The following pages link to (Q5663204):
Displaying 50 items.
- A Bayesian approach to retrospective identification of change-points (Q1168033) (← links)
- Industrielle Lagerhaltungsmodelle - eine modellierungstheoretische Übersicht (Q1170107) (← links)
- Testing for autoregressive against moving average errors in the linear regression model (Q1172359) (← links)
- Asymptotic properties of projections with applications to stochastic regression problems (Q1172362) (← links)
- Kalman filtering estimation of unobserved rational expectations with an application to the German hyperinflation (Q1173371) (← links)
- Fixed design regression for time series: Asymptotic normality (Q1185836) (← links)
- Empirical chaotic dynamics in economics (Q1195055) (← links)
- New fuzzy learning model with recursive estimation for dynamic systems (Q1198847) (← links)
- The effect of seasonal adjustment filters on tests for a unit root (with discussion) (Q1203074) (← links)
- Seasonal unit roots in aggregate U.S. data (with discussion) (Q1203080) (← links)
- Dynamic factor analysis of nonstationary multivariate time series (Q1205779) (← links)
- Estimation and setting starting values in ARMA algorithms (Q1207748) (← links)
- A discrete time stochastic model of a two prey, one predator species interaction (Q1211003) (← links)
- The first-order moving average process. Identification, estimation and prediction (Q1215237) (← links)
- Logical foundations of applied mathematics (Q1221735) (← links)
- Asymptotic properties of autoregressive integrated moving average processes (Q1226830) (← links)
- Gains in efficiency from joint estimation of systems of autoregressive- moving average processes (Q1231368) (← links)
- Some new time series results (Q1231369) (← links)
- Identification of processes in closed loop-identifiability and accuracy aspects (Q1233840) (← links)
- Linear relations in time series models. II (Q1234152) (← links)
- The estimation of a nonlinear moving average model (Q1238201) (← links)
- Asymptotic properties of dynamic stochastic parameter estimates (Q1241000) (← links)
- An appraisal of the Box-Jenkins approach to univariate time series analysis (Q1243988) (← links)
- A Monte Carlo study of autoregressive integrated moving average processes (Q1244776) (← links)
- On sorting out Poole's paper ''Stochastic difference equation predictors of population fluctuations'' about the Box-Jenkins analysis and forecasting of ecological time series (Q1245188) (← links)
- Conditions for the optimality of exponential smoothing forecast procedures (Q1246232) (← links)
- Forecasting aggregates of independent ARIMA processes (Q1246990) (← links)
- Spectral analysis of public utility returns (Q1247153) (← links)
- Maximum-power validation of models without higher-order fitting (Q1247398) (← links)
- Prediction of pollution levels by mixed order multi-variable AR scheme (Q1249541) (← links)
- Optimal experimental design in econometrics. The time series problem (Q1249821) (← links)
- Alternative models for stationary stochastic processes (Q1251442) (← links)
- Inference robustness of ARIMA models under non-normality. Special application to stock price data (Q1254082) (← links)
- Experience with using the Box-Cox transformation when forecasting economic time series (Q1254821) (← links)
- Discrete event simulation modelling of computer systems for performance evaluation (Q1254859) (← links)
- Estimation of a non-invertible moving average process: the case of overdifferencing (Q1259392) (← links)
- Fault diagnosis of machines via parameter estimation and knowledge processing. -- Tutorial paper (Q1261066) (← links)
- AR and ARMA spectral estimation (Q1262110) (← links)
- Subset regression time series and its modeling procedures (Q1263208) (← links)
- On least-squares estimation of the residual variance in the first-order moving average model. (Q1285512) (← links)
- Automated forecasting procedure (Q1286307) (← links)
- Kernel autocorrelogram for time-deformed processes (Q1299537) (← links)
- Autoregressive model selection for multistep prediction (Q1300940) (← links)
- Poisson compounding of dependent random variables: A stochastic model for total claim costs (Q1324317) (← links)
- The sample autocorrelation function of \(I(1)\) processes (Q1324971) (← links)
- Repeated decisions and attitudes to risk (Q1331523) (← links)
- Parameter estimation for ARMA processes with errors in models (Q1332884) (← links)
- Measuring spatial spreading in recurrent time series (Q1341017) (← links)
- Asymptotically efficient autoregressive model selection for multistep prediction (Q1359407) (← links)
- On estimation for censored autoregressive data (Q1359707) (← links)
