The following pages link to (Q5663204):
Displaying 50 items.
- A useful reparameterization for second‐order autoregressive processes (Q3048116) (← links)
- Some efficient computational procedures for high order ARMA models (Q3049715) (← links)
- Inferring Trader’s Behavior from Prices (Q3055536) (← links)
- Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes (Q3077671) (← links)
- Multiple Imputation for Multivariate Data with Missing and Below‐Threshold Measurements: Time‐Series Concentrations of Pollutants in the Arctic (Q3078676) (← links)
- Bootstrap-based ARMA order selection (Q3087814) (← links)
- Bayesian Updating and Model Class Selection for Hysteretic Structural Models Using Stochastic Simulation (Q3110939) (← links)
- Estimation and identification considerations for the multiconsequence intervention model (Q3135280) (← links)
- Ewma control chart under linear drift (Q3135439) (← links)
- Estimators based on ranks for arma models (Q3135553) (← links)
- Performance of ewma versus last observation for feedback control (Q3137539) (← links)
- Cycles and chaos in political party voting—a research note (Q3141158) (← links)
- REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES (Q3141188) (← links)
- ARMA model order and parameter estimation using genetic algorithms (Q3168274) (← links)
- A SEASONAL AUTO-REGRESSIVE MODEL BASED SUPPORT VECTOR REGRESSION PREDICTION METHOD FOR H5N1 AVIAN INFLUENZA ANIMAL EVENTS (Q3173436) (← links)
- Scenario Generation Methods that Replicate Crossing Times in Spatially Distributed Stochastic Systems (Q3176237) (← links)
- The Integration of Artificial Neural Networks and Text Mining to Forecast Gold Futures Prices (Q3178527) (← links)
- Impact study of volatility modelling of Bangladesh stock index using non-normal density (Q3183849) (← links)
- ORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELS (Q3203889) (← links)
- GENERALIZED SEASONAL ARIMA PROCESSES: REGULARITY/SINGULARITY CRITERIA AND LINEAR PREDICTION (Q3218975) (← links)
- ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION (Q3219618) (← links)
- The linear growth credibility model (Q3221244) (← links)
- The BADAME project (Q3297984) (← links)
- Forecasting PC-ARIMA Models for Functional Data (Q3298643) (← links)
- Bootstrapping Threshold Autoregressive Models (Q3298676) (← links)
- Asymptotic Statistical Results: Theory and Practice (Q3300512) (← links)
- Spectral properties of the concurrent and forecasting seasonal linear filters of the X-11-ARIMA method (Q3311532) (← links)
- IDENTIFICATION AND CONTROL OF LINEAR DISCRETE MULTIVARIABLE SYSTEMS WITH PROCESS NOISE (Q3313757) (← links)
- On Sampling from an IMA (0, 1, 1) Process (Q3314794) (← links)
- Statistical analysis of periodic autoregression (Q3323074) (← links)
- A UNIFIED APPROACH TO ARMA MODEL IDENTIFICATION AND PRELIMINARY ESTIMATION (Q3332114) (← links)
- MULTIPLICATIVE EXPONENTIAL MODELS FOR STATIONARY TIME SERIES (Q3333929) (← links)
- AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE (Q3334817) (← links)
- The burning cost method and ratio estimation (Q3334840) (← links)
- (Q3339965) (← links)
- ON THE SELECTION OF SUBSET AUTOREGRESSIVE TIME SERIES MODELS (Q3341715) (← links)
- On forecasting with univariate autoregressive processes: a bayesian approach (Q3345639) (← links)
- (Q3347151) (← links)
- On the logical development of statistical models (Q3357258) (← links)
- Un algoritmo iterativo para la estimacion de modelos arma con ausencia de observaciones (Q3357400) (← links)
- Tracy–Widom law for the largest eigenvalue of sample covariance matrix generated by VARMA (Q3385481) (← links)
- ANNEALED CHAOTIC LEARNING FOR TIME SERIES PREDICTION IN IMPROVED NEURO-FUZZY NETWORK WITH FEEDBACKS (Q3401068) (← links)
- Morphogenetic approach to system identification (Q3401311) (← links)
- Correlograms for Non-Stationary Autoregressions (Q3408556) (← links)
- Bivariate Time Series Modeling of Financial Count Data (Q3424164) (← links)
- Strategies for inference robustness in focused modelling (Q3426401) (← links)
- Comparison of ARIMA, neural networks and hybrid models in time series: tourist arrival forecasting (Q3432728) (← links)
- On Evaluation of Discrete States of Hidden Markov Chain under Uncertainty Conditions (Q3463593) (← links)
- AR models with uniformly distributed noise (Q3470104) (← links)
- Bayesian Inferences and Forecasts With Multiple Autoregressive Moving Average Models (Q3471572) (← links)
