The following pages link to Jan G. De Gooijer (Q452523):
Displaying 50 items.
- Some exact tests for manifest properties of latent trait models (Q452524) (← links)
- Elements of nonlinear time series analysis and forecasting (Q516108) (← links)
- (Q951844) (redirect page) (← links)
- Modeling vector nonlinear time series using POLYMARS (Q951846) (← links)
- Detecting change-points in multidimensional stochastic processes (Q1010538) (← links)
- Partial sums of lagged cross-products of AR residuals and a test for white noise (Q1019485) (← links)
- Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p,d,q), d=0 or 1 (Q1151223) (← links)
- Discriminating between nonstationary and nearly nonstationary time series models: A simulation study (Q1195390) (← links)
- Dynamic factor analysis of nonstationary multivariate time series (Q1205779) (← links)
- Component extraction analysis of multivariate time series (Q1351538) (← links)
- On forecasting SETAR processes (Q1382188) (← links)
- Nonlinear stochastic inflation modelling using SEASETARs. (Q1413380) (← links)
- Nonparametric conditional predictive regions for time series (Q1575208) (← links)
- Mean squared error properties of the kernel-based multi-stage median predictor for time series (Q1612971) (← links)
- Testing non-linearities in world stock market prices (Q1676594) (← links)
- Asymmetric vector moving average models: estimation and testing (Q2032234) (← links)
- Kernel-based hidden Markov conditional densities (Q2076125) (← links)
- Penalized averaging of parametric and non-parametric quantile forecasts (Q2196656) (← links)
- On the \(u\)\,th geometric conditional quantile (Q2370472) (← links)
- On portmanteau-type tests for nonlinear multivariate time series (Q2692931) (← links)
- Cross‐validation Criteria for Setar Model Selection (Q2740035) (← links)
- Non parametric portmanteau tests for detecting non linearities in high dimensions (Q2807688) (← links)
- Efficient Estimation of an Additive Quantile Regression Model (Q2911652) (← links)
- Asymptotically Informative Prior for Bayesian Analysis (Q2921858) (← links)
- Min-max optimal instrumental variable estimation method for multivariate linear time-series systems (Q3032170) (← links)
- Kernel-smoothed conditional quantiles of correlated bivariate discrete data (Q3097904) (← links)
- (Q3218993) (← links)
- (Q3316428) (← links)
- TR Multivariate Conditional Median Estimation (Q3447072) (← links)
- Sampled autocovariance and autocorrelation results for linear time processes (Q3471560) (← links)
- A specification strategy for order determination in arma models (Q3471564) (← links)
- Discrimination between nonstationary and nearly nonstationary processes, and its effect on forecasting (Q3477854) (← links)
- MDL Mean Function Selection in Semiparametric Kernel Regression Models (Q3526078) (← links)
- Power of the Neyman Smooth Test for Evaluating Multivariate Forecast Densities (Q3604101) (← links)
- (Q3608245) (← links)
- On the maximum likelihood estimation of the parameters of a Gaussian moving average process (Q3666091) (← links)
- Methods for Determining the Order of an Autoregressive-Moving Average Process: A Survey (Q3711569) (← links)
- Moments of the sampled space-time autocovariance and autocorrelation function (Q3716149) (← links)
- (Q3805703) (← links)
- On threshold moving-average models (Q3838318) (← links)
- (Q3872582) (← links)
- (Q3888403) (← links)
- (Q3893187) (← links)
- (Q3893188) (← links)
- An investigation of the moments of the sample autocovariances and autocorrelations for general arma processes (Q3906958) (← links)
- (Q3914264) (← links)
- (Q3923456) (← links)
- (Q3956266) (← links)
- On the inverse of the autocovariance matrix for a general mixed autoregressive moving average process (Q4167448) (← links)
- (Q4176868) (← links)
