The following pages link to (Q4954014):
Displaying 50 items.
- Probabilistic Time Series Forecasts with Autoregressive Transformation Models (Q88049) (← links)
- Classification of cyclical time series using complex demodulation (Q260997) (← links)
- Robust functional supervised classification for time series (Q269171) (← links)
- Decomposition algorithm for large-scale two-stage unit-commitment (Q271986) (← links)
- A numerically efficient implementation of the expectation maximization algorithm for state space models (Q279279) (← links)
- Quantification of interaction in multiloop control systems using directed spectral decomposition (Q490540) (← links)
- Individual-specific, sparse inverse covariance estimation in generalized estimating equations (Q504468) (← links)
- Estimation of a nonparametric regression spectrum for multivariate time series (Q537240) (← links)
- Classification and similarity analysis of fundamental frequency patterns in infant spoken language acquisition (Q713830) (← links)
- Vector autoregressive models with measurement errors for testing Granger causality (Q716260) (← links)
- Functional coefficient seasonal time series models with an application of Hawaii tourism data (Q740081) (← links)
- A Bayesian model of capacity across trials (Q825149) (← links)
- Minding the gap: Central bank estimates of the unemployment natural rate (Q853590) (← links)
- Analyzing spatial ecological data using linear regression and wavelet analysis (Q954696) (← links)
- A structural model with interventions for New Zealand sawn timber production (Q955451) (← links)
- Time-dependent frequency domain principal components analysis of multichannel non-stationary signals (Q959318) (← links)
- An improved Akaike information criterion for state-space model selection (Q959349) (← links)
- Interpolating fields of carbon monoxide data using a hybrid statistical-physical model (Q999657) (← links)
- Nonparametric spectral analysis with applications to seizure characterization using EEG time series (Q999670) (← links)
- Computational techniques for spatial logistic regression with large data sets (Q1019998) (← links)
- One-step approximations for detecting regime changes in the state space model with application to the influenza data (Q1023561) (← links)
- Multiscale spectral analysis for detecting short and long range change points in time series (Q1023672) (← links)
- Assessing influence in Gaussian long-memory models (Q1023794) (← links)
- Estimation of trend in state-space models: asymptotic mean square error and rate of convergence (Q1043710) (← links)
- Structural break estimation of noisy sinusoidal signals (Q1048811) (← links)
- Combining multiple time series predictors: A useful inferential procedure (Q1400134) (← links)
- Online prediction of Berlin single-family house prices (Q1424656) (← links)
- Feedback, causality and distance between ARMA models. (Q1428717) (← links)
- The spectral envelope and its applications. (Q1431184) (← links)
- Local linear estimation for spatial random processes with stochastic trend and stationary noise (Q1711619) (← links)
- Emulator-assisted reduced-rank ecological data assimilation for nonlinear multivariate dynamical spatio-temporal processes (Q1731188) (← links)
- Exit dynamics of start-up firms: structural estimation using indirect inference (Q1754522) (← links)
- Regression theory for categorical time series (Q1764307) (← links)
- Structural shrinkage of nonparametric spectral estimators for multivariate time series (Q1951770) (← links)
- A new Levinson-Durbin based 2-D AR model parameter estimation method (Q2014183) (← links)
- Sequential change-point detection in a multinomial logistic regression model (Q2053415) (← links)
- Spectral PCA for MANOVA and data over binary trees (Q2062809) (← links)
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
- Trend of commodity prices and exchange rate in Australian economy: time varying parameter model approach (Q2216411) (← links)
- Gaussian processes on the support of cylindrical surfaces, with application to periodic spatio-temporal data (Q2250694) (← links)
- Model-based maximum covariance analysis for irregularly observed climatological data (Q2259629) (← links)
- A semiparametric additive rate model for a modulated renewal process (Q2274650) (← links)
- Joint chance constrained programming for hydro reservoir management (Q2357212) (← links)
- A heuristic reference recursive recipe for adaptively tuning the Kalman filter statistics. I: Formulation and simulation studies (Q2360156) (← links)
- Exact maximum likelihood estimation for non-stationary periodic time series models (Q2445716) (← links)
- Non-regular estimation theory for piecewise continuous spectral densities (Q2469494) (← links)
- Detecting abrupt changes in a piecewise locally stationary time series (Q2482613) (← links)
- Benchmarking, temporal distribution, and reconciliation methods for time series. (Q2494599) (← links)
- On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity (Q2676889) (← links)
- State-domain change point detection for nonlinear time series regression (Q2697972) (← links)
