The following pages link to (Q4137964):
Displayed 50 items.
- Exact formulas for the Hodrick-Prescott filter (Q73810) (← links)
- Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
- Nonstationary Yule-Walker equations (Q594516) (← links)
- Finding multiple abrupt change points (Q671476) (← links)
- Model-free forecasting for nonlinear time series (with application to exchange rates) (Q673738) (← links)
- Stochastic linear trends. Models and estimators (Q685909) (← links)
- Intervention analysis with nonlinear dependent noise variation (Q689483) (← links)
- On covariance function tests used in system identification (Q751604) (← links)
- Some contributions on the characterization of one-dimensional spatial processes (Q753259) (← links)
- Multi-step estimation and forecasting in dynamic models (Q756348) (← links)
- A vector autoregressive moving average time series approach for describing asymmetries of antennal control of two millipede species (Q787920) (← links)
- The exact likelihood function for a space time model (Q789858) (← links)
- Binary sequences. II: Homogeneity and symmetry (Q794434) (← links)
- Inferences about the parameters of a time series model with changing variance (Q795457) (← links)
- Uniqueness of estimated k-step prediction models of ARMA processes (Q796487) (← links)
- The application of parametric multichannel spectral estimates in the study of electrical brain activity (Q798577) (← links)
- The invertibility of sampled and aggregated ARMA models (Q800675) (← links)
- A univariate model for long-term streamflow forecasting. I: Development (Q806157) (← links)
- A univariate model for long-term streamflow forecasting. II: Application (Q806158) (← links)
- Functional representation of power-law random fields and time series (Q806217) (← links)
- Is volatility the best predictor of market crashes? (Q816771) (← links)
- Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863) (← links)
- Improving forecasting performance by employing the Taguchi method (Q852977) (← links)
- Whitening as a tool for estimating mutual information in spatiotemporal data sets (Q857639) (← links)
- Fuzzy formulation of the Lee-Carter model for mortality forecasting (Q860501) (← links)
- An application of vector GARCH model in semiconductor demand planning (Q872265) (← links)
- Inferences on problems in modeling multi variate data sets in synodic time (Q876843) (← links)
- University student enrollment forecasts by analyzing structural ratios using ARIMA-methods (Q878313) (← links)
- A new sequential test for detection of a point of change in ARMA parameters (Q911195) (← links)
- A test for the presence of pure feedback in multivariate dynamic stochastic systems (Q912557) (← links)
- Extimation and structure determination of multivariate input systems (Q914310) (← links)
- Time series - information and prediction (Q918613) (← links)
- A note on GARCH model identification (Q945144) (← links)
- On time series with randomized unit root and randomized seasonal unit root (Q951936) (← links)
- Analyzing spatial ecological data using linear regression and wavelet analysis (Q954696) (← links)
- Recursive estimation in econometrics (Q956735) (← links)
- A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression (Q959247) (← links)
- Econometric methods of signal extraction (Q959313) (← links)
- Asset price prediction using seasonal decomposition (Q1000351) (← links)
- Point processes and multivariate extreme values (Q1054368) (← links)
- Linear prediction of ARMA processes with infinite variance (Q1059970) (← links)
- A stochastic optimal control approach to a class of production and inventory problems (Q1062904) (← links)
- Estimation of the degree of differencing of an ARIMA process (Q1069632) (← links)
- Optimization with respect to covariance sequence parameters (Q1070991) (← links)
- ARMA spectral estimation based on partial autocorrelations. II: Statistical analysis (Q1076661) (← links)
- On confidence intervals and tests for autocorrelations (Q1083819) (← links)
- Autoregressive time series analysis via representatives (Q1087286) (← links)
- Time series analysis of chaotic signals (Q1093295) (← links)
- Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\) (Q1094062) (← links)
- On the study of some functions of multivariate ARMA processes (Q1098529) (← links)