ITSM2000

swMATH16941MaRDI QIDQ28805FDOQ28805

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Cited In (25)

• A new diagnostic tool for VARMA(p,q) models
• Time-Rescaling regression method for exponential decay time series predictions
• Penalised likelihood methods for phase-type dimension selection
• Reservoir Computing with an Inertial Form
• Volatility analysis with realized GARCH-Itô models
• Pairs trading under delayed cointegration
• Modelling corporate bank accounts
• Semiparametrically point-optimal hybrid rank tests for unit roots
• Semi-Lévy driven continuous-time GARCH process
• Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach
• Quantifying the data-dredging bias in structural break tests
• 2-D Rayleigh autoregressive moving average model for SAR image modeling
• Direct data-based decision making under uncertainty
• Introduction to Time Series and Forecasting
• 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
• Selecting between causal and noncausal models with quantile autoregressions
• Multiplicative deconvolution in survival analysis under dependency
• Median-of-means approach for repeated measures data
• Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization
• Methods to compute prediction intervals: a review and new results

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