The following pages link to astsa (Q22958):
Displaying 50 items.
- Sequential detection framework for real-time biosurveillance based on Shiryaev-Roberts procedure with illustrations using COVID-19 incidence data (Q4959340) (← links)
- Identifying ecosystem patterns from time series of anchovy (<i>Engraulis ringens</i>) and sardine (<i>Sardinops sagax</i>) landings in northern Chile (Q4960651) (← links)
- Robust interval forecasting algorithm based on a probabilistic cluster model (Q4960688) (← links)
- Book Reviews (Q4962458) (← links)
- State-space models for count time series with excess zeros (Q4971405) (← links)
- Scenario analysis for derivative portfolios via dynamic factor models (Q4991043) (← links)
- Robust statistical arbitrage strategies (Q4991081) (← links)
- Model Error Estimation Using the Expectation Maximization Algorithm and a Particle Flow Filter (Q4995119) (← links)
- On strong consistency and asymptotic normality of one-step Gauss-Newton estimators in ARMA time series models (Q4999850) (← links)
- Data Breach CAT Bonds: Modeling and Pricing (Q5027907) (← links)
- Location and scale-based CUSUM test with application to autoregressive models (Q5033423) (← links)
- A weakly informative prior for Bayesian dynamic model selection with applications in fMRI (Q5035723) (← links)
- Bimodal Birnbaum–Saunders generalized autoregressive score model (Q5036368) (← links)
- Seasonality of hospitalizations due to respiratory diseases: modelling serial correlation all we need is Poisson (Q5036451) (← links)
- Detection of excessive activities in time series of graphs (Q5036975) (← links)
- Nonparametric Anomaly Detection on Time Series of Graphs (Q5066461) (← links)
- Adaptive Bayesian Spectral Analysis of High-Dimensional Nonstationary Time Series (Q5066467) (← links)
- Statistical inference for ARMA time series with moving average trend (Q5078827) (← links)
- Parametrizations, weights, and optimal prediction (Q5079449) (← links)
- Copula directional dependence of discrete time series marginals (Q5082811) (← links)
- Signal discrimination without denoising (Q5082845) (← links)
- Half-spectral analysis of spatial-temporal data: The case study of Iranian daily wind speed data (Q5082880) (← links)
- A new correlation for bivariate time series with a higher order of integration (Q5083879) (← links)
- Empirical study of robust estimation methods for PAR models with application to the air quality area (Q5085567) (← links)
- Kullback-Leibler divergence to evaluate posterior sensitivity to different priors for autoregressive time series models (Q5085931) (← links)
- (Q5101781) (← links)
- Model selection for time series with nonlinear trend (Q5104523) (← 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)
- Parameter-driven state-space model for integer-valued time series with application (Q5107398) (← links)
- Generalized autoregressive and moving average models: multicollinearity, interpretation and a new modified model (Q5107425) (← links)
- Time Series: a Data Analysis Approach Using R By Robert H. Shumway and David S. Stoffer. Published by Taylor & Francis Group, LLC, Boca Raton, London, New York, 2019. ISBN: 9780367221096 (Hardback) (Q5111859) (← links)
- (Q5120598) (← links)
- Bayesian Model Search for Nonstationary Periodic Time Series (Q5120671) (← links)
- Some applications of nonlinear and non-Gaussian state–space modelling by means of hidden Markov models (Q5124974) (← links)
- A wavelet-based time-varying autoregressive model for non-stationary and irregular time series (Q5127101) (← links)
- Ensemble Kalman Methods for High-Dimensional Hierarchical Dynamic Space-Time Models (Q5130628) (← links)
- Evolutionary State-Space Model and Its Application to Time-Frequency Analysis of Local Field Potentials (Q5134489) (← links)
- Optomechanical parameter estimation (Q5141584) (← links)
- Kernel-based portmanteau diagnostic test for ARMA time series models (Q5193390) (← links)
- Bayesian Spectral Modeling for Multiple Time Series (Q5208088) (← links)
- Exit times for ARMA processes (Q5215062) (← links)
- Application of shrinkage estimation in linear regression models with autoregressive errors (Q5222289) (← links)
- Hierarchical spatially varying coefficient and temporal dynamic process models using<tt>spTDyn</tt> (Q5222376) (← links)
- Annular swirling liquid layer with a hollow core (Q5227040) (← links)
- MODELLING EGX30 OF EGYPTIAN STOCK MARKET USING SPECTRAL ANALYSIS AND HARMONIC REGRESSION (Q5229454) (← links)
- Adaptive Bayesian Time–Frequency Analysis of Multivariate Time Series (Q5229927) (← links)
- Machine Learning Using R (Q5233756) (← links)
- Time Series Decomposition into Oscillation Components and Phase Estimation (Q5380648) (← links)
- Recursive estimation in piecewise affine systems using parameter identifiers and concurrent learning (Q5382990) (← links)
