The following pages link to (Q4158357):
Displaying 50 items.
- On periodic time-varying bilinear processes: structure and asymptotic inference (Q333536) (← links)
- On general periodic time-varying bilinear processes (Q429167) (← links)
- Covariance analysis of the squares of the purely diagonal bilinear time series models (Q468017) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- The dynamic evolutionary modeling of HODEs for time series prediction (Q597274) (← links)
- Model-free forecasting for nonlinear time series (with application to exchange rates) (Q673738) (← links)
- Hellinger distance estimation of general bilinear time series models (Q713820) (← links)
- A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
- Functional index coefficient models with variable selection (Q888320) (← links)
- Testing the functions defining a nonlinear autoregressive time series (Q917203) (← links)
- Detection of outliers and patches in bilinear time series models (Q966362) (← links)
- A note on the invertibility of nonlinear ARMA models (Q993810) (← links)
- Using threshold autoregressive models to study dyadic interactions (Q1048654) (← links)
- Estimation in nonlinear time series models (Q1079909) (← links)
- Recent developments in time series forecasting (Q1113249) (← links)
- A non-linear error correction mechanism based on the bilinear model (Q1129153) (← links)
- A note on bilinear time series models (Q1162336) (← links)
- Stationarity and invertibility of simple bilinear models (Q1164360) (← links)
- The estimation of multivariate random coefficient autoregressive models (Q1169230) (← links)
- Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model (Q1195779) (← links)
- Optimal rank-based tests against first-order superdiagonal bilinear dependence (Q1200014) (← links)
- Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests (Q1209888) (← links)
- On the invertibility of time series models (Q1249919) (← links)
- A note on some properties of the ESTAR model (Q1274713) (← links)
- Pattern recognition and classification in time series analysis (Q1322887) (← links)
- Potential problems in estimating bilinear time-series models (Q1349755) (← links)
- A new preliminary estimator for MA(1) models (Q1351838) (← links)
- Detection of additive outliers in bilinear time series (Q1391800) (← links)
- Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
- Assessing DSGE model nonlinearities (Q1655751) (← links)
- Testing non-linearities in world stock market prices (Q1676594) (← links)
- Clustering nonlinear, nonstationary time series using BSLEX (Q1707055) (← links)
- ARCH-type bilinear models with double long memory. (Q1766035) (← links)
- On the selection of subset bilinear time series models: a genetic algorithm approach (Q1861633) (← links)
- Nonparametric tests for unit roots and cointegration. (Q1867726) (← links)
- A note on the properties of some time varying bilinear models. (Q1871243) (← links)
- A model for long memory conditional heteroscedasticity. (Q1872488) (← links)
- On the approximation of continuous time threshold ARMA processes (Q1895432) (← links)
- Bayesian multi-regime smooth transition regression with ordered categorical variables (Q1927195) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- Limited distribution of sample partial autocorrelations: A matrix approach (Q1965890) (← links)
- Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables (Q2047428) (← links)
- Frequency-domain estimation of continuous-time bilinear processes (Q2063073) (← links)
- Stationary GE-process and its application in analyzing gold price data (Q2091322) (← links)
- Quantile-based fuzzy \(C\)-means clustering of multivariate time series: robust techniques (Q2092446) (← links)
- A bivariate integer-valued bilinear autoregressive model with random coefficients (Q2208397) (← links)
- Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146) (← links)
- Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models (Q2348337) (← links)
- Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
- Improved method of sea level forecasting at Venice (Northern Adriatic sea) (Q2571764) (← links)
