The following pages link to (Q3060353):
Displaying 50 items.
- Detrended multiple cross-correlation coefficient with sliding windows approach (Q128081) (← links)
- Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling (Q323521) (← links)
- The hierarchical spectral merger algorithm: a new time series clustering procedure (Q724603) (← links)
- Extensions of saddlepoint-based bootstrap inference (Q741159) (← links)
- On classical and Bayesian asymptotics in state space stochastic differential equations (Q783279) (← links)
- Flexible integro-difference equation modeling for spatio-temporal data (Q1658447) (← links)
- A variational expectation-maximization algorithm for temporal data clustering (Q1658997) (← links)
- Adaptive spectral estimation for nonstationary multivariate time series (Q1659008) (← links)
- Flexible and efficient estimating equations for variogram estimation (Q1662314) (← links)
- Point process models for novelty detection on spatial point patterns and their extremes (Q1662930) (← links)
- Segmental dynamic factor analysis for time series of curves (Q1703840) (← links)
- Clustering nonlinear, nonstationary time series using BSLEX (Q1707055) (← links)
- Towards efficient maximum likelihood estimation of LPV-SS models (Q1716556) (← links)
- Time-varying cointegration model using wavelets (Q1726797) (← links)
- Bayesian copula spectral analysis for stationary time series (Q1727902) (← links)
- Bayesian inference in nonparametric dynamic state-space models (Q1731225) (← links)
- Downstream demand inference in decentralized supply chains (Q1755233) (← links)
- Dependent functional data (Q1952694) (← links)
- Forecasting of global market prices of major financial instruments (Q2004258) (← links)
- An improved forecasting approach to reduce inventory levels in decentralized supply chains (Q2023923) (← links)
- Operator inference of non-Markovian terms for learning reduced models from partially observed state trajectories (Q2050562) (← links)
- Pursuing collective synchrony in teams: a regime-switching dynamic factor model of speed similarity in soccer (Q2073748) (← links)
- Clustering brain signals: a robust approach using functional data ranking (Q2075715) (← links)
- Learning dynamical systems from data: a simple cross-validation perspective. I: Parametric kernel flows (Q2077645) (← links)
- Dynamic cyber risk estimation with competitive quantile autoregression (Q2134032) (← links)
- Automatic estimation of spatial spectra via smoothing splines (Q2135879) (← links)
- Selecting optimal lag order in Ljung-Box test (Q2137647) (← links)
- Multidimensional scaling analysis of financial time series based on modified cross-sample entropy methods (Q2150398) (← links)
- Nonlinear wavelet-based estimation to spectral density for stationary non-Gaussian linear processes (Q2155801) (← links)
- Sum of squared ACF and the Ljung-box statistics (Q2156837) (← links)
- Multivariate transformed Gaussian processes (Q2195526) (← links)
- Multidimensional scaling analysis of financial stocks based on Kronecker-delta dissimilarity (Q2207938) (← links)
- A non-parametric model for fuzzy forecasting time series data (Q2244962) (← links)
- Coherence-based time series clustering for statistical inference and visualization of brain connectivity (Q2318670) (← links)
- Bayesian nonparametric dynamic state space modeling with circular latent states (Q2323159) (← links)
- Reaction times of monitoring schemes for ARMA time series (Q2348744) (← links)
- Sparse Kalman filtering approaches to realized covariance estimation from high frequency financial data (Q2425171) (← links)
- Benchmarking, temporal distribution, and reconciliation methods for time series. (Q2494599) (← links)
- A tutorial on variational Bayes for latent linear stochastic time-series models (Q2513823) (← links)
- Book review of: R. Douc et al., Nonlinear time series. Theory, methods, and applications with R examples (Q2631386) (← links)
- Time series graphical Lasso and sparse VAR estimation (Q2674503) (← links)
- Iterate averaging, the Kalman filter, and 3DVAR for linear inverse problems (Q2679818) (← links)
- Discriminant Analysis of Time Series in the Presence of Within-Group Spectral Variability (Q2815045) (← links)
- Introduction to Time Series and Forecasting (Q2821706) (← links)
- Discrimination Measures for Fractional Integrated Models Based on Wavelets (Q2828727) (← links)
- COUPLED NETWORK APPROACH TO PREDICTABILITY OF FINANCIAL MARKET RETURNS AND NEWS SENTIMENTS (Q3460677) (← links)
- Goodness–of–Fit Test for Stochastic Volatility Models (Q4609014) (← links)
- Robust identification of harmonic oscillator parameters using the adjoint Fokker–Planck equation (Q4647186) (← links)
- Robust interval forecasting algorithm based on a probabilistic cluster model (Q4960688) (← links)
- On the estimation of missing values in AR(1) model with exponential innovations (Q4976217) (← links)
