The following pages link to (Q5663204):
Displaying 50 items.
- Fast optimization of the exact likelihood of AR and ARMA processes (Q1361557) (← links)
- An introduction to stochastic unit-root processes (Q1367137) (← links)
- Comparison of six one-line identification algorithms (Q1393195) (← links)
- A sieve bootstrap test for stationarity. (Q1423241) (← links)
- Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs (Q1568264) (← links)
- The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective (Q1584765) (← links)
- Identification of fuzzy systems by means of an auto-tuning algorithm and its application to nonlinear systems (Q1590979) (← links)
- Bootstrap tests for unit roots in seasonal autoregressive models (Q1593727) (← links)
- Modeling temporal functions with granular regression and fuzzy rules (Q1602924) (← links)
- A cointegration analysis of annual tourism demand by Malaysia for Australia (Q1614017) (← links)
- Predicting the structural evolution of networks by applying multivariate time series (Q1618388) (← links)
- Using string invariants for prediction searching for optimal parameters (Q1619060) (← links)
- A hybrid ARIMA-SVM model for the study of the remaining useful life of aircraft engines (Q1624633) (← links)
- Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
- The risk of competitive exclusion during evolutionary branching: effects of resource variability, correlation and autocorrelation (Q1630807) (← links)
- Open-loop asymptotically efficient model reduction with the Steiglitz-McBride method (Q1640262) (← links)
- A method for agent-based models validation (Q1655690) (← links)
- Data-driven non-Markovian closure models (Q1656646) (← links)
- Bootstrap order determination for ARMA models: a comparison between different model selection criteria (Q1658076) (← links)
- Empirical likelihood ratio in penalty form and the convex hull problem (Q1689485) (← links)
- On the invertibility of seasonally adjusted series (Q1695537) (← links)
- Swarm intelligence-based hybrid models for short-term power load prediction (Q1718997) (← links)
- Commemoration of the bicentennial of the publication (1805--1806) of the least squares method by Adrien Marie Legendre (Q1732731) (← links)
- Multi-central general type-2 fuzzy clustering approach for pattern recognitions (Q1750508) (← links)
- Testing for serial independence in vector autoregressive models (Q1757250) (← links)
- Flexible panel stochastic frontier model with serially correlated errors (Q1787273) (← links)
- Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
- Estimation error and the specification of unobserved component models (Q1806697) (← links)
- Estimation of the correlogram for a stationary Gaussian process by random clipping (Q1819872) (← links)
- An attractor in a solar time series (Q1822398) (← links)
- Asymptotic behavior of unstable ARMA processes with application to least squares estimates of their parameters (Q1824332) (← links)
- Ruin theory in the linear model (Q1836459) (← links)
- Efficiencies of tests and estimators for p-order autoregressive processes when the error distribution is nonnormal (Q1838256) (← links)
- Tests for determining model order in parameter estimation (Q1843288) (← links)
- An efficient two-step estimator for the dynamic adjustment model with autoregressive errors (Q1846322) (← links)
- \(P\)-convergence of the TRA estimates: The \(MA(q)\) model (Q1852834) (← links)
- Fuzzy relational predictive identification (Q1853872) (← links)
- An improved self-organizing CPN-based fuzzy system with adaptive back-propagation algorithm (Q1855487) (← links)
- Unit root tests in panel data: asymptotic and finite-sample properties (Q1867709) (← links)
- Robust estimation in time series (Q1874751) (← links)
- Interpretability and learning in neuro-fuzzy systems (Q1885674) (← links)
- Tests for seasonal unit roots. General to specific or specific to general? (Q1899239) (← links)
- A simple message for autocorrelation correctors: Don't (Q1899249) (← links)
- Periodic integration: Further results on model selection and forecasting (Q1915112) (← links)
- Semiparametric exploration of long memory in stock prices (Q1918155) (← links)
- Varieties of long memory models (Q1922359) (← links)
- Prediction in several conventional contexts (Q1951650) (← links)
- A trend-switching financial time series model with level-duration dependence (Q1954678) (← links)
- Quasi-Gaussian model of network traffic (Q1956902) (← links)
- Model averaging prediction for time series models with a diverging number of parameters (Q2024480) (← links)
