The following pages link to (Q5434186):
Displaying 50 items.
- TSA (Q23893) (← links)
- Estimation of the functional dependence of time series for the class of regression functions partially covered by a finite \(\varepsilon\)-net (Q464878) (← links)
- Correcting and combining time series forecasters (Q470161) (← links)
- Fitting a two phase threshold multiplicative error model (Q515143) (← links)
- Estimating 3D movements from 2D observations using a continuous model of helical swimming (Q545647) (← links)
- Assessing the relative importance of nitrogen-retention processes in a large reservoir using time-series modeling (Q736748) (← links)
- Extensions of saddlepoint-based bootstrap inference (Q741159) (← links)
- Multiple-index approach to multiple autoregressive time series model (Q746264) (← links)
- A note on the invertibility of nonlinear ARMA models (Q993810) (← links)
- A bootstrap test for time series linearity (Q993830) (← links)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
- Adjusted empirical likelihood for time series models (Q1698218) (← links)
- A solution for real-time ionospheric delay using an adaptive Kalman filter based on estimating the variance component (Q1720466) (← links)
- A spatial-temporal ARMA model of the incidence of hand, foot, and mouth disease in Wenzhou, China (Q1722404) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- Most recent changepoint detection in censored panel data (Q1995859) (← links)
- Fat tails, serial dependence, and implied volatility index connections (Q2077951) (← links)
- Multiscale spectral modelling for nonstationary time series within an ordered multiple-trial experiment (Q2080792) (← links)
- Selecting optimal lag order in Ljung-Box test (Q2137647) (← links)
- Sum of squared ACF and the Ljung-box statistics (Q2156837) (← links)
- Wavelet testing for a replicate-effect within an ordered multiple-trial experiment (Q2157507) (← links)
- Analysis of stock market data by using dynamic Fourier and wavelets techniques (Q2164596) (← links)
- Identification of spikes in time series (Q2192291) (← links)
- Risk aggregation in non-life insurance: standard models vs. internal models (Q2212172) (← links)
- Intervention analysis of hurricane effects on~snail abundance in a tropical forest using long-term spatiotemporal data (Q2260210) (← links)
- Examining human unipedal quiet stance: characterizing control through jerk (Q2299958) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- Geographic spatiotemporal big data correlation analysis via the Hilbert-Huang transformation (Q2402357) (← links)
- An improved SSA forecasting result based on a filtered recurrent forecasting algorithm (Q2408541) (← links)
- Generating prediction bands for path forecasts from SETAR models (Q2691726) (← links)
- Geometric Brownian motion-based time series modeling methodology for statistical autocorrelated process control: logarithmic return model (Q2693256) (← links)
- Robust Numerical Calibration for Implied Volatility Expansion Models (Q2953945) (← links)
- Quasi-Likelihood Estimation of a Censored Autoregressive Model With Exogenous Variables (Q4559695) (← links)
- Predicting historical indoor temperatures from available local weather data (Q4970254) (← links)
- Improved Seasonal Mann–Kendall Tests for Trend Analysis in Water Resources Time Series (Q4976485) (← links)
- Discrete Langevin-type equation for <i>p</i>-order persistent time series and procedure of its reconstruction (Q5000844) (← links)
- ON THE DISTINCTION BETWEEN FRACTAL AND SEASONAL DEPENDENCIES IN TIME SERIES DATA (Q5025323) (← links)
- Modeling time series data with semi-reflective boundaries (Q5036655) (← links)
- Model selection for time series with nonlinear trend (Q5104523) (← links)
- Time Series Source Separation Using Dynamic Mode Decomposition (Q5114419) (← links)
- THE ELECTION OF THE BEST AUTOREGRESSIVE INTEGRATED MOVING AVERAGE MODEL TO FORECASTING RICE PRODUCTION IN INDONESIA (Q5229417) (← links)
- Removing Forecasting Errors with White Gaussian Noise after Square Root Transformation (Q5270440) (← links)
- Predictive Modeling of Obesity Prevalence for the U.S. Population (Q5742899) (← links)
- Discussion of ``Feature matching in time series modeling'' by Y. Xia and H. Tong (Q5966132) (← links)
- White Noise Test from Ordinal Patterns in the Entropy–Complexity Plane (Q6067587) (← links)
- Inference for short‐memory time series models based on modified empirical likelihood (Q6081858) (← links)
- Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)
- Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding (Q6108302) (← links)
- Efficient data augmentation techniques for some classes of state space models (Q6111471) (← links)
- (Q6154768) (← links)
