Pages that link to "Item:Q1117656"
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The following pages link to Current developments in time series modelling (Q1117656):
Displaying 15 items.
- Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
- Strong invariance principles for dependent random variables (Q2460327) (← links)
- Analyzing multiple nonlinear time series with extended Granger causality (Q2462773) (← links)
- Outliers in functional autoregressive time series (Q2483872) (← links)
- Non-Gaussian positive-definite matrix-valued random fields for elliptic stochastic partial differential operators (Q2495556) (← links)
- Statistical inference for time-varying ARCH processes (Q2500447) (← links)
- Average Sampling Restoration of Harmonizable Processes (Q2890090) (← links)
- CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH (Q4569585) (← links)
- A high performance architecture for computing the time-frequency spectrum (Q5926341) (← links)
- Seismic waves and correlation autoregressive processes (Q5935065) (← links)
- Trigger-target rules and the dynamics of aggregate money holdings (Q5941009) (← links)
- A generalization of some classical time series tools (Q5941423) (← links)
- Discrete evolutionary transform for time-frequency signal analysis (Q5942710) (← links)
- The local paradigm for modeling and control: From neuro-fuzzy to lazy learning (Q5947594) (← links)
- On some classes of nonstationary parametric processes (Q5950723) (← links)
