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swMATH664MaRDI QIDQ13418FDOQ13418

Author name not available (Why is that?)

Cited In (13)

• FARIMA with stable innovations model of Great Salt Lake elevation time series
• On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series
• Introduction to Financial Forecasting in Investment Analysis
• Using state-space model with regime switching to represent the dynamics of facial electromyography (EMG) data
• The impact of integrated measurement errors on modeling long-run macroeconomic time series
• A novel auto-regressive fractionally integrated moving average–least-squares support vector machine model for electricity spot prices prediction
• Title not available (Why is that?)
• Malthus in cointegration space: evidence of a post-Malthusian pre-industrial England
• The multinomial logistic regression model for predicting the discharge status after liver transplantation: estimation and diagnostics analysis
• Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data
• Title not available (Why is that?)
• Title not available (Why is that?)
• A note on transformed likelihood approach in linear dynamic panel models

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