scientific article; zbMATH DE number 3565994

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Correlation analysis of nonstationary processes using prior information
Fitting a fractional ARIMA model to time series data
Nonparametric autocovariance estimation from censored time series by Gaussian imputation
Generalized autoregressive conditional heteroscedasticity
APPROXIMATE SIMULTANEOUS SIGNIFICANCE INTERVALS FOR RESIDUAL AUTOCORRELATIONS OF AUTOREGRESSIVE MOVING-AVERAGE TIME SERIES MODELS
Simple consistent estimation of the coefficients of a linear filter
FARIMA with stable innovations model of Great Salt Lake elevation time series
On time series with randomized unit root and randomized seasonal unit root
Random time-series model identification from binary-valued observations and quantized measurements
Analyzing spatial ecological data using linear regression and wavelet analysis
Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme
Markovian representation of a bilinear time series model and maximum likelihood estimation of the parameters
Nonstationary regression models with a lagged dependent variable
The theory of optimal stochastic control as applied to insurance underwriting cycles
Detecting business cycle asymmetries using artificial neural networks and time series models
On linear processes with dependent innovations
Time-series decomposition and forecasting
Randomised pseudolikelihood ratio change point estimator in GARCH models
Bandwidth selection for kernel estimate with correlated noise
Forecasting crude oil consumption in China using a grey prediction model with an optimal fractional-order accumulating operator
Kalman-filtering methods for computing information matrices for time- invariant, periodic, and generally time-varying VARMA models and samples
Bootstrapping empirical distribution functions of residuals from autoregressive model fitting
Accounting seasonal nonstationarity in time series models for short-term ozone level forecast
Parameter Estimation and Subset Selection for Separable lower Triangular Bilinear Models
Trends cycles and seasons: econometric methods of signal extraction
Forecasting performance of machine learning, time series, and hybrid methods for low- and high-frequency time series
Forecasting time series with genetic programming based on least square method
Temperature prediction based on a space-time regression-kriging model
Analytical Bayes estimator and distribution for outlier infested time series data
Stochastic linear trends. Models and estimators
Intervention analysis with nonlinear dependent noise variation
Robust singular spectrum analysis: comparison between classical and robust approaches for model fit and forecasting
A NEW APPROACH OF BIVARIATE FUZZY TIME SERIES ANALYSIS TO THE FORECASTING OF A STOCK INDEX
Linear programming twin support vector regression
STOCHASTICALLY EQUIVALENT DYNAMICAL SYSTEM APPROACH TO NONLINEAR DETERMINISTIC PREDICTION
On identification of transfer function models by biased regression methods
Preliminary Estimation in Gaussian Stationary Processes
Factor models for matrix-valued high-dimensional time series
Parameter estimation of continuous-time stationary Gaussian processes with rational spectra
Approximate Entropy as an Irregularity Measure for Financial Data
A mathematical model for a capacity reservation contract
A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression
Econometric methods of signal extraction
Una familia de distribuciones conjugadas para un proceso ARE (1)
Times series models with thresholds
Time Series and Model Selection
Separated hypotheses testing for autoregressive models with non-negative residuals
Integer-valued transfer function models for counts that show zero inflation
Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme
Model-building problem of periodically correlated m-variate moving average processes
MODELING LONG-MEMORY PROCESSES FOR OPTIMAL LONG-RANGE PREDICTION
A time series bootstrap procedure for interpolation intervals
The consistency of the L₁norm estimates in arma models
Testing for ar(1) against ima(1,1) disturbances in the linear regression model
ON A CLASS OF NONSTATIONARY PROCESSES
Parameter estimation for ARTFIMA time series
Periodic and seasonal (co-)integration in the state space framework
Municipal Water Demand Forecasting: Tools for Intervention Time Series
Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series
The Lee-Carter model for forecasting mortality, revisited
scientific article; zbMATH DE number 7734381 (Why is no real title available?)
BIASES OF ESTIMATORS IN MULTIVARIATE NON-GAUSSIAN AUTOREGRESSIONS
Moving dynamic principal component analysis for non-stationary multivariate time series
Simple diagnostic tools for inverstigating linear trends in time series
Measuring statistical dependences in a time series
Bayesian long-run prediction in time series models
Testing for a unit root in an arima(p,1,0) signal observed with ma(q) noise
Order selection statistical test for nonstationary AR models
Estimation of partially nonstationary vector autoregressive models with seasonal behavior
Minimum distance estimation of stationary and non‐stationary ARFIMA processes
Diagnostic check for heavy tail in linear time series
Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH
Changepoint detection in Gaussian sequential data with copula-based Markov chain models in an online environment
A competing risks approach to the two‐sex problem
ON SOME AMBIGUITIES ASSOCIATED WITH THE FITTING OF ARMA MODELS TO TIME SERIES
Methods for the external validation of contiuous system simulation models:a review
The effects of autocorrelation among errors on the consistency property of OLS estimator
Smooth Multi-Period Forecasting With Application to Prediction of COVID-19 Cases
Signal Extraction Problems in Seismology
Taguchi's method and an empirical procedure for on-line process control
Effect of systematic sampling on arima models
Some matrix results related to a partitioned singular linear model
Forecast of the expected non-epidemic morbidity of acute diseases using resampling methods
Forecasting financial time series with Boltzmann entropy through neural networks
An Alternative to Transfer Function Forecasting Based on Subspace Methods
A multi-scale forecasting model for CPI based on independent component analysis and non-linear autoregressive neural network
An efficient forecasting method for time series based on visibility graph and multi-subgraph similarity
Performance analysis of an integral controller
Comparison of standard long memory time series
Multi-step estimators and shrinkage effect in time series models
A fast estimation method for ARMA processes
Set-valued and interval-valued stationary time series
Whitening as a tool for estimating mutual information in spatiotemporal data sets
WHY DO NONINVERTIBLE ESTIMATED MOVING AVERAGES OCCUR?*
Genetic modelling of multivariate EGARCHX-processes: evidence on the international asset return signal response mechanism
Parsimonious time series modeling for high frequency climate data
On covariance function tests used in system identification
Time series of count data: a review, empirical comparisons and data analysis
A Functional Wavelet–Kernel Approach for Time Series Prediction
Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation

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