive estimators in slowly varying parameter models (Q734464) (← links)
- Forecasting time series with genetic programming based on least square method (Q741884) (← links)
- On covariance function tests used in system identification (Q751604) (← links)
- Some contributions on the characterization of one-dimensional spatial processes (Q753259) (← links)
- Multi-step estimation and forecasting in dynamic models (Q756348) (← links)
- Long-term prediction of emergency department revenue and visitor volume using autoregressive integrated moving average model (Q764100) (← links)
- A vector autoregressive moving average time series approach for describing asymmetries of antennal control of two millipede species (Q787920) (← links)
- The exact likelihood function for a space time model (Q789858) (← links)
- Binary sequences. II: Homogeneity and symmetry (Q794434) (← links)
- Inferences about the parameters of a time series model with changing variance (Q795457) (← links)
- Uniqueness of estimated k-step prediction models of ARMA processes (Q796487) (← links)
- The application of parametric multichannel spectral estimates in the study of electrical brain activity (Q798577) (← links)
