Optimized regression models for time series
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Cites work
- A Correspondence Between Bayesian Estimation on Stochastic Processes and Smoothing by Splines
- A recursive approach to time-series analysis for multi-variable systems
- A threshold AR(1) model
- Deterministic and Forecast-Adaptive Time-Dependent Models
- scientific article; zbMATH DE number 3854249 (Why is no real title available?)
- scientific article; zbMATH DE number 3565994 (Why is no real title available?)
- Identification Results for Armax Structures
- Interpolation of regression functions in reproducing kernel hubert spaces
- Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
- Multivariate linear time series models
- On periodic and multiple autoregressions
- Prediction functions and mean-estimation functions for a time series
- Predictions from ARMAX models
- Some results in periodic autoregression
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