Cited in
(50)- Penalised likelihood methods for phase-type dimension selection
- Time-Rescaling regression method for exponential decay time series predictions
- Volatility analysis with realized GARCH-Itô models
- Modelling corporate bank accounts
- Pairs trading under delayed cointegration
- Semiparametrically point-optimal hybrid rank tests for unit roots
- Semi-Lévy driven continuous-time GARCH process
- Quantifying the data-dredging bias in structural break tests
- Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach
- 2-D Rayleigh autoregressive moving average model for SAR image modeling
- Direct data-based decision making under uncertainty
- A new diagnostic tool for VARMA\((p,q)\) models
- Outlier detection in time series via mixed-integer conic quadratic optimization
- Introduction to Time Series and Forecasting
- Reservoir computing with an inertial form
- PcGets
- RegEM
- fracdiff
- astsa
- itsmr
- sapa
- Portfolio Safeguard
- convoSPAT
- Cistrome
- Nebula
- ODoSE
- extraDistr
- PROGRESS
- FastGP
- hitandrun
- tscount
- SynLab
- RobustSP
- logcondiscr
- artfima
- ICON
- fpp2
- matrixdist
- gravitas
- Testing for the expected number of exceedances in strongly dependent seasonal time series
- Cepstral identification of autoregressive systems
- Asymptotic analysis of synchrosqueezing transform -- toward statistical inference with nonlinear-type time-frequency analysis
- Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model
- Estimating variances in time series kriging using convex optimization and empirical BLUPs
- Distributionally robust optimization with correlated data from vector autoregressive processes
- MMEinR
- Selecting between causal and noncausal models with quantile autoregressions
- Multiplicative deconvolution in survival analysis under dependency
- Methods to compute prediction intervals: a review and new results
- Median-of-means approach for repeated measures data
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