The following pages link to (Q5663204):
Displaying 50 items.
- Resampling estimation when observations are m–dependent (Q3473118) (← links)
- Identification of composite (∑+II) arma models by relatively simpler models (Q3474144) (← links)
- Identification of seasonal arima models using a filtering method (Q3474145) (← links)
- Modelling Claims Runoff Triangles with Two-dimensional Time Series (Q3497093) (← links)
- Maximum Likelihood Estimation of VARMA Models Using a State-Space EM Algorithm (Q3505323) (← links)
- A Test for Spectrum Flatness (Q3505331) (← links)
- An Improved Divergence Information Criterion for the Determination of the Order of an AR Process (Q3577213) (← links)
- Analysis of seasonal time series using fuzzy approach (Q3577995) (← links)
- Adjusting Stepwise<i>p</i>-Values in Generalized Linear Models (Q3585282) (← links)
- Rule weights in a neuro-fuzzy system with a hierarchical domain partition (Q3587064) (← links)
- Feedforward as a supplement to feedback adjustment in allowing for feedstock changes (Q3591785) (← links)
- Some remarks on the physical models concerning two different approaches to inference in statistical process control (Q3598248) (← links)
- Nonlinearity tests in time series analysis (Q3598310) (← links)
- Problems and techniques of analysis of paintings conservation state: The case of the uffizi gallery (Q3598320) (← links)
- A comparison of indicators for evaluating x-11-arima seasonal adjustment (Q3598356) (← links)
- A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation (Q3615076) (← links)
- A note on diagnostic checking of the double autoregressive model (Q3638581) (← links)
- What pre-whitened music can tell us about multi-instrument compositions (Q3653349) (← links)
- RANK TESTS FOR SERIAL DEPENDENCE (Q3660691) (← links)
- Some aspects of diffusion processes (Q3660761) (← links)
- A NOTE ON ARMA ESTIMATION (Q3666098) (← links)
- ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE PROCESS: AN EMPIRICAL BAYES APPROACH (Q3673904) (← links)
- FIML estimation of dynamic econometric systems from inconsistent data (Q3675389) (← links)
- Model order determination for state-space control design methods (Q3677626) (← links)
- THE ASYMPTOTIC EFFICIENCY OF A LINEAR PROCEDURE OF ESTIMATION FOR ARMA MODELS (Q3681785) (← links)
- Multivariate Simulation Output Analysis (Q3687678) (← links)
- Sur les natures des processus solutions de certaines equations stochastiques aux differences (Q3696239) (← links)
- LEAST SQUARES ESTIMATES AND ORDER DETERMINATION PROCEDURES FOR AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE (Q3698117) (← links)
- A computational algorithm for the coverage probability of a first order autogressive process (Q3700640) (← links)
- Theory of Bilinear Time Series Models (Q3707203) (← links)
- Self-tuning predictors with application to river flow prediction (Q3707894) (← links)
- Bayesian autoregressive spectral analysis (Q3709717) (← links)
- On approximate recursive prediction of stationary stochastic processes (Q3740733) (← links)
- Anzother look at box-jenkins forecasting procedures (Q3746745) (← links)
- A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL (Q3747570) (← links)
- (Q3748186) (← links)
- ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS (Q3749989) (← links)
- Forecasting models: a comparison of several adaptive forecasting procedures (Q3750866) (← links)
- TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES (Q3751336) (← links)
- Self-tuning filters and predictors for two-dimensional systems Part 3: Prediction applications (Q3751470) (← links)
- Calibration of macroeconomic models with incomplete data—A systems approach (Q3757654) (← links)
- Medium range forecasting of power system load (energy) demand (Q3762207) (← links)
- (Q3770285) (← links)
- ON THE ESTIMATION OF THE INVERSE CORRELATION FUNCTION (Q3774776) (← links)
- Optimal observers for ARMA models (Q3775390) (← links)
- Linear time series variance (Q3777274) (← links)
- Adaptive prediction for ARMA processes with Markov switching parameters (Q3777926) (← links)
- Optimal error predictors for economic models (Q3787334) (← links)
- (Q3790523) (← links)
- Confidence limits of identified frequency responses of multivariable systems (Q3794050) (← links)
