scientific article

zbMath0638.62086MaRDI QIDQ4039746

H. Joseph Newton

Publication date: 5 June 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

identificationalgorithmsDOSregression analysisestimationFFTspectral density estimationtime series analysisforecastingexamplesmacrosdata setscross-spectral analysisbivariate time seriesunivariate time seriestests for white noisetransfer function modelingBox-Jenkins modelingdetermining periodicitiesREGARregression with AR errorstime series analysis programming languageTIMESLAB program

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Probabilistic methods, stochastic differential equations (65C99)

Related Items (16)

A conversation with Emanuel Parzen ⋮ Experimental design and model construction algorithms for radial basis function networks ⋮ Differencing as an approximate de-trending device ⋮ Maximum likelihood estimation for joint mean-covariance models from unbalanced repeated-measures data ⋮ D‐optimal designs of mean‐covariance models for longitudinal data ⋮ Clustering nonlinear, nonstationary time series using BSLEX ⋮ Some automated methods of smoothing time-dependent data ⋮ Approximating posterior probabilities in a linear model with possibly noninvertible moving average errors ⋮ Bispectral-based methods for clustering time series ⋮ State space modeling of long-memory processes ⋮ Covariance pattern mixture models for the analysis of multivariate heterogeneous longitudinal data ⋮ The Yule–Walker equations as a weighted least-squares problem and the association with tapering ⋮ An \(L_2\) error test with order selection and thresholding ⋮ Testing the means of independent normal random variables ⋮ Nonparametric Modeling of Longitudinal Covariance Structure in Functional Mapping of Quantitative Trait Loci ⋮ A recursive in order algorithm for least squares estimates of an autoregressive process

This page was built for publication: