The following pages link to (Q4954014):
Displaying 50 items.
- On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity (Q2676889) (← links)
- State-domain change point detection for nonlinear time series regression (Q2697972) (← links)
- Multivariate Time Series Analysis (Q2847929) (← links)
- Fitting non-Gaussian persistent data (Q2862418) (← links)
- Spectral Estimation of the Multivariate Impulse Response (Q2968473) (← links)
- Tracking Methods for Relative Localisation (Q3179017) (← links)
- Computational Methods for Time Series Analysis (Q3298642) (← links)
- (Q3324903) (← links)
- On proximity between PCA in the frequency domain and usual PCA (Q3409022) (← links)
- A Class of Models for Aggregated Traffic Volume Time Series (Q3435777) (← links)
- Bernstein polynomial estimation of a spectral density (Q3440758) (← links)
- Order Patterns in Time Series (Q3505322) (← links)
- Multivariate Time-Series Analysis With Categorical and Continuous Variables in an Lstr Model (Q3505335) (← links)
- Continuous time modeling of panel data: SEM versus filter techniques (Q3525701) (← links)
- Analyzing reciprocal relationships by means of the continuous‐time autoregressive latent trajectory model (Q3525704) (← links)
- A wavelet-Fisz approach to spectrum estimation (Q3552856) (← links)
- Tracking Multiple Objects Using the Viterbi Algorithm (Q3564243) (← links)
- Evaluating the efficiency of fractional integration parameter estimators (Q3564762) (← links)
- State-space model for proxy-based millennial reconstruction (Q3589856) (← links)
- Bootstrapping the Local Periodogram of Locally Stationary Processes (Q3608198) (← links)
- A Scale‐space Approach for Detecting Non‐stationarities in Time Series (Q3608255) (← links)
- (Q4003481) (← links)
- (Q4284053) (← links)
- EWMA Charts for Monitoring the Mean and the Autocovariances of Stationary Gaussian Processes (Q4439627) (← links)
- Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems (Q4591654) (← links)
- Complex network approach to fractional time series (Q4591761) (← links)
- COMPARATIVE ARIMA MODELS FOR AGE-SPECIFIC FERTILITY RATES (Q4635427) (← links)
- A Joint Regression Variable and Autoregressive Order Selection Criterion (Q4677049) (← links)
- FINDING UNDERLYING FACTORS IN TIMESERIES (Q4781286) (← links)
- Partial Likelihood Inference For Time Series Following Generalized Linear Models (Q4828176) (← links)
- (Q4840215) (← links)
- (Q4862306) (← links)
- Sequential detection framework for real-time biosurveillance based on Shiryaev-Roberts procedure with illustrations using COVID-19 incidence data (Q4959340) (← links)
- Joint gravity and magnetic inversion with trans-dimensional alpha shapes and autoregressive noise models (Q5081810) (← links)
- Robust estimation of a dynamic spatio-temporal model with structural change (Q5106794) (← links)
- Quasi-maximum likelihood estimation of GARCH models in the presence of missing values (Q5107326) (← links)
- Evolutionary State-Space Model and Its Application to Time-Frequency Analysis of Local Field Potentials (Q5134489) (← links)
- Functional lagged regression with sparse noisy observations (Q5135326) (← links)
- MODELLING EGX30 OF EGYPTIAN STOCK MARKET USING SPECTRAL ANALYSIS AND HARMONIC REGRESSION (Q5229454) (← links)
- On a Semiparametric Data‐Driven Nonlinear Model with Penalized Spatio‐Temporal Lag Interactions (Q5377200) (← links)
- Influence of Missing Values on the Prediction of a Stationary Time Series (Q5467615) (← links)
- (Q5478309) (← links)
- A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates (Q5485113) (← links)
- Dynamic Factor Analysis with Non-Linear Temporal Aggregation Constraints (Q5757828) (← links)
- The Co-Integrated Vector Autoregression with Errors–in–Variables (Q5864352) (← links)
- Beta spatial linear mixed model with variable dispersion using Monte Carlo maximum likelihood (Q6063610) (← links)
- Robust relation of streamwise velocity autocorrelation in atmospheric surface layers based on an autoregressive moving average model (Q6123105) (← links)
- A flexible two-piece normal dynamic linear model (Q6148405) (← links)
- Decomposition of dynamical signals into jumps, oscillatory patterns, and possible outliers (Q6161993) (← links)
- A sparse matrix formulation of model-based ensemble Kalman filter (Q6172920) (← links)
