scientific article; zbMATH DE number 3565994
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Publication:4137964
zbMATH Open0363.62069MaRDI QIDQ4137964FDOQ4137964
Publication date: 1976
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Cited In (only showing first 100 items - show all)
- Bootstrapping empirical distribution functions of residuals from autoregressive model fitting
- Times series models with thresholds
- 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
- Differencing as an approximate de-trending device
- 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
- Nonlinear forecasting of hepatitis and AIDS incidence
- Ridge estimation of transfer function weights
- 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
- Simple consistent estimation of the coefficients of a linear filter
- On linear processes with dependent innovations
- Forecasting crude oil consumption in China using a grey prediction model with an optimal fractional-order accumulating operator
- Separated hypotheses testing for autoregressive models with non-negative residuals
- Factor models for matrix-valued high-dimensional time series
- Testing for ar(1) against ima(1,1) disturbances in the linear regression model
- Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series
- Municipal Water Demand Forecasting: Tools for Intervention Time Series
- Parameter estimation for ARTFIMA time series
- Bayesian long-run prediction in time series models
- Minimum distance estimation of stationary and non‐stationary ARFIMA processes
- A Functional Wavelet–Kernel Approach for Time Series Prediction
- On covariance function tests used in system identification
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
- Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search
- Multi-step estimation and forecasting in dynamic models
- A multiple window scan statistic for time series models
- A spot market model for pricing derivatives in electricity markets
- Economical Quality Control with Measurement Error
- A minimum distance estimator for long-memory processes
- Estimation methods for stationary Gegenbauer processes
- Estimation of Periodic Bilinear Time Series Models
- Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\)
- Bootstrap predictive inference for ARIMA processes
- Fitting ARMA time series by structural equation models
- Inferences in median regression models for asymmetric longitudinal data: a quasi-likelihood approach
- Robust multivariate and functional archetypal analysis with application to financial time series analysis
- Analog quantum computing (AQC) and the need for time-symmetric physics
- Cut sharing for multistage stochastic linear programs with interstage dependency
- A new measure of xenobiotic toxicity to the first-line human defence system from the time-resolved phagocyte luminescence
- Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
- Counterexamples to parsimony and BIC
- Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes
- Maximum likelihood estimation for a nearly random walk model
- Volatility modeling with leverage effect under Laplace errors
- DIFFERENTIAL GEOMETRY OF ARMA MODELS
- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
- Bootstrap confidence intervals in functional nonparametric regression under dependence
- Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
- On the study of some functions of multivariate ARMA processes
- Computing and estimating information matrices of weak ARMA models
- On the run length of a Shewhart chart for correlated data
- Inferences about the parameters of a time series model with changing variance
- Estimating a generalized long memory process
- Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models
- Time series clustering and classification by the autoregressive metric
- Bayes inference in regression models with ARMA\((p,q)\) errors
- Hybrid regression model for near real-time urban water demand forecasting
- Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates
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