The following pages link to (Q4862306):
Displaying 50 items.
- Performance of control charts for autoregressive conditional heteroscedastic processes (Q4935461) (← links)
- Minimax-robust filtering problem for stochastic sequences with stationary increments and cointegrated sequences (Q4966753) (← links)
- Transfer functions in dynamic generalized linear models (Q4970563) (← links)
- On explaining the surprising success of reservoir computing forecaster of chaos? The universal machine learning dynamical system with contrast to VAR and DMD (Q4983648) (← links)
- High-Dimensional Gaussian Sampling: A Review and a Unifying Approach Based on a Stochastic Proximal Point Algorithm (Q5025734) (← links)
- Reduced-bias and partially reduced-bias mean-of-order-<i>p</i> value-at-risk estimation: a Monte-Carlo comparison and an application (Q5036848) (← links)
- Power-Law Cross-Correlations: Issues, Solutions and Future Challenges (Q5054200) (← links)
- Identification for partially linear regression model with autoregressive errors (Q5065294) (← links)
- (Q5069579) (← links)
- Modern Koopman Theory for Dynamical Systems (Q5075835) (← links)
- Oracle model selection for correlated data via residuals (Q5076884) (← links)
- Corrected-Hill versus partially reduced-bias value-at-risk estimation (Q5088009) (← links)
- Time series models based on the unrestricted skew-normal process (Q5107309) (← links)
- Asymmetric heavy-tailed vector auto-regressive processes with application to financial data (Q5107711) (← links)
- Residual Responses to Change Patterns of Autocorrelated Processes (Q5123303) (← links)
- Testing for Equal Predictability of Stationary ARMA Processes (Q5123345) (← links)
- Identifying the time of step change in the mean of autocorrelated processes (Q5123503) (← links)
- Bayesian analysis of autoregressive time series with change points (Q5123761) (← links)
- Identifying the time of change in the mean of a two-stage nested process (Q5126954) (← links)
- Autoregressive model selection based on a prediction perspective (Q5127005) (← links)
- Time-varying coefficient models with ARMA–GARCH structures for longitudinal data analysis (Q5130149) (← links)
- A random matrix approach to VARMA processes (Q5131407) (← links)
- EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS (Q5176764) (← links)
- Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients (Q5190582) (← links)
- Zero-inflated count time series models using Gaussian copula (Q5197971) (← links)
- Adaptive order selection for autoregressive models (Q5219452) (← links)
- A parametric test for trend based on moving order statistics (Q5222363) (← links)
- Mode competition in galloping of a square cylinder at low Reynolds number (Q5235545) (← links)
- Testing for Linear and Nonlinear Gaussian Processes in Nonstationary Time Series (Q5246678) (← links)
- New methods for the condition monitoring of level crossings (Q5252879) (← links)
- A Scaled Gradient Projection Method for Bayesian Learning in Dynamical Systems (Q5254793) (← links)
- Estimation in Functional Lagged Regression (Q5256819) (← links)
- Resampling for Order Estimation of Autoregressive Models with Missing Data (Q5259160) (← links)
- Augmented Half‐Life Estimation Based on High‐Frequency Data (Q5272544) (← links)
- Comparison of periodogram tests (Q5290900) (← links)
- An Enhanced Double MEWMA Controller for Drifted MIMO Systems (Q5321972) (← links)
- Prognose von Geldautomatenumsätzen mit SARIMAX-Modellen: Eine Fallstudie (Q5391929) (← links)
- A new Bayesian approach to quantile autoregressive time series model estimation and forecasting (Q5397942) (← links)
- Estimation of stationary autoregressive models with the Bayesian LASSO (Q5397970) (← links)
- Improving prediction models applied in systems monitoring natural hazards and machinery (Q5403381) (← links)
- On a mixture vector autoregressive model (Q5421217) (← links)
- Skew-Normal ARMA Models with Nonlinear Heteroscedastic Predictors (Q5421536) (← links)
- Alternative estimation procedure in SPC when the process data are correlated (Q5433110) (← links)
- FIR modelling for errors‐in‐variables/closed‐loop systems by exploiting cyclo‐stationarity (Q5435476) (← links)
- Exact expected values of variance estimators for simulation (Q5436960) (← links)
- A Class of Sparse Invertible Matrices and Their Use for Nonlinear Prediction of Nearly Periodic Time Series with Fixed Period (Q5450498) (← links)
- Time Series Classification Based on Spectral Analysis (Q5451123) (← links)
- Excess volatility and stochastic approach of interest rates in stock market (Q5455176) (← links)
- Wavelet-Based Bootstrap for Time Series Analysis (Q5460715) (← links)
- Mixed Portmanteau Tests for Time‐Series Models (Q5467618) (← links)
