scientific article; zbMATH DE number 3565994
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Publication:4137964
zbMATH Open0363.62069MaRDI QIDQ4137964FDOQ4137964
Publication date: 1976
Title of this publication is not available (Why is that?)
Cited In (only showing first 100 items - show all)
- Bootstrapping empirical distribution functions of residuals from autoregressive model fitting
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- MODELING LONG-MEMORY PROCESSES FOR OPTIMAL LONG-RANGE PREDICTION
- The consistency of the L1norm estimates in arma models
- Moving dynamic principal component analysis for non-stationary multivariate time series
- Seismic waves and correlation autoregressive processes
- A NOTE ON SOME STATISTICS USEFUL IN IDENTIFYING THE ORDER OF AUTOREGRESSIVE MOVING AVERAGE MODEL
- Multivariate contemporaneous ARMA model with hydrological applications
- Modeling long term lake variations by physically based stochastic dynamic models
- Recent developments in time series forecasting
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- A LIMITING PROPERTY OF SAMPLE AUTOCOVARIANCES OF PERIODICALLY CORRELATED PROCESSES WITH APPLICATION TO PERIOD DETERMINATION
- Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study.
- Robust autoregressive estimates using quadratic programming
- Modelling and analysis of non-linear time series
- On the detection of a signal in colored noise
- Optimal experimental control in econometrics: the simultaneous equation problem
- Diagnostic check for monotone spread.
- Do core inflation measures help forecast inflation?
- A recursive approach for estimating missing observations in an univariate time series
- A survey of exogeneity in vector error correction models
- A modified model for projecting age-structured populations in random environments
- EMPIRICAL IDENTIFICATION OF MULTIPLE TIME SERIES
- Factorizing multivariate time series operators
- Modelling and prediction of stochastic processes involving periodicity
- Improved inference for moving average disturbances in nonlinear regression models
- A UNIFIED APPROACH TO THE STUDY OF SUMS, PRODUCTS, TIME-AGGREGATION AND OTHER FUNCTIONS OF ARMA PROCESSES
- EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS
- Weighted sequential hybrid approaches for time series forecasting
- Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models
- Humbert generalized fractional differenced ARMA processes
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- The Theory of Optimal Stochastic Control as Applied to Insurance Underwriting Cycles
- An approximation to the distribution of the ratio of two general quadratic forms with application
- Sequential method of change detection and adaptive prediction of municipal water demand
- A simple recursive estimation method for linear regression models with \(\text{AR}(p)\) disturbances
- A transfer function model to describe odor causing VOCs transport in a ventilated airspace with mixing/adsorption heterogeneity
- Transforming the error-components model for estimation with general ARMA disturbances
- A new preliminary estimator for MA(1) models
- Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process
- Asymptotic lower bounds for the risk of estimators of the value of a spectral density function
- Rain-fall modeling: An application of Bayesian forecasting
- Dependent error regression smoothing: A new method and PC program
- Some exact results on the sample autocovariances of a seasonal ARIMA model
- Differential geometrical structures related to forecasting error variance ratios
- State space modeling of non-standard actuarial time series
- A method of estimating the time of marital fertility decline and associated parameters
- Bootstrapping a time series model: some empirical results
- An iterated cochrane-orcutt procedure for nonparametric regression
- FORECASTING OF MULTIVARIATE PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
- On time series with randomized unit root and randomized seasonal unit root
- Analyzing spatial ecological data using linear regression and wavelet analysis
- Parameter Estimation and Subset Selection for Separable lower Triangular Bilinear Models
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- A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series
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- Model-building problem of periodically correlated \(m\)-variate moving average processes
- A time series bootstrap procedure for interpolation intervals
- Forecast of the expected non-epidemic morbidity of acute diseases using resampling methods
- Parsimonious time series modeling for high frequency climate data
- Detecting structural changes with ARMA processes
- Genetic modelling of multivariate EGARCHX-processes: evidence on the international asset return signal response mechanism
- Maximum likelihood estimation of stationary multivariate ARFIMA processes
- Time series analysis of chaotic signals
- Multivariate polynomial regression for identification of chaotic time series
- Seasonal cointegration and cross-equation restrictions on a forward-looking buffer stock model of money demand.
- On the distributions of augmented Dickey-Fuller statistics in processes with moving average components
- Robust residual cross correlation tests for lagged relations in time series
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- Unit roots and cointegration modelling through a family of flexible information criteria
- Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
- Asset price prediction using seasonal decomposition
- Analysis of noisy signals
- Prediction of stochastic processes using self-tuning principles
- A multivariate descriptor method for change-point detection in nonlinear time series
- The linear model revisited
- A comparison of some estimators of time series autocorrelations
- Average run lengths for cusum control charts applied to residuals
- The design of self-organizing neural networks based on PNS and FPNs with the aid of genetic optimization and extended GMDH method
- Inferences on problems in modeling multi variate data sets in synodic time
- University student enrollment forecasts by analyzing structural ratios using ARIMA-methods
- Bayesian analysis of autoregressive moving average processes with unknown orders
- Classification of multivariate time series and structured data using constructive induction
- Generalized ARMA models with martingale difference errors
- Automatic selective intervention in dynamic linear models
- Reduction of transfer functions using dispersion analysis and the continued-fraction method
- Analysis of Longitudinal Data Unbalanced Over Time
- A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence
- Computing and using residuals in time series models
- A novel mode-characteristic-based decomposition ensemble model for nuclear energy consumption forecasting
- Bayesian inferences for several autoregressive processes
- Reprint of: Generalized autoregressive conditional heteroskedasticity
- Support vector machines for recognizing shifts in correlated and other manufacturing processes
- Optimization with respect to covariance sequence parameters
- A new sequential test for detection of a point of change in ARMA parameters
- A test for the presence of pure feedback in multivariate dynamic stochastic systems
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