SAS/ETS
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Cited in
(50)- Asset price prediction using seasonal decomposition
- Regionalization of unit hydrograph parameters. I: Comparison of regression analysis techniques
- Estimation in a linear model with serially correlated errors when observations are missing
- Fitting a Pareto-Normal-Pareto distribution to the residuals of financial data
- Multiple forecasts with autoregressive time series models: Case studies.
- A joint regression modeling framework for analyzing bivariate binary data in \(\mathsf{R}\)
- Efficient Bayesian inference for COM-Poisson regression models
- PcGive
- Autoregression models of EEG. Results compared with expectations for a multilinear near-equilibrium biophysical process
- SAS
- Neural network model selection for financial time series prediction
- Compoisson
- Transfer function model for COVID-19 deaths in USA using case counts as input series
- HAC
- Incorporating price, advertising and distribution in diffusion models of innovation: Some theoretical and empirical results
- Testing the joint hypothesis of rationality and neutrality under seasonal cointegration: The case of Korea
- A single series representation of multiple independent ARMA processes
- Using VARIMA model to predict average monthly temperature in Cairo governorate, Egypt
- Modeling a cross-sectional response variable with longitudinal predictors: an example of pulse pressure and pulse wave velocity
- Selecting wavelet transforms model in forecasting financial time series data based on ARIMA model
- The BADAME project
- Understanding multi-stage diffusion process in presence of attrition of potential market and related pricing policy
- Econometric software development: past, present and future
- A Shrinked Forecast in Stationary Processes Favouring Percentage Error
- mcmcplots
- COMPoissonReg
- mvProbit
- An Alternative Methodology for Combining Different Forecasting Models
- Bayesian autoregressive spectral analysis
- Sequential method of change detection and adaptive prediction of municipal water demand
- Bootstrapping a time series model: some empirical results
- A Generalized Allometric Model for Determining Length‐Weight Relationship
- HACopula
- OctSymPy
- A study on the effect of power transformation in the ARMA(p,q) model
- Risk Assessment for Quantitative Responses Using a Mixture Model
- Reflections on Fourteen Cryptic Issues Concerning the Nature of Statistical Inference*
- On the covariance matrix estimators of the white noise process of a vector autoregressive model
- A vector autoregressive model to predict hurricane tracks
- The Lee-Carter model for forecasting mortality, revisited
- SDE Based SRGM Considering Irregular Fluctuation in Fault Introduction Rate
- A flexible regression model for zero- and k-inflated count data
- Using repeated-prevalence data in multi-state modeling of renal replacement therapy
- Using VARMA technique to measure the performance quality of E-service-FIFA2014
- soreg
- Outlier analysis and mortality forecasting: The United Kingdom and Scandinavian countries
- Damage diagnosis of high-rise buildings under variable ambient conditions using subdomain approach
- Relative error prediction via kernel regression smoothers
- On the estimation of the stereotype regression model
- Estimation with the nested logit model: specifications and software particularities
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