scientific article; zbMATH DE number 3565994
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Publication:4137964
zbMath0363.62069MaRDI QIDQ4137964
Publication date: 1976
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sampling, The consistency of the L1norm estimates in arma models, Turning process model for steady-state optimal control, Nonparametric Multistep-Ahead Prediction in Time Series Analysis, Threshold Structures in Economic and Financial Time Series, ON VECTOR AUTOCORRELATIONS AND GENERALIZED SECOND-ORDER FUNCTIONS FOR TIME SERIES, Una familia de distribuciones conjugadas para un proceso ARE (1), Unnamed Item, Nonlinear time-series analysis revisited, COINTEGRATION AND COMMON FACTORS, Autoregressive processes applied to acceptance sampling by varlables, Time series analysis for repeated surveys, Nonlinear model validation using correlation tests, A Hybrid ARIMA-ANN approach for optimum estimation and forecasting of gasoline consumption, Prediction of software reliability using an auto regressive process, Nonstationary regression models with a lagged dependent variable, Simple diagnostic tools for inverstigating linear trends in time series, Nonstationary regression models with a lagged dependent variable, Simple diagnostic tools for inverstigating linear trends in time series, A recursive approach for estimating missing observations in an univariate time series, Taguchi's method and an empirical procedure for on-line process control, Shrinkage estimation of contemporaneous outliers in concurrent time serie, Bootstrapping empirical distribution functions of residuals from autoregressive model fitting, Fitting a fractional ARIMA model to time series data, Distribution of the cross‐correlations of squared residuals in ARIMA models, Nonlinear transfer functions, Shrinkage estimation in time series using a bootstrapped covariance estimate, Effect of aggregation on the estimation of trend in mortality, A method of estimating the time of marital fertility decline and associated parameters, Computing optimal adjustment schemes for the general tool-wear problem, Metaphors for time‐series analysis, Comparison of pivotals for confidence bounds and intervals for the mean of a stationary time series, THE STATISTICS OF LONG‐HORIZON REGRESSIONS REVISITED1, Variable selection and error rate estimation in discriminant analysis, A spot market model for pricing derivatives in electricity markets, The Hybrid Wild Bootstrap for Time Series, A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION, Analysis of Longitudinal Data Unbalanced Over Time, Bootstrap predictive inference for ARIMA processes, Bayesian Subset Model Selection for Time Series, Unnamed Item, Calculation of the Fisher Information Matrix for Periodic ARMA Models, Two recursive estimates of autoregressive models based on maximum likelihood, Economical Quality Control with Measurement Error, New arma models for Wolfer’s sunspot data, Identification of non-linear systems by recursive kernel regression estimates, ESTIMATION OF THE PERIOD OF PERIODICALLY CORRELATED SEQUENCES, APPROXIMATE SIMULTANEOUS SIGNIFICANCE INTERVALS FOR RESIDUAL AUTOCORRELATIONS OF AUTOREGRESSIVE MOVING-AVERAGE TIME SERIES MODELS, Identification of Periodic Moving-Average Models, Unnamed Item, Utilization of neural networks for the recognition of variance shifts in correlated manufacturing process parameters, Performance analysis of an integral controller, Support vector machines for recognizing shifts in correlated and other manufacturing processes, COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY, Online control using integrated moving average model for manufacturing errors, Time series in m dimensions: Autoregressive models, Moving average models—time series in m-dimensions, General considerations and interrelationships between ma and ar models, time series in m dimensions, the arma model, Forecasting Measurement Data using the Stepwise Data Adjustment Regression Method, ESTIMATION OF MULTIVARIATE TIME SERIES, TEMPORAL AGGREGATION IN THE ARIMA PROCESS, Distribution of sample mean when observations are correlated, FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS, Bayesian analysis of bilinear time series models : a gibbs sampling approach, Identification of a Type I Outlier in an Autoregressive Model, Time-series decomposition and forecasting, Adjustment rules based on quality control charts†, Some restrictions of the non-causal impulse response functions, Methods for the external validation of contiuous system simulation models:a review, Models of social contagion, Nonparametric forecasting: a comparison of three kernel-based methods, Autoregressive moving-average convolution processes on the unit circle, EMPIRICAL IDENTIFICATION OF MULTIPLE TIME SERIES, Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in Arima Models, Analysis of fragmented time series data using box-jenkins models, ESTIMATION OF PERIODICALLY VARYING MEANS AND STANDARD DEVIATIONS IN TIME SERIES DATA, Nonlinear control charts for jump detection, Informetric analysis of dynamic decision rules in applied economic models: a selective survey, A simple method for computing the covariance matrix and its inverse of a stationary autoregressive process, Effect of systematic sampling on arima models, Imparting structural instability to mortality forecasts: Testing for sensitive dependence on initial conditions with innovations, A competing risks approach to the two‐sex problem
