scientific article; zbMATH DE number 1447423
From MaRDI portal
correlationforecastingregressionsmoothingARMA modelsstate-space modelsARIMA modelsfilteringperiodogramthreshold modelsARMAX models
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62Pxx) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Recommendations
Cited in
(only showing first 100 items - show all)- Continuous time modeling of panel data: SEM versus filter techniques
- Fitting non-Gaussian persistent data
- A Bernstein-type inequality for high dimensional linear processes with applications to robust estimation of time series regressions
- On proximity between PCA in the frequency domain and usual PCA
- State-space model for proxy-based millennial reconstruction
- Present Position and Potential Developments: Some Personal Views: Time Series Analysis
- Detecting abrupt changes in a piecewise locally stationary time series
- Time series analysis and its applications. With R examples
- Multivariate Time-Series Analysis With Categorical and Continuous Variables in an Lstr Model
- State-domain change point detection for nonlinear time series regression
- Time series: theory and methods
- Spectral estimation of the multivariate impulse response
- Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors
- Benchmarking, temporal distribution, and reconciliation methods for time series.
- Time series. A data analysis approach using R
- Robust relation of streamwise velocity autocorrelation in atmospheric surface layers based on an autoregressive moving average model
- Complex network approach to fractional time series
- Joint gravity and magnetic inversion with trans-dimensional alpha shapes and autoregressive noise models
- A Class of Models for Aggregated Traffic Volume Time Series
- Analyzing spatial ecological data using linear regression and wavelet analysis
- A structural model with interventions for New Zealand sawn timber production
- A Bayesian model of capacity across trials
- A new Levinson-Durbin based 2-D AR model parameter estimation method
- Structural shrinkage of nonparametric spectral estimators for multivariate time series
- Classification of cyclical time series using complex demodulation
- Estimation of a nonparametric regression spectrum for multivariate time series
- Regression theory for categorical time series
- EWMA Charts for Monitoring the Mean and the Autocovariances of Stationary Gaussian Processes
- scientific article; zbMATH DE number 842531 (Why is no real title available?)
- Bernstein polynomial estimation of a spectral density
- Sequential detection framework for real-time biosurveillance based on Shiryaev-Roberts procedure with illustrations using COVID-19 incidence data
- Combining multiple time series predictors: A useful inferential procedure
- Robust functional supervised classification for time series
- Decomposition algorithm for large-scale two-stage unit-commitment
- A wavelet-Fisz approach to spectrum estimation
- scientific article; zbMATH DE number 53258 (Why is no real title available?)
- Feedback, causality and distance between ARMA models.
- A Joint Regression Variable and Autoregressive Order Selection Criterion
- scientific article; zbMATH DE number 3899992 (Why is no real title available?)
- Applied time series analysis
- Model-based maximum covariance analysis for irregularly observed climatological data
- A flexible two-piece normal dynamic linear model
- Quasi-maximum likelihood estimation of GARCH models in the presence of missing values
- A numerically efficient implementation of the expectation maximization algorithm for state space models
- Functional lagged regression with sparse noisy observations
- Local linear estimation for spatial random processes with stochastic trend and stationary noise
- Computational techniques for spatial logistic regression with large data sets
- Data mining in Canadian lynx time series
- Minding the gap: Central bank estimates of the unemployment natural rate
- Classification and similarity analysis of fundamental frequency patterns in infant spoken language acquisition
- Computational Methods for Time Series Analysis
- A Scale‐space Approach for Detecting Non‐stationarities in Time Series
- Online prediction of Berlin single-family house prices
- A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates
- Exit dynamics of start-up firms: structural estimation using indirect inference
- On a semiparametric data-driven nonlinear model with penalized spatio-temporal lag interactions
- Decomposition of dynamical signals into jumps, oscillatory patterns, and possible outliers
- Tracking multiple objects using the Viterbi algorithm
- An autoregressive model to describe fishing vessel movement and activity
- Nonparametric spectral analysis with applications to seizure characterization using EEG time series
- Dynamic Factor Analysis with Non-Linear Temporal Aggregation Constraints
- Analyzing reciprocal relationships by means of the continuous‐time autoregressive latent trajectory model
- scientific article; zbMATH DE number 48186 (Why is no real title available?)
- A sparse matrix formulation of model-based ensemble Kalman filter
- A heuristic reference recursive recipe for adaptively tuning the Kalman filter statistics. I: Formulation and simulation studies
- scientific article; zbMATH DE number 3988546 (Why is no real title available?)
- Gaussian processes on the support of cylindrical surfaces, with application to periodic spatio-temporal data
- An improved Akaike information criterion for state-space model selection
- Modelling EGX30 of Egyptian stock market using spectral analysis and harmonic regression
- Functional coefficient seasonal time series models with an application of Hawaii tourism data
- Delay parameter selection in permutation entropy using topological data analysis
- Trend of commodity prices and exchange rate in Australian economy: time varying parameter model approach
- Bootstrapping the Local Periodogram of Locally Stationary Processes
- Beta spatial linear mixed model with variable dispersion using Monte Carlo maximum likelihood
- Emulator-assisted reduced-rank ecological data assimilation for nonlinear multivariate dynamical spatio-temporal processes
- One-step approximations for detecting regime changes in the state space model with application to the influenza data
- Assessing influence in Gaussian long-memory models
- scientific article; zbMATH DE number 833250 (Why is no real title available?)
- The co-integrated vector autoregression with errors-in-variables
- A semiparametric additive rate model for a modulated renewal process
- scientific article; zbMATH DE number 5040166 (Why is no real title available?)
- Non-regular estimation theory for piecewise continuous spectral densities
- Interpolating fields of carbon monoxide data using a hybrid statistical-physical model
- Joint chance constrained programming for hydro reservoir management
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models
- The spectral envelope and its applications.
- Sequential change-point detection in a multinomial logistic regression model
- scientific article; zbMATH DE number 521427 (Why is no real title available?)
- Multiscale spectral analysis for detecting short and long range change points in time series
- scientific article; zbMATH DE number 3843031 (Why is no real title available?)
- Multivariate time series analysis
- Partial Likelihood Inference For Time Series Following Generalized Linear Models
- On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity
- Spectral PCA for MANOVA and data over binary trees
- Robust estimation of a dynamic spatio-temporal model with structural change
- Tracking methods for relative localisation
- Exact maximum likelihood estimation for non-stationary periodic time series models
- scientific article; zbMATH DE number 3856269 (Why is no real title available?)
- Evaluating the efficiency of fractional integration parameter estimators
- Estimation of trend in state-space models: asymptotic mean square error and rate of convergence
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4954014)