Pages that link to "Item:Q4629796"

The following pages link to Advanced Time Series Data Analysis (Q4629796):

Displaying 50 items.

• Novel iterative ensemble smoothers derived from a class of generalized cost functions (Q2027194) (← links)
• New non-perturbative De Sitter vacua in \(\alpha '\)-complete cosmology (Q2028216) (← links)
• A Laplacian approach to \(\ell_1\)-norm minimization (Q2044482) (← links)
• Risk matters: breaking certainty equivalence in linear approximations (Q2054835) (← links)
• Matrix differential calculus with applications in the multivariate linear model and its diagnostics (Q2062791) (← links)
• Principal components analysis for mixtures with varying concentrations (Q2068985) (← links)
• The finite sample properties of sparse M-estimators with pseudo-observations (Q2075446) (← links)
• A generalized Liouville's formula (Q2093819) (← links)
• On regularization of a variational approach to solving control reconstruction problems (Q2095828) (← links)
• Zero-sum stochastic games with random rules of priority, discrete linear-quadratic model (Q2105705) (← links)
• The HcscK equations in symplectic coordinates (Q2126057) (← links)
• Variational inference at glacier scale (Q2137912) (← links)
• Correcting noisy dynamic mode decomposition with Kalman filters (Q2137999) (← links)
• A primal-dual algorithm for nonnegative \(N\)-th order CP tensor decomposition: application to fluorescence spectroscopy data analysis (Q2146528) (← links)
• On strong duality in linear copositive programming (Q2149604) (← links)
• Posterior-based Wald-type statistics for hypothesis testing (Q2155308) (← links)
• A procedure of linear discrimination analysis with detected sparsity structure for high-dimensional multi-class classification (Q2196123) (← links)
• On the heterozygosity of an admixed population (Q2219254) (← links)
• \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. II: Numerical analysis of particular realizations schemes (Q2229543) (← links)
• The Jacobian of the exponential function (Q2246606) (← links)
• Asymptotic properties of correlation-based principal component analysis (Q2673193) (← links)
• A chi-square type test for time-invariant fiber pathways of the brain (Q2676874) (← links)
• Shear-reduced seamless parametrization (Q2693681) (← links)
• Key‐nodes selection problem for minimum cost control of directed networks (Q4563346) (← links)
• Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation (Q4960588) (← links)
• Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic (Q5073401) (← links)
• Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions (Q5106348) (← links)
• On Solving Dynamic Reconstruction Problems with Large Number of Controls (Q5128688) (← links)
• (Q5131872) (← links)
• High-Order Accuracy Computation of Coupling Functions for Strongly Coupled Oscillators (Q5158631) (← links)
• Influence diagnostics in a vector autoregressive model (Q5220897) (← links)
• Proximity-Structured Multivariate Volatility Models (Q5863553) (← links)
• The Laplace transform of the integrated Volterra Wishart process (Q6054411) (← links)
• Generation matrix: an embeddable matrix representation for hierarchical trees (Q6057832) (← links)
• Hierarchical disjoint principal component analysis (Q6065676) (← links)
• Multirange percolation on oriented trees: Critical curve and limit behavior (Q6074873) (← links)
• The Inverse G‐Wishart distribution and variational message passing (Q6075128) (← links)
• Tensor rank reduction via coordinate flows (Q6095127) (← links)
• Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables (Q6097545) (← links)
• Principal component analysis constrained by layered simple structures (Q6106168) (← links)
• Quantum-Dynamical Semigroups and the Church of the Larger Hilbert Space (Q6107725) (← links)
• Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions (Q6108270) (← links)
• News-implied linkages and local dependency in the equity market (Q6108277) (← links)
• Assessing the estimation of nearly singular covariance matrices for modeling spatial variables (Q6144425) (← links)
• A note on the connection between trek rules and separable nonlinear least squares in linear structural equation models (Q6160313) (← links)
• An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings (Q6169187) (← links)
• Maximum softly-penalized likelihood for mixed effects logistic regression (Q6171797) (← links)
• Matrix derivatives and Kronecker products for the core and generalized core inverses (Q6191125) (← links)
• The sparse dynamic factor model: a regularised quasi-maximum likelihood approach (Q6494410) (← links)
• Betweenness centrality can inform stability and delay margin in a large-scale connected vehicle system (Q6500347) (← links)