The following pages link to Time series: theory and methods (Q1083164):
Displaying 50 items.
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
- Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes (Q261766) (← links)
- EWMA control charts for detecting changes in the mean of a long-memory process (Q263901) (← links)
- Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows (Q270200) (← links)
- Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
- An INAR model with discrete Laplace marginal distributions (Q288010) (← links)
- Distinguishing CPFSK from QAM and PSK modulations (Q308484) (← links)
- Effective sample size for line transect sampling models with an application to marine macroalgae (Q321444) (← links)
- Spectral representation of multivariate regularly varying Lévy and CARMA processes (Q354751) (← links)
- Asymptotic behavior of the estimated weights and of the estimated performance measures of the minimum VaR and the minimum CVaR optimal portfolios for dependent data (Q378919) (← links)
- A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process (Q389248) (← links)
- Test of independence for functional data (Q391591) (← links)
- Exploring US business cycles with bivariate loops using penalized spline regression (Q429548) (← links)
- Covariance analysis of the squares of the purely diagonal bilinear time series models (Q468017) (← links)
- Quasi equilibrium, variance effective size and fixation index for populations with substructure (Q471072) (← links)
- Auto-regressive moving-average discrete-time dynamical systems and autocorrelation functions on real-valued Riemannian matrix manifolds (Q478767) (← links)
- Complex dynamics of a forced discretized version of the Mackey-Glass delay differential equation (Q480031) (← links)
- A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800) (← links)
- On the eigenvalue effective size of structured populations (Q493080) (← links)
- Memory properties of transformations of linear processes (Q523450) (← links)
- Decomposition of neurological multivariate time series by state space modelling (Q535574) (← links)
- Estimation of a nonparametric regression spectrum for multivariate time series (Q537240) (← links)
- FARIMA with stable innovations model of Great Salt Lake elevation time series (Q612642) (← links)
- The generalized shrinkage estimator for the analysis of functional connectivity of brain signals (Q641159) (← links)
- A note on the normalizing sequences for sums of linear processes in the case of negative memory (Q683359) (← links)
- Spectral estimates and stable processes (Q689470) (← links)
- Bayesian estimation and the application of long memory stochastic volatility models (Q713736) (← links)
- A stochastic program with time series and affine decision rules for the reservoir management problem (Q723959) (← links)
- On the almost sure convergence for a linear process generated by negatively associated random variables in a Hilbert space (Q730718) (← links)
- A characterization of vector autoregressive processes with common cyclical features (Q737947) (← links)
- The Durbin-Watson ratio under infinite-variance errors (Q756340) (← links)
- On maxima of periodograms of stationary processes (Q834359) (← links)
- A cobweb model with local externalities (Q844614) (← links)
- Recursive identification for EIV ARMAX systems (Q848399) (← links)
- The ARHD model (Q861222) (← links)
- Limit theorems for self-normalized linear processes (Q866593) (← links)
- The ARMA model in state space form (Q868278) (← links)
- Asymptotic efficiency of the ordinary least-squares estimator for SUR models with integrated regressors (Q870325) (← links)
- Differential models for evolutionary compositions (Q887524) (← links)
- A novel mode-characteristic-based decomposition ensemble model for nuclear energy consumption forecasting (Q893045) (← links)
- The statistical analysis of fMRI data (Q907945) (← links)
- A practical method for outlier detection in autoregressive time series modelling (Q911203) (← links)
- Outliers in a multivariate autoregressive moving-average process (Q916291) (← links)
- Maximum likelihood estimation for noncausal autoregressive processes (Q923568) (← links)
- Estimating the Hurst effect and its application in monitoring clinical trials (Q956853) (← links)
- Modeling and prediction of multivariate space-time random fields (Q957133) (← links)
- Testing for independence in heavy-tailed time series using the codifference function (Q961960) (← links)
- Assessing uncertainty in the American Indian trust fund (Q965104) (← links)
- Retracted: Convergence of weighted sums for arrays of negatively dependent random variables and its applications. (Q975320) (← links)
