The following pages link to (Q4862306):
Displaying 32 items.
- An algorithm for the exact likelihood of a stationary vector autoregressive‐moving average model (Q5467631) (← links)
- A nonparametric test for trend based on initial ranks (Q5485080) (← links)
- On limiting spectral distribution of large sample covariance matrices by VARMA(p,q) (Q5495699) (← links)
- A GENERALIZATION OF PRINCIPAL COMPONENT ANALYSIS FOR NON-OBSERVABLE TERM STRUCTURES IN EMERGING MARKETS (Q5696882) (← links)
- WAVELETS AND STATISTICAL TECHNIQUES FOR DATA ANALYSIS IN A MOCK-UP HIGH-LEVEL WASTE STORAGE EXPERIMENT (Q5697076) (← links)
- Inference for Change-Point and Post-Change Mean with Possible Change in Variance (Q5697358) (← links)
- Forecasting Social Security Actuarial Assumptions (Q5718267) (← links)
- A Bayesian Approach to Understanding Time Series Data (Q5718369) (← links)
- Alive SMC<sup>2</sup>: Bayesian model selection for low‐count time series models with intractable likelihoods (Q5739256) (← links)
- The use of Bayesian forecasting to make process adjustments during transitions. (Q5932052) (← links)
- Resampling for checking linear regression models via non-parametric regression estimation (Q5940725) (← links)
- Genetic algorithms for the identification of additive and innovation outliers in time series (Q5941422) (← links)
- Modeling and prediction of hybrid-coded variable bit rate video sources in fuzzy logic perspectives (Q5950276) (← links)
- Note on the bias in the estimation of the serial correlation coefficient of AR(1) processes. (Q5956478) (← links)
- Data mining on time series: an illustration using fast-food restaurant franchise data. (Q5958632) (← links)
- On spatial synchronisation as a manifestation of irregular energy cascades in continuous media under the transition to criticality (Q6094441) (← links)
- Modelling and parameter estimation for discretely observed fractional iterated Ornstein-Uhlenbeck processes (Q6101687) (← links)
- Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data (Q6114843) (← links)
- Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series (Q6135354) (← links)
- A multiplicative thinning‐based integer‐valued GARCH model (Q6148341) (← links)
- A multi-model based approach for the detection of subtle structural damage considering environmental variability (Q6490620) (← links)
- A nonparametric method for identifying structural damage in bridges based on the best-fit auto-regressive models (Q6490704) (← links)
- Fuzzy-Petri-networks in supervisory control of Markov processes in robotized FMS and robotic systems (Q6535296) (← links)
- A novel approach for combined forecasting model systems based on the correlation coefficient ranking of the individual forecasting models (Q6549399) (← links)
- George Box: his interface with industry and its impact (Q6570546) (← links)
- George Box's contributions to time series analysis and forecasting (Q6570548) (← links)
- An overview of George Box's contributions to process monitoring and feedback adjustment (Q6570552) (← links)
- Comparison of classical and Bayesian approaches for intervention analysis (Q6574885) (← links)
- Robust estimation of (partial) autocorrelation (Q6604458) (← links)
- Recurrent neural networks for forecasting time series with multiple seasonality: a comparative study (Q6609953) (← links)
- A Bayesian spatiotemporal model of panel design data: airborne particle number concentration in Brisbane, Australia (Q6626102) (← links)
- Censored autoregressive regression models with student-\(t\) innovations (Q6632386) (← links)
