Cited in
(only showing first 100 items - show all)- Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study
- A model-free test for independence between time series
- Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization
- Copulas: Tales and facts (with discussion)
- Nonparametric phase-II monitoring for detecting monotone trend based on inverse sampling
- The use of forecast gradients in 3DVar data assimilation
- Discussion of: ``A statistical analysis of multiple temperature proxies: are reconstructions of surface temperatures over the last 1000 years reliable?
- Modeling churn using customer lifetime value
- On conditional covariance modelling: an approach using state space models
- Monitoring mean changes in persistent multivariate time series
- Maximum likelihood estimation in vector autoregressive models with multivariate scaled t-distributed innovations using EM-based algorithms
- Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding
- Pairs trading with partial cointegration
- Incompatibility of trends in multi-year estimates from the American community survey
- Two sample tests for high-dimensional autocovariances
- Penalised likelihood methods for phase-type dimension selection
- Dimensional reduction of conditional algebraic multi-information via transcripts
- The impact on ruin probabilities of the association structure among financial risks
- Time-Rescaling regression method for exponential decay time series predictions
- Finite-sample properties of estimators for first and second order autoregressive processes
- An introduction to state space time series analysis.
- Volatility analysis with realized GARCH-Itô models
- A mixed iteration for nonnegative matrix factorizations
- Bootstrap for correcting the mean square error of prediction and smoothed estimates in structural models
- Moving horizon estimation for ARMAX processes with additive output noise
- Neural networks in stochastic mechanics.
- Approximate leave-future-out cross-validation for Bayesian time series models
- Sulewski plasticizing component distribution: properties and applications
- Analyzing growth components in trees
- Set-valued and interval-valued stationary time series
- Detecting outlying series in sets of short time series
- Two-sample nonparametric stochastic order inference with an application in plant physiology
- scientific article; zbMATH DE number 1984254 (Why is no real title available?)
- Generalized choice models for categorical time series
- Computing bounds on the expected maximum of correlated normal variables
- scientific article; zbMATH DE number 7578293 (Why is no real title available?)
- Modelling corporate bank accounts
- On strong consistency and asymptotic normality of one-step Gauss-Newton estimators in ARMA time series models
- Dependent functional data
- Improving prediction models applied in systems monitoring natural hazards and machinery
- Identification of symmetric noncausal processes
- Pairs trading under delayed cointegration
- A new procedure in stock market forecasting based on fuzzy random auto-regression time series model
- Semiparametrically point-optimal hybrid rank tests for unit roots
- Pairs trading with partial cointegration
- A single-index model procedure for interpolation intervals in time series
- QARIMA: a new approach to prediction in queue theory
- A bivariate INAR(1) model with different thinning parameters
- Spectral norm of circulant-type matrices
- Simple detection of outlying short time series
- Challenging the robustness of optimal portfolio investment with moving average-based strategies
- The modified Yule-Walker method for \(\alpha\)-stable time series models
- Learning using anti-training with sacrificial data
- Whiteness constraints in a unified variational framework for image restoration
- A SARIMAX coupled modelling applied to individual load curves intraday forecasting
- Semi-Lévy driven continuous-time GARCH process
- Construction, properties and statistical applications of positive definite intraclass matrix
- Distribution-free lack-of-fit tests in balanced mixed models
- Quantifying the data-dredging bias in structural break tests
- Design of a negative group delay filter via reservoir computing approach: real-time prediction of chaotic signals
- Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach
- Forecasting nonstationary time series based on Hilbert-Huang transform and machine learning
- Visual analysis of categorical time series
- Thinning operations for modeling time series of counts -- a survey
- Semi-automated simultaneous predictor selection for regression-SARIMA models
- Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
- Fractionally differenced Gegenbauer processes with long memory: a review
- When good theories make bad predictions
- Financial clustering in presence of dominant markets
- 2-D Rayleigh autoregressive moving average model for SAR image modeling
- Optimal design of Shewhart-Lepage type schemes and its application in monitoring service quality
- Direct data-based decision making under uncertainty
- scientific article; zbMATH DE number 2076026 (Why is no real title available?)
- Natural gas cash-out problem: bilevel stochastic optimization approach
- Forecasting models for developing control scheme to improve furnace run length
- A hierarchical Ornstein-Uhlenbeck model for continuous repeated measurement data
- Open problems in universal induction \& intelligence
- Measurement error. Models, methods and applications
- Statistical analysis of decoding performances of diverse populations of neurons
- Functional convergence of linear processes with heavy-tailed innovations
- Discrete distributions based on inter arrival times with application to football data
- A Fourier analysis of extreme events
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
- On the feasibility of time estimation under isolation conditions in wireless sensor networks
- Correcting the corrected AIC
- Koopman operator framework for time series modeling and analysis
- An interpolation algorithm for multivariate ARMA processes
- Time series. Modeling, computation, and inference.
- Performance analysis of the optimal strategy under partial information
- A novel auto-regressive fractionally integrated moving average–least-squares support vector machine model for electricity spot prices prediction
- scientific article; zbMATH DE number 1656905 (Why is no real title available?)
- A study of singular spectrum analysis with global optimization techniques
- Filtering nonlinear spatio-temporal chaos with autoregressive linear stochastic models
- Estimation in a class of nonlinear heteroscedastic time series models
- Autoregressive processes with generalized hyperbolic innovations
- Efficient parameter estimation for independent and INAR(1) negative binomial samples
- A new diagnostic tool for VARMA\((p,q)\) models
- An algebraic method for constructing stable and consistent autoregressive filters
- The exact density of the sum of independent skew normal random variables
- Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes
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