Pages that link to "Item:Q3558524"

The following pages link to Introduction to Time Series Modeling (Q3558524):

Displaying 16 items.

• Computational aspects of sequential Monte Carlo filter and smoother (Q457255) (← links)
• A robust-filtering method for noisy non-stationary multivariate time series with econometric applications (Q825334) (← links)
• Detecting factors of quadratic variation in the presence of market microstructure noise (Q825352) (← links)
• Granger causality-based synaptic weights estimation for analyzing neuronal networks (Q1704884) (← links)
• State-space modeling for seismic signal analysis (Q1991379) (← links)
• Comparing estimation methods of non-stationary errors-in-variables models (Q2195520) (← links)
• Trend of commodity prices and exchange rate in Australian economy: time varying parameter model approach (Q2216411) (← links)
• Book review of: R. Douc et al., Nonlinear time series. Theory, methods, and applications with R examples (Q2631386) (← links)
• Decomposition of Seasonality and Long-term Trend in Seismological Data: A Bayesian Modelling of Earthquake Detection Capability (Q2802872) (← links)
• A new optimal portfolio selection strategy based on a quadratic form mean-variance model with transaction costs (Q3008844) (← links)
• (Q4862306) (← links)
• Time Series Decomposition into Oscillation Components and Phase Estimation (Q5380648) (← links)
• Multivariate Time Series Decomposition into Oscillation Components (Q5380830) (← links)
• Editorial: Special issue on time series in the environmental sciences (Q5495679) (← links)
• Dynamic structural models with covariates for short-term forecasting of time series with complex seasonal patterns (Q5861566) (← links)
• (Q6125990) (← links)