itsmr
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Itsmr
Cited in
(only showing first 100 items - show all)- Some aspects of extreme value statistics under serial dependence
- Modeling churn using customer lifetime value
- On time series model selection involving many candidate ARMA models
- Computing and using residuals in time series models
- 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
- Clustering heteroskedastic time series by model-based procedures
- Estimation of autoregressive models with epsilon-skew-normal innovations
- A modeling approach for evaluating capacity flexibilities in uncertain markets
- A hierarchical Ornstein-Uhlenbeck model for continuous repeated measurement data
- Observation-driven generalized state space models for categorical time series
- ARfit
- Prediction via estimating functions
- ITSM
- JMulTi
- Volatility analysis with realized GARCH-Itô models
- ARbiascorrect
- tsfknn
- PcGets
- POMDPS
- Detecting outlying series in sets of short time series
- AS 182
- The modified Yule-Walker method for \(\alpha\)-stable time series models
- Fractionally differenced Gegenbauer processes with long memory: a review
- OMNet++
- A note on joint functional convergence of partial sum and maxima for linear processes
- Embedding in law of discrete time ARMA processes in continuous time stationary processes
- On conditional covariance modelling: an approach using state space models
- A new approach for selecting the number of the eigenvalues in singular spectrum analysis
- Open problems in universal induction \& intelligence
- Chebyshev similarity match between uncertain time series
- \(k\)th-order Markov extremal models for assessing heatwave risks
- Identification and validation of stable ARFIMA processes with application to UMTS data
- Data-based stochastic model reduction for the Kuramoto-Sivashinsky equation
- STABLE
- RegEM
- Bootstrap for correcting the mean square error of prediction and smoothed estimates in structural models
- Moving horizon estimation for ARMAX processes with additive output noise
- Identification of symmetric noncausal processes
- The infinitesimal model: definition, derivation, and implications
- Optimal design of Shewhart-Lepage type schemes and its application in monitoring service quality
- Direct data-based decision making under uncertainty
- An interpolation algorithm for multivariate ARMA processes
- Whittle estimation in a heavy-tailed GARCH(1,1) model.
- Mathematical models for dynamics of molecular processes in living biological cells a single particle tracking approach
- Whiteness constraints in a unified variational framework for image restoration
- GATE
- Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes.
- Simple detection of outlying short time series
- Stochastic implied volatility. A factor-based model.
- A class of shrinkage priors for the dependence structure in longitudinal data
- Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series
- LS-SVMlab
- gcmr
- Stable and generalized-\(t\) distributions and applications
- The ARMA alphabet soup: a tour of ARMA model variants
- Dependent functional data
- ORIOGEN
- The use of forecast gradients in 3DVar data assimilation
- Forecast
- Thinning operations for modeling time series of counts -- a survey
- tmvtnorm
- A mixed iteration for nonnegative matrix factorizations
- FitAR
- Koopman operator framework for time series modeling and analysis
- Estimation of autocovariance matrices for high dimensional linear processes
- Improve concentration of frequency and time (ConceFT) by novel complex spherical designs
- Modelling corporate bank accounts
- Bayesian inference over the Stiefel manifold via the Givens representation
- Estimating variances in time series kriging using convex optimization and empirical BLUPs
- Wave-shape oscillatory model for nonstationary periodic time series analysis
- Convergence rate bounds for iterative random functions using one-shot coupling
- Methods to compute prediction intervals: a review and new results
- Penalised likelihood methods for phase-type dimension selection
- Asymptotic analysis of synchrosqueezing transform -- toward statistical inference with nonlinear-type time-frequency analysis
- Sulewski plasticizing component distribution: properties and applications
- Cepstral identification of autoregressive systems
- Quantifying the data-dredging bias in structural break tests
- Modeling and forecasting the spread and death rate of coronavirus (COVID-19) in the world using time series models
- Data-driven model reduction, Wiener projections, and the Koopman-Mori-Zwanzig formalism
- 2-D Rayleigh autoregressive moving average model for SAR image modeling
- Generalized maximum entropy based identification of graphical ARMA models
- Semi-Lévy driven continuous-time GARCH process
- SsfPack
- STAMP
- Modeling of water usage by means of ARFIMA-GARCH processes
- PerformanceAnalytics
- A new procedure in stock market forecasting based on fuzzy random auto-regression time series model
- Semi-automated simultaneous predictor selection for regression-SARIMA models
- Analyzing growth components in trees
- Design of a negative group delay filter via reservoir computing approach: real-time prediction of chaotic signals
- Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach
- Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach
- Correcting the corrected AIC
- Parametric estimation for Gaussian fields indexed by graphs
- RcppEigen
- A single-index model procedure for interpolation intervals in time series
- A model-free test for independence between time series
- Yield and price forecasting for stochastic crop decision planning
- TOMS659
- Computing bounds on the expected maximum of correlated normal variables
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