Stochastic models for time series
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Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10) Time series analysis of dynamical systems (37M10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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Cited in
(21)- Probabilistic and statistical tools for modeling time series. Paper from the 30th Brazilian mathematics colloquium -- 30\(^{\text o}\) Colóquio Brasileiro de Matemática, Rio de Janeiro, Brazil, July 26--31, 2015
- Stochastic modelling of length of day and universal time
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- Exponential inequalities for nonstationary Markov chains
- scientific article; zbMATH DE number 4036982 (Why is no real title available?)
- Examples of analysis of stochastic processes based on time series data
- Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence
- Efficient non parametric spectral density estimation with censored observations
- High-dimensional VAR with low-rank transition
- Stationarity and ergodic properties for some observation-driven models in random environments
- Nonlinear time series. Theory, methods and applications with R examples
- Berry-Esseen bounds in the Breuer-major CLT and Gebelein's inequality
- scientific article; zbMATH DE number 3883453 (Why is no real title available?)
- Spike detection for calcium activity
- Weak convergence for stationary bootstrap empirical processes of associated sequences
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- Mixing properties of non-stationary INGARCH(1, 1) processes
- Convergence rate bounds for iterative random functions using one-shot coupling
- Series Representation of Time-Stable Stochastic Processes
- The Bahadur representation for empirical and smooth quantile estimators under association
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