scientific article; zbMATH DE number 3454717

zbMath0289.62056MaRDI QIDQ4778193

Publication date: 1974

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

Related Items (66)

Joint conditional simulations and the spectral approach for flow modeling ⋮ On confidence regions for the mean of a multivariate time series ⋮ Asymptotically optimal spectral estimation with applications to small samples ⋮ Extended causal modeling to assess partial directed coherence in multiple time series with significant instantaneous interactions ⋮ Saisonbereinigung mittels rekursiver Filter. (Seasonal adjustment by recursive filters) ⋮ The restricted subordination problem for stationary sequences ⋮ Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence ⋮ Neuro-fuzzy model for evaluating the performance of processes using transfer function ⋮ Spectral estimation of non-stationary white noise ⋮ Amplitude estimation in multiple frequency spectrum ⋮ A note on autocovariance estimation in the presence of discrete spectra ⋮ Spectral approximation ⋮ Multivariate estimates of the permanent components of GNP and stock prices ⋮ DETECTION OF PERIODICITIES BY HIGHER-ORDER CROSSINGS ⋮ An introduction to stochastic unit-root processes ⋮ Measures of generalized magnitude-squared coherence: differences and similarities ⋮ On constrained estimation of graphical time series models ⋮ A Review of Some Modern Approaches to the Problem of Trend Extraction ⋮ Approximation and numerical treatment of an autoregressive equation with stochastic coefficients ⋮ Random planar shapes and their statistical recognition ⋮ An analysis of lead-lag structures using a frequency domain approach: Empirical evidence from the Finnish and Swedish stock markets ⋮ Spectral analysis of fractionally cointegrated systems ⋮ Unnamed Item ⋮ Synthesis-based time-scale transforms for non-stationary signals ⋮ Forecasting by exponential smoothing, the Box and Jenkins procedure and spectral analysis. A simulation study ⋮ LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS ⋮ Signal extraction for nonstationary time series with diverse sampling rules ⋮ A class of spectral density estimators ⋮ Asymptotic behavior of the prediction error for stationary sequences ⋮ State space modelling and spectral analysis of cointegrated vector processes (evidence from the U.S. and Scandinavian economies) ⋮ Measuring connectivity in linear multivariate processes: definitions, interpretation, and practical analysis ⋮ Using \(M\)-type smoothing splines to estimate the spectral density of a stationary time series ⋮ A new spectral model for binary or categorical-valued time series data ⋮ Assessment of brain interactivity in the motor cortex from the concept of functional connectivity and spectral analysis of fMRI data ⋮ Mean Value Estimation of a Covariance Stationary, Continuous-Time Process, with Simulation Output Applications ⋮ Low frequency filtering and real business cycles ⋮ Bayesian spectral modeling for multivariate spatial distributions of elemental concentrations in soil ⋮ On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series ⋮ The Variance Profile ⋮ Spatial multi-taper spectrum estimation for nuclear reactor modelling ⋮ Partial group delay and time-lagged relationships among multiple time series ⋮ General joint conditional simulations using a fast Fourier transform method ⋮ Examining interindividual differences in cyclicity of pleasant and unpleasant affects using spectral analysis and item response modeling ⋮ MULTIPLICATIVE EXPONENTIAL MODELS FOR STATIONARY TIME SERIES ⋮ The Hodrick--Prescott filter, the Slutzky effect, and the distortionary effect of filters ⋮ Asymptotic lower bounds for the risk of estimators of the value of a spectral density function ⋮ On some classes of nonstationary parametric processes ⋮ Stationarizing two classes of nonstationary processes by wavelet ⋮ State space models on special manifolds ⋮ Group delay, partial group delay and index-lag relationship for multidimensional processes ⋮ Unnamed Item ⋮ A weak approximation for the Wiener–Hopf factorization ⋮ AR and ARMA spectral estimation ⋮ Statistical inference for time series with non-precise data ⋮ State realization with exogenous variables -- a test on blast furnace data ⋮ Temporal Aggregation of Seasonally Near‐Integrated Processes ⋮ Regional business cycles in Italy ⋮ TIME SCALE APPROACH FOR CHIRP DETECTION ⋮ Multivariate detrending under common trend restrictions: implications for business cycle research ⋮ Autoregressive moving-average convolution processes on the unit circle ⋮ Estimation of regression coefficients in case of differentiable error processes ⋮ The application of parametric multichannel spectral estimates in the study of electrical brain activity ⋮ Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information ⋮ REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES ⋮ On autocorrelation estimation in mixed-spectrum Gaussian processes ⋮ ON THE ROBUST PREDICTION AND INTERPOLATION OF TIME SERIES IN THE PRESENCE OF CORRELATED NOISE

This page was built for publication: