The following pages link to astsa (Q22958):
Displaying 15 items.
- The asymptotic size and power of the augmented Dickey–Fuller test for a unit root (Q5860888) (← links)
- New developments in the forecasting of monthly overnight stays in the North Region of Portugal (Q5861456) (← links)
- Approximate state space modelling of unobserved fractional components (Q5862511) (← links)
- The Co-Integrated Vector Autoregression with Errors–in–Variables (Q5864352) (← links)
- A state-space approach to time-varying reduced-rank regression (Q5867576) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Factor Models for High-Dimensional Tensor Time Series (Q5881065) (← links)
- Spectral Inference under Complex Temporal Dynamics (Q5881071) (← links)
- State space Markov switching models using wavelets (Q5881689) (← links)
- Forecasting Unemployment Using Internet Search Data via PRISM (Q5881953) (← links)
- Understanding the Ensemble Kalman Filter (Q5884466) (← links)
- A New Test for Short Memory in Long Memory Time Series (Q5885377) (← links)
- Exact filters for Newton-Raphson parameter estimation algorithms for continuous-time partially observed stochastic systems (Q5940773) (← links)
- An efficient generalized least squares algorithm for periodic trended regression with autoregressive errors (Q5962634) (← links)
- Bayesian analysis of static and dynamic factor models: an ex-post approach towards the rotation problem (Q5964758) (← links)
