The following pages link to (Q4862306):
Displaying 50 items.
- Semi-intrusive multivariable model invalidation. (Q1410377) (← links)
- Approximate ML and REML estimation for regression models with spatial or time series AR(1) noise. (Q1423253) (← links)
- Modelling and prediction of machining errors using ARMAX and NARMAX structures (Q1433249) (← links)
- The Box--Jenkins analysis and neural networks: Prediction and time series modelling (Q1433266) (← links)
- The influence of parameter estimation on the ARL of Shewhart type charts for time series (Q1567078) (← links)
- Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends (Q1567511) (← links)
- Forecasting regional income inequality in China (Q1577761) (← links)
- Nonparametric seemingly unrelated regression (Q1586549) (← links)
- Minimal state-space realization in linear system theory: An overview (Q1587409) (← links)
- Computing white stylized facts on comovement. (Q1603862) (← links)
- Information-entropic analysis of chaotic time series: Determination of time-delays and dynamical coupling (Q1610475) (← links)
- Examining deterrence of adult sex crimes: a semi-parametric intervention time-series approach (Q1615195) (← links)
- Dynamic seasonality in time series (Q1615231) (← links)
- A sex-specific test of selection \textit{in utero} (Q1617621) (← links)
- Surrogate-based parameter inference in debris flow model (Q1629727) (← links)
- Forecasting time series movement direction with hybrid methodology (Q1658219) (← links)
- General framework and model building in the class of hidden mixture transition distribution models (Q1660196) (← links)
- Multivariate specification tests based on a dynamic Rosenblatt transform (Q1662851) (← links)
- Cost-sensitive estimation of ARMA models for financial asset return data (Q1665027) (← links)
- Optimal control for a linear system subject to a general ARIMA disturbance (Q1666616) (← links)
- Local linear estimation for spatial random processes with stochastic trend and stationary noise (Q1711619) (← links)
- Superharmonic priors for autoregressive models (Q1713656) (← links)
- Local lagged adapted generalized method of moments: an innovative estimation and forecasting approach and its applications (Q1726180) (← links)
- Physiological modeling of isoprene dynamics in exhaled breath (Q1736288) (← links)
- Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
- Fractional dynamic behavior in ethanol prices series (Q1748163) (← links)
- Time series clustering with ARMA mixtures (Q1764082) (← links)
- Regression theory for categorical time series (Q1764307) (← links)
- A research on the prediction of machining accuracy by the deterministic grey dynamic model DGDM(1, 1, 1) (Q1764743) (← links)
- A dynamic joint replenishment policy with auto-correlated demand (Q1771361) (← links)
- Application of multi-steps forecasting for restraining the bullwhip effect and improving inventory performance under autoregressive demand (Q1780743) (← links)
- Bayesian analysis of Box--Cox transformed linear mixed models with ARMA(\(p\),\(q\)) dependence (Q1781526) (← links)
- Following a trend with an exponential moving average: analytical results for a Gaussian model (Q1782520) (← links)
- Redefining the maximum sustainable yield for the Schaefer population model including multiplicative environmental noise (Q1797403) (← links)
- Chaotic characteristics analysis of the sintering process system with unknown dynamic functions based on phase space reconstruction and chaotic invariables (Q1798831) (← links)
- Stationary persistent time series misspecified as nonstationary arima (Q1815624) (← links)
- First-order seasonal autoregressive processes with periodically varying parameters (Q1827546) (← links)
- Neural network model selection for financial time series prediction (Q1861629) (← links)
- Time series analysis for minority game simulations of financial markets (Q1867889) (← links)
- The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models (Q1871691) (← links)
- Exponential smoothing models: means and variances for lead-time demand (Q1876141) (← links)
- Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox (Q1886282) (← links)
- Information transformation in a supply chain: a simulation study (Q1886874) (← links)
- Fractional ARIMA with stable innovations (Q1909951) (← links)
- Detecting high-dimensional determinism in time series with application to human movement data (Q1926167) (← links)
- Forecasting energy commodity prices using neural networks (Q1929898) (← links)
- Nonparametric analysis of the Shenzhen stock market: the day of the week effect (Q1931043) (← links)
- New exact ML estimation and inference for a Gaussian \(MA(1)\) process (Q1934735) (← links)
- A Bayesian analysis of spectral ARMA model (Q1954917) (← links)
- On \(1/f\) noise (Q1955060) (← links)
