The following pages link to Mariano J. Valderrama (Q839445):
Displayed 44 items.
- Using principal components for estimating logistic regression with high-dimensional multicollinear data (Q116683) (← links)
- A dynamic regression model for air pollen concentration (Q839446) (← links)
- On the structure of the stochastic processes of mortgages in Spain (Q880894) (← links)
- Functional wavelet-based modelling of dependence between lupus and stress (Q905237) (← links)
- Item:Q839445 (redirect page) (← links)
- On the characteristic functional of a doubly stochastic Poisson process: Application to a narrow-band process (Q924757) (← links)
- Modelling the mean of a doubly stochastic Poisson process by functional data analysis (Q959350) (← links)
- Functional PLS logit regression model (Q1020149) (← links)
- Forecasting binary longitudinal data by a functional PC-ARIMA model (Q1023652) (← links)
- Discussion of different logistic models with functional data. Application to systemic lupus erythematosus (Q1023938) (← links)
- Forecasting with unequally spaced data by a functional principal component approach (Q1302071) (← links)
- On the coherence function for stochastic systems (Q1348711) (← links)
- A normality criterion for random vectors based on independence (Q1380583) (← links)
- An entropic approach to dimensionality reduction on discrete processes (Q1606502) (← links)
- A theoretical note on the distribution of a filtered compound doubly stochastic Poisson process (Q1776707) (← links)
- Forecasting a class of doubly stochastic Poisson processes (Q1856570) (← links)
- Kalman filtering on approximate state-space models (Q1893320) (← links)
- On the derivation of a suboptimal filter for signal estimation (Q1922246) (← links)
- Differentiation of the modified approximative Karhunen-Loève expansion of a stochastic process (Q1962154) (← links)
- Functional principal components analysis by choice of norm (Q1969082) (← links)
- Forecasting time series by functional PCA. Discussion of several weighted approaches (Q1979102) (← links)
- Penalized spline approaches for functional logit regression (Q2392915) (← links)
- (Q2711689) (← links)
- Forecasting PC-ARIMA Models for Functional Data (Q3298643) (← links)
- A State Space Model for Non-Stationary Functional Data1 (Q3298662) (← links)
- Forecasting Pollen Concentration by a Two-Step Functional Model (Q3576936) (← links)
- On the Gaussian characterization of certain second-order processes with specified covariance (Q3817376) (← links)
- (Q4014954) (← links)
- (Q4035215) (← links)
- On the numerical expansion of a second order stochastic process (Q4299538) (← links)
- A note about the Gaussian property of the Brownian bridge (Q4299541) (← links)
- Stochastic signal analysis: Numerical representation and applications to system theory (Q4299581) (← links)
- Approximation of estimators in the PCA of a stochastic process using B-splines (Q4337286) (← links)
- Orthogonal representations of random fields and an application to geophysics data (Q4358595) (← links)
- (Q4380845) (← links)
- Two-parameter diffusions random fields (Q4395801) (← links)
- (Q4454674) (← links)
- (Q4468676) (← links)
- (Q4496039) (← links)
- A solution to linear estimation problems using approximate Karhunen-Loeve expansions (Q4503598) (← links)
- Principal component estimation of functional logistic regression: discussion of two different approaches (Q4831081) (← links)
- Estimation and filtering on a doubly stochastic poisson process (Q4842346) (← links)
- (Q4849869) (← links)
- Computational approaches to estimation in the principal component analysis of a stochastic process (Q4940117) (← links)