Time series analysis and its applications. With R examples
ARIMA modelsARMAX modelsautocorrelationscluster analysiscorrelationsdynamic linear modelsGARCH modelslarge sample theorylinear filtersmultidimensional time seriesprincipal components analysisregressionspectral analysisspectral domain theorystate space modelsstructural modelstime domain theorytime series regression
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to environmental and related topics (62P12)
- Prediction of extremal precipitation by quantile regression forests: from SNU multiscale team
- Estimating variances in time series kriging using convex optimization and empirical BLUPs
- Path and directionality discovery in individual dynamic models: a regularized unified structural equation modeling approach for hybrid vector autoregression
- Bias reduction of a conditional maximum likelihood estimator for a Gaussian second-order moving average model
- Input design for Bayesian frequency response identification via convex programming
- Maximum likelihood estimation for uncertain autoregressive moving average model with application in financial market
- Grouped spatial autoregressive model
- A Bayesian approach for data-driven dynamic equation discovery
- Constrained energy variation for change point detection
- On the control of psychological networks
- Expectation-maximization algorithm for bilinear systems by using the Rauch-Tung-Striebel smoother
- Brain waves analysis via a non-parametric Bayesian mixture of autoregressive kernels
- Spatio-temporal modeling of global ozone data using convolution
- Statistical and probabilistic analysis of interarrival and waiting times of Internet2 anomalies
- Crawling subsampling for multivariate spatial autoregression model in large-scale networks
- K-sign depth: from asymptotics to efficient implementation
- Identifying the recurrence of sleep apnea using a harmonic hidden Markov model
- Applied time series analysis and innovative computing
- Testing discrete-valued time series for whiteness
- Two-mode network autoregressive model for large-scale networks
- Climate time series analysis. Classical statistical and bootstrap methods
- Modeling dependence via copula of functionals of Fourier coefficients
- Modelling informative time points: an evolutionary process approach
- Finite-sample properties of estimators for first and second order autoregressive processes
- Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series
- On the rate of convergence of a deep recurrent neural network estimate in a regression problem with dependent data
- Applied time series analysis with R
- Time series analysis and its applications. With R examples
- Applied time series analysis
- Dynamic energy management
- On the parameter estimation in the Schwartz-Smith's two-factor model
- Introductory Time Series with R
- scientific article; zbMATH DE number 1249710 (Why is no real title available?)
- Time series analysis in meteorology and climatology. An introduction
- scientific article; zbMATH DE number 1447423 (Why is no real title available?)
- Book Reviews
- Spatio-temporal microstructure of sprays: data science-based analysis and modelling
- Scenario analysis for derivative portfolios via dynamic factor models
- Robust statistical arbitrage strategies
- A Note on Efficient Fitting of Stochastic Volatility Models
- On strong consistency and asymptotic normality of one-step Gauss-Newton estimators in ARMA time series models
- Data breach CAT bonds: modeling and pricing
- scientific article; zbMATH DE number 7625175 (Why is no real title available?)
- Nonparametric Anomaly Detection on Time Series of Graphs
- Statistical finite elements for misspecified models
- Statistical inference for ARMA time series with moving average trend
- Half-spectral analysis of spatial-temporal data: The case study of Iranian daily wind speed data
- Empirical study of robust estimation methods for PAR models with application to the air quality area
- Time Series: a Data Analysis Approach Using R By Robert H. Shumway and David S. Stoffer. Published by Taylor & Francis Group, LLC, Boca Raton, London, New York, 2019. ISBN: 9780367221096 (Hardback)
- BOOK REVIEWS
- Tests for conditional heteroscedasticity of functional data
- Efficient Bayesian PARCOR approaches for dynamic modeling of multivariate time series
- A mixed bond and equity fund model for the valuation of variable annuities
- Applying state space models to stochastic claims reserving
- Spectral analysis for univariate time series
- Time series. A data analysis approach using R
- Time series analysis. Forecasting and control
- New developments in the forecasting of monthly overnight stays in the north region of Portugal
- Dynamic structural models with covariates for short-term forecasting of time series with complex seasonal patterns
- A state-space approach to time-varying reduced-rank regression
- Spectral Inference under Complex Temporal Dynamics
- Forecasting Unemployment Using Internet Search Data via PRISM
- Time Series
- Principal Component Analysis of Spatially Indexed Functions
- Oscillating neural circuits: Phase, amplitude, and the complex normal distribution
- High-Dimensional Asymptotic Behavior of Inference Based on Gwas Summary Statistics
- Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index
- Forecasting waved daily COVID-19 death count series with a novel combination of segmented Poisson model and ARIMA models
- Spline based Hermite quasi-interpolation for univariate time series
- Efficient data augmentation techniques for some classes of state space models
- Persistence of return distribution sequence in financial markets
- scientific article; zbMATH DE number 7734381 (Why is no real title available?)
- White noise testing for functional time series
- Estimation of ARMAX processes with noise corrupted output signal observations
- Doubly-online changepoint detection for monitoring health status during sports activities
- Holt-winters method for run-off triangles in claims reserving
- Supervised time series classification for anomaly detection in subsea engineering
- Alternative dependency measures-based approach for estimation of the α–stable periodic autoregressive model
- Tolerance intervals for autoregressive models, with an application to hospital waiting lists
- Improving promotional effectiveness for consumer goods -- a dynamic Bayesian approach
- Confidence Distributions for the Autoregressive Parameter
- An introduction to persistent homology for time series
- Local spectral analysis of qualitative sequences via minimum description length
- Matrix-variate time series analysis: a brief review and some new developments
- An exponential-gamma mixture model for extreme Santa Ana winds
- A periodic mixed linear state-space model to monthly long-term temperature data
- Nonseparable covariance models on circles cross time: a study of Mexico City ozone
- Random fields on the hypertorus: covariance modeling and applications
- Conditional adaptive Bayesian spectral analysis of replicated multivariate time series
- A neural network-based ARMA model for fuzzy time series data
- Existence of a periodic and seasonal INAR process
- Hidden AR process and adaptive Kalman filter
- Threshold dynamics and epidemic-informed machine learning for forecasting of mpox: a U.S. case study
- Modified nonparametric spectral density estimation under long-range dependence
- Moment estimation for uncertain moving average model with application to CO 2 emission
- A Cepstral Model for Efficient Spectral Analysis of Covariate-Dependent Time Series
- Unobserved component models, approximate filters and dynamic adaptive mixture models
- Authors' reply to the discussion of: ``New tools for network time series with an application to Covid-19 hospitalisations
- Nuo Xu and Fukang Zhu's contribution to the discussion of: ``New tools for network time series with an application to Covid-19 hospitalisations
- G. Tunnicliffe-Wilson's contribution to the discussion of: ``New tools for network time series with an application to Covid-19 hospitalisations
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