The following pages link to SAS/ETS (Q36575):
Displaying 40 items.
- Relative error prediction via kernel regression smoothers (Q935419) (← links)
- On the estimation of the stereotype regression model (Q959281) (← links)
- Estimation with the nested logit model: specifications and software particularities (Q991829) (← links)
- Asset price prediction using seasonal decomposition (Q1000351) (← links)
- Regionalization of unit hydrograph parameters. I: Comparison of regression analysis techniques (Q1360348) (← links)
- Estimation in a linear model with serially correlated errors when observations are missing (Q1404608) (← links)
- Fitting a Pareto-Normal-Pareto distribution to the residuals of financial data (Q1424662) (← links)
- Multiple forecasts with autoregressive time series models: Case studies. (Q1427758) (← links)
- A joint regression modeling framework for analyzing bivariate binary data in \(\mathsf{R}\) (Q1697000) (← links)
- Efficient Bayesian inference for COM-Poisson regression models (Q1703862) (← links)
- Autoregression models of EEG. Results compared with expectations for a multilinear near-equilibrium biophysical process (Q1825155) (← links)
- Neural network model selection for financial time series prediction (Q1861629) (← links)
- Transfer function model for COVID-19 deaths in USA using case counts as input series (Q2089392) (← links)
- Incorporating price, advertising and distribution in diffusion models of innovation: Some theoretical and empirical results (Q2563904) (← links)
- Testing the joint hypothesis of rationality and neutrality under seasonal cointegration: The case of Korea (Q2565045) (← links)
- A single series representation of multiple independent ARMA processes (Q2930892) (← links)
- (Q3098692) (← links)
- Modeling a cross-sectional response variable with longitudinal predictors: an example of pulse pressure and pulse wave velocity (Q3184476) (← links)
- (Q3224739) (← links)
- The BADAME project (Q3297984) (← links)
- Understanding multi-stage diffusion process in presence of attrition of potential market and related pricing policy (Q3388446) (← links)
- Econometric software development: past, present and future (Q3429911) (← links)
- A Shrinked Forecast in Stationary Processes Favouring Percentage Error (Q3440745) (← links)
- An Alternative Methodology for Combining Different Forecasting Models (Q3604103) (← links)
- Bayesian autoregressive spectral analysis (Q3709717) (← links)
- Sequential method of change detection and adaptive prediction of municipal water demand (Q3752272) (← links)
- Bootstrapping a time series model: some empirical results (Q3753352) (← links)
- A Generalized Allometric Model for Determining Length‐Weight Relationship (Q4369723) (← links)
- A study on the effect of power transformation in the ARMA(<i>p,q</i>) model (Q4540921) (← links)
- Risk Assessment for Quantitative Responses Using a Mixture Model (Q4667477) (← links)
- Reflections on Fourteen Cryptic Issues Concerning the Nature of Statistical Inference* (Q4832053) (← links)
- On the covariance matrix estimators of the white noise process of a vector autoregressive model (Q4843724) (← links)
- A vector autoregressive model to predict hurricane tracks (Q4879292) (← links)
- The Lee-Carter Model for Forecasting Mortality, Revisited (Q5019713) (← links)
- SDE Based SRGM Considering Irregular Fluctuation in Fault Introduction Rate (Q5054188) (← links)
- A flexible regression model for zero- and <i>k</i>-inflated count data (Q5065306) (← links)
- Using repeated-prevalence data in multi-state modeling of renal replacement therapy (Q5130247) (← links)
- USING VARMA TECHNIQUE TO MEASURE THE PERFORMANCE QUALITY OF E-SERVICE-FIFA2014 (Q5204680) (← links)
- Outlier analysis and mortality forecasting: The United Kingdom and Scandinavian countries (Q5467656) (← links)
- Damage diagnosis of high-rise buildings under variable ambient conditions using subdomain approach (Q5861297) (← links)
