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)
- FARIMA with stable innovations model of Great Salt Lake elevation time series
- Accounting seasonal nonstationarity in time series models for short-term ozone level forecast
- Forecasting time series with genetic programming based on least square method
- Time Series and Model Selection
- Parameter estimation of continuous-time stationary Gaussian processes with rational spectra
- ON A CLASS OF NONSTATIONARY PROCESSES
- BIASES OF ESTIMATORS IN MULTIVARIATE NON-GAUSSIAN AUTOREGRESSIONS
- Measuring statistical dependences in a time series
- ON SOME AMBIGUITIES ASSOCIATED WITH THE FITTING OF ARMA MODELS TO TIME SERIES
- Some matrix results related to a partitioned singular linear model
- Estimation of partially nonstationary vector autoregressive models with seasonal behavior
- WHY DO NONINVERTIBLE ESTIMATED MOVING AVERAGES OCCUR?*
- Whitening as a tool for estimating mutual information in spatiotemporal data sets
- The stationarity and invertibility of a class of nonlinear ARMA models
- Recursive parameter estimation of transfer function models
- Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients
- Sparse seasonal and periodic vector autoregressive modeling
- Understanding the effect of time series outliers on sample autocorrelations
- Assessing the accuracy of sequential Gaussian simulation and cosimulation
- The invertibility of sampled and aggregated ARMA models
- Variable selection and error rate estimation in discriminant analysis
- A linguistic approach to time series modeling with the help of F-transform
- Model selection and validation methods for non-linear systems
- Brocess capability with asymmetric tolerances
- Non-iterative optimal min-max instrumental variable method for system identification
- Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
- Exact factorization of the spectral density ann its application to wrf,castiilg and time series analysis
- General considerations and interrelationships between ma and ar models, time series in m dimensions, the arma model
- Moving average models—time series in m-dimensions
- Time series in m dimensions: Autoregressive models
- A RANDOM PARAMETER PROCESS FOR MODELING AND FORECASTING TIME SERIES
- A fuzzy seasonal ARIMA model for forecasting
- ARMA MODELS WITH ARCH ERRORS
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data
- A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS
- The information matrix of multiple-input single-output time series models
- Nonstationary Yule-Walker equations
- The perils of inferring serial dependence from sample autocorrelations of moving average series
- Adaptive estimation in partially linear autoregressive models
- Change point detection in time series using higher-order statistics: a heuristic approach
- A conversation with David Findley
- A comparison of some of pattern identification methods for order determination of mixed ARMA models
- Random recurrence equations and ruin in a Markov-dependent stochastic economic environment
- Nonparametric Multistep-Ahead Prediction in Time Series Analysis
- The functional central limit theorem for ARMA-GARCH processes
- Recursive estimation in econometrics
- Making REML computationally feasible for large data sets: use of the Gibbs sampler
- The design of self-organizing polynomial neural networks
- Testing for variance changes in autoregressive models with unknown order
- A stochastic optimal control approach to a class of production and inventory problems
- Covariance analysis of the squares of the purely diagonal bilinear time series models
- Lagrangian support vector regression via unconstrained convex minimization
- Density estimation for time series by histograms
- A non-homogeneous hidden Markov model for predicting the distribution of sea surface elevation
- Optimal and self-tuning white noise estimators with applications to deconvolution and filtering problems
- Noise fuzzy clustering of time series by autoregressive metric
- ON THE LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS
- A simulation study of artificial neural networks for nonlinear time-series forecasting
- Adaptive-expectation based multi-attribute FTS model for forecasting TAIEX
- The Lee-Carter Model for Forecasting Mortality, Revisited
- SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS
- A comparison between minimum variance control and other online compensation methods for specimen drift in transmission electron microscopy
- Self-organizing polynomial neural networks based on polynomial and fuzzy polynomial neurons: Analysis and design.
- On identification of block orientated systems by non-parametric techniques
- On a method of identification of best subset model from full ar-model
- SEMIFAR forecasts, with applications to foreign exchange rates.
- Multiple forecasts with autoregressive time series models: Case studies.
- The role of conditional likelihoods in latent variable modeling
- The CBD Mortality Indexes: Modeling and Applications
- Bayesian mixture of autoregressive models
- Modeling of time series arrays by multistep prediction or likelihood methods.
- Missing observations in ARIMA models: Skipping approach versus additive outlier approach
- Functional representation of power-law random fields and time series
- AR(1) model with skew-normal innovations
- Long-term forecasting of time series based on linear fuzzy information granules and fuzzy inference system
- GENERALISED LEAST SQUARES (GLS) ESTIMATION OF THE DIFFERENCE PARAMETER IN LONG MEMORY (ARFIMA) PROCESSES
- Examining interindividual differences in cyclicity of pleasant and unpleasant affects using spectral analysis and item response modeling
- One step-ahead ANFIS time series model for forecasting electricity loads
- Statistical Properties of Threshold Models
- Title not available (Why is that?)
- A forecasting method for Chinese civil planes attendance rate based on vague sets
- 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?
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