The following pages link to Roberto Baragona (Q391851):
Displayed 29 items.
- (Q198548) (redirect page) (← links)
- Empirical likelihood for break detection in time series (Q391854) (← links)
- Clustering multivariate time series by genetic multiobjective optimization (Q475374) (← links)
- Fitting piecewise linear threshold autoregressive models by means of genetic algorithms (Q957007) (← links)
- Linear interpolators and the outliers problem in time series (Q1311367) (← links)
- Identification and estimation of level changes in time series using finite linear interpolators (Q1311368) (← links)
- Clustering of time series with genetic algorithms. (Q1606005) (← links)
- Empirical likelihood ratio in penalty form and the convex hull problem (Q1689485) (← links)
- Estimating threshold subset autoregressive moving-average models by genetic algorithms (Q2002905) (← links)
- Data-driven portmanteau tests for time series (Q2084715) (← links)
- Outliers in dynamic factor models (Q2426811) (← links)
- Empirical Likelihood for Outlier Detection and Estimation in Autoregressive Time Series (Q2802910) (← links)
- Outliers in Time Series: An Empirical Likelihood Approach (Q2963073) (← links)
- Evolutionary Statistical Procedures (Q3060346) (← links)
- Genetic algorithms for building double threshold generalized autoregressive conditional heteroscedastic models of time series (Q3298632) (← links)
- (Q3498116) (← links)
- Double threshold autoregressive conditionally heteroscedastic model building by genetic algorithms (Q3518407) (← links)
- (Q4259405) (← links)
- Testing time series for interpolability and whiteness (Q4269982) (← links)
- AN OPTIMALITY CRITERION FOR AGGREGATING A SET OF TIME SERIES IN A COMPOSITE INDEX (Q4337821) (← links)
- Further Results on Lund's Statistic for Identifying Cluster in a Circular Data Set with Application to Time Series (Q4416341) (← links)
- Partial and inverse autocorrelations in portmanteau-type tests for time series (Q4784256) (← links)
- LINEAR INTERPOLATORS AND THE INVERSE CORRELATION FUNCTION OF NON‐STATIONARY TIME SERIES (Q4864576) (← links)
- Periodic autoregressive models for time series with integrated seasonality (Q5065246) (← links)
- Portmanteau tests based on quadratic forms in the autocorrelations (Q5154082) (← links)
- (Q5386654) (← links)
- (Q5411326) (← links)
- Outliers Detection in Multivariate Time Series by Independent Component Analysis (Q5457593) (← links)
- Genetic algorithms for the identification of additive and innovation outliers in time series (Q5941422) (← links)