The following pages link to astsa (Q22958):
Displaying 50 items.
- Estimating variances in time series kriging using convex optimization and empirical BLUPs (Q2065314) (← links)
- Path and directionality discovery in individual dynamic models: a regularized unified structural equation modeling approach for hybrid vector autoregression (Q2066587) (← links)
- Bias reduction of a conditional maximum likelihood estimator for a Gaussian second-order moving average model (Q2068980) (← links)
- Input design for Bayesian frequency response identification via convex programming (Q2071919) (← links)
- Pursuing collective synchrony in teams: a regime-switching dynamic factor model of speed similarity in soccer (Q2073748) (← links)
- Clustering brain signals: a robust approach using functional data ranking (Q2075715) (← links)
- Learning dynamical systems from data: a simple cross-validation perspective. I: Parametric kernel flows (Q2077645) (← links)
- Maximum likelihood estimation for uncertain autoregressive moving average model with application in financial market (Q2088780) (← links)
- Grouped spatial autoregressive model (Q2101387) (← links)
- A Bayesian approach for data-driven dynamic equation discovery (Q2102994) (← links)
- Discrete scaling and criticality in a chain of adaptive excitable integrators (Q2111301) (← links)
- Constrained energy variation for change point detection (Q2125685) (← links)
- Dynamic cyber risk estimation with competitive quantile autoregression (Q2134032) (← links)
- Automatic estimation of spatial spectra via smoothing splines (Q2135879) (← links)
- Selecting optimal lag order in Ljung-Box test (Q2137647) (← links)
- On the control of psychological networks (Q2141650) (← links)
- Multidimensional scaling analysis of financial time series based on modified cross-sample entropy methods (Q2150398) (← links)
- Expectation-maximization algorithm for bilinear systems by using the Rauch-Tung-Striebel smoother (Q2151878) (← links)
- Control theory forecasts of optimal training dosage to facilitate children's arithmetic learning in a digital educational application (Q2152411) (← links)
- Modelling time-varying first and second-order structure of time series via wavelets and differencing (Q2168089) (← links)
- Asymptotic near-efficiency of the ``Gibbs-energy (GE) and empirical-variance'' estimating functions for fitting Matérn models. - II: accounting for measurement errors via ``Conditional GE mean'' (Q2173348) (← links)
- Complex activity recognition via attribute dynamics (Q2193541) (← links)
- Multivariate transformed Gaussian processes (Q2195526) (← links)
- Spatio-temporal modeling of global ozone data using convolution (Q2195527) (← links)
- On conditional cuts for stochastic dual dynamic programming (Q2195564) (← links)
- Multidimensional scaling analysis of financial stocks based on Kronecker-delta dissimilarity (Q2207938) (← links)
- Trend of commodity prices and exchange rate in Australian economy: time varying parameter model approach (Q2216411) (← links)
- SAZED: parameter-free domain-agnostic season length estimation in time series data (Q2218390) (← links)
- Statistical and probabilistic analysis of interarrival and waiting times of Internet2 anomalies (Q2220298) (← links)
- Crawling subsampling for multivariate spatial autoregression model in large-scale networks (Q2233551) (← links)
- K-sign depth: from asymptotics to efficient implementation (Q2242867) (← links)
- A non-parametric model for fuzzy forecasting time series data (Q2244962) (← links)
- Identifying the recurrence of sleep apnea using a harmonic hidden Markov model (Q2247460) (← links)
- Gaussian processes on the support of cylindrical surfaces, with application to periodic spatio-temporal data (Q2250694) (← links)
- Model-based maximum covariance analysis for irregularly observed climatological data (Q2259629) (← links)
- Estimating and modeling spatio-temporal correlation structures for river monitoring networks (Q2259649) (← links)
- Mapping the presidential election cycle in US stock markets (Q2271596) (← links)
- A semiparametric additive rate model for a modulated renewal process (Q2274650) (← links)
- Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach (Q2293389) (← links)
- Testing discrete-valued time series for whiteness (Q2301074) (← links)
- Two-mode network autoregressive model for large-scale networks (Q2305985) (← links)
- Coherence-based time series clustering for statistical inference and visualization of brain connectivity (Q2318670) (← links)
- Bayesian nonparametric dynamic state space modeling with circular latent states (Q2323159) (← links)
- Reaction times of monitoring schemes for ARMA time series (Q2348744) (← links)
- The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting (Q2351821) (← links)
- Joint chance constrained programming for hydro reservoir management (Q2357212) (← links)
- A heuristic reference recursive recipe for adaptively tuning the Kalman filter statistics. I: Formulation and simulation studies (Q2360156) (← links)
- A Bayesian tutorial for data assimilation (Q2371188) (← links)
- Quantitative analysis of directional strengths in jointly stationary linear multivariate processes (Q2376488) (← links)
- Time series analysis of covariance based on linear transfer function models (Q2417983) (← links)
