scientific article; zbMATH DE number 3565994

Cited in

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Asset price prediction using seasonal decomposition
Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models
Bayesian analysis of autoregressive moving average processes with unknown orders
Detecting business cycle asymmetries using artificial neural networks and time series models
Computing and using residuals in time series models
A time series bootstrap procedure for interpolation intervals
Time series clustering and classification by the autoregressive metric
Bayesian mixture of autoregressive models
Point processes and multivariate extreme values
Linear prediction of ARMA processes with infinite variance
A stochastic optimal control approach to a class of production and inventory problems
Estimation of the degree of differencing of an ARIMA process
Optimization with respect to covariance sequence parameters
ARMA spectral estimation based on partial autocorrelations. II: Statistical analysis
On confidence intervals and tests for autocorrelations
Autoregressive time series analysis via representatives
Time series analysis of chaotic signals
Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\)
Analytic expressions for predictive distributions in mixture autoregressive models
On the study of some functions of multivariate ARMA processes
Simple consistent estimation of the coefficients of a linear filter
Parameter estimation of continuous-time stationary Gaussian processes with rational spectra
An output error model and algorithm for electromagnetic system identification
Multivariate contemporaneous ARMA model with hydrological applications
Modeling long term lake variations by physically based stochastic dynamic models
Recent developments in time series forecasting
Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates
Differencing as an approximate de-trending device
Exact predictive densities for linear models with ARCH disturbances
On the detection of a signal in colored noise
Bandwidth selection for kernel estimate with correlated noise
Testing for causality in real time
Conceptually-based shot noise modeling of streamflows at short time interval
Diagnostic check for monotone spread.
Do core inflation measures help forecast inflation?
Optimal sensor location in the presence of nonstationary noise
Factorizing multivariate time series operators
Modelling and prediction of stochastic processes involving periodicity
The linear model revisited
Counterexamples to parsimony and BIC
Differential geometrical structures related to forecasting error variance ratios
Identification of non-minimum phase transfer function using higher-order spectrum
State space modeling of non-standard actuarial time series
Model-building problem of periodically correlated m-variate moving average processes
Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study.
Robust autoregressive estimates using quadratic programming
Bayesian inferences for several autoregressive processes
SEMIFAR forecasts, with applications to foreign exchange rates.
Missing observations in ARIMA models: Skipping approach versus additive outlier approach
A modified model for projecting age-structured populations in random environments
Estimation of partially nonstationary vector autoregressive models with seasonal behavior
Density estimation for time series by histograms
Kalman-filtering methods for computing information matrices for time- invariant, periodic, and generally time-varying VARMA models and samples
Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme
Nonlinear forecasting of hepatitis and AIDS incidence
The information matrix of multiple-input single-output time series models
Bayes inference in regression models with ARMA\((p,q)\) errors
A simple recursive estimation method for linear regression models with \(\text{AR}(p)\) disturbances
Transforming the error-components model for estimation with general ARMA disturbances
A transfer function model to describe odor causing VOCs transport in a ventilated airspace with mixing/adsorption heterogeneity
A new preliminary estimator for MA(1) models
Minimum distance estimation of stationary and non‐stationary ARFIMA processes
Rain-fall modeling: An application of Bayesian forecasting
Dependent error regression smoothing: A new method and PC program
Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process
Fitting ARMA time series by structural equation models
Cut sharing for multistage stochastic linear programs with interstage dependency
HYDRO\(_ -\)GEN: A spatially distributed random field generator for correlated properties
A new measure of xenobiotic toxicity to the first-line human defence system from the time-resolved phagocyte luminescence
Simulation of a stationary autoregression: A characterization of the normal distribution
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
Optimal calculation of residuals for ARMAX models with application to model verification
Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme
A transfer function technique to describe odor causing VOCs transport in a ventilated airspace with mixing/adsorption heterogeneity.
Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
Modeling of time series arrays by multistep prediction or likelihood methods.
Multiple forecasts with autoregressive time series models: Case studies.
Self-organizing polynomial neural networks based on polynomial and fuzzy polynomial neurons: Analysis and design.
The double-gap life expectancy forecasting model
A fuzzy seasonal ARIMA model for forecasting
Genetic modelling of multivariate EGARCHX-processes: evidence on the international asset return signal response mechanism
SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
Polarization of forecast densities: a new approach to time series classification
Trend mining for system reliability employing a novel heuristic-based kriging profiling method
Forecasting crude oil consumption in China using a grey prediction model with an optimal fractional-order accumulating operator
Forecasting time series movement direction with hybrid methodology
Sparse seasonal and periodic vector autoregressive modeling
Bootstrap prediction intervals for Markov processes
A Gini-based unit root test
Volatility modeling with leverage effect under Laplace errors
A strategy for hedging risks associated with period and cohort effects using q-forwards
A novel approach for nonstationary time series analysis with time-invariant correlation coefficient
Swarm intelligence-based hybrid models for short-term power load prediction
The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis
Fuzzy weighted least squares support vector regression with data reduction for nonlinear system modeling
Diagnostic check for heavy tail in linear time series
Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH
Factor models for matrix-valued high-dimensional time series
An improved time series model for monthly stream flows
Combined forecasts in portfolio optimization: a generalized approach

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