The following pages link to Peter Bloomfield (Q584881):
Displaying 30 items.
- Canonical correlations of past and future for time series: Bounds and computation (Q584883) (← links)
- Canonical correlations of past and future for time series: Definitions and theory (Q1054430) (← links)
- Characterizations of completely nondeterministic stochastic processes (Q1157836) (← links)
- (Q1212868) (redirect page) (← links)
- Properties of the random search in global optimization (Q1212869) (← links)
- On the degrees of freedom in MCMC-based Wishart models for time series data (Q2018621) (← links)
- On series representations for linear predictors (Q2266288) (← links)
- Numerical differentiation procedures for non-exact data (Q2561816) (← links)
- (Q2784321) (← links)
- (Q3321260) (← links)
- (Q3709550) (← links)
- DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE (Q3747573) (← links)
- Least Absolute Deviations Curve-Fitting (Q3925063) (← links)
- Inefficiency and correlation (Q3925730) (← links)
- Linear Transformations for Multivariate Binary Data (Q4046957) (← links)
- The inefficiency of least squares (Q4066410) (← links)
- (Q4124142) (← links)
- (Q4249288) (← links)
- (Q4249289) (← links)
- PERIODIC CORRELATION IN STRATOSPHERIC OZONE DATA (Q4299015) (← links)
- A Time Series Approach to Numerical Differentiation (Q4773210) (← links)
- A flexible observed factor model with separate dynamics for the factor volatilities and their correlation matrix (Q4970975) (← links)
- A low traffic approximation for queues (Q5179637) (← links)
- Lower bounds for renewal sequences and p-functions (Q5610794) (← links)
- Lower bounds for renewal sequences and p-functions (Q5618148) (← links)
- (Q5623169) (← links)
- (Q5663262) (← links)
- An exponential model for the spectrum of a scalar time series (Q5676955) (← links)
- On the error of prediction of a time series (Q5679560) (← links)
- Dynamic correlation multivariate stochastic volatility with latent factors (Q6089161) (← links)
