The following pages link to (Q4862306):
Displaying 50 items.
- (Q4003481) (← links)
- Multivariate statistical process control for autocorrelated processes (Q4230176) (← links)
- Bootstrap order selection for autoregressive models (Q4237835) (← links)
- Analyzing the effects of level shifts and temporary changes on the identification of ARIMA models (Q4266352) (← links)
- An approach to direct selection of best subset ar model (Q4347022) (← links)
- Computing optimal adjustment schemes for the general tool-wear problem (Q4355595) (← links)
- Bayesian Enhancement of Speech and Audio Signals which can be Modelled as ARMA Processes (Q4361762) (← links)
- Control charts for time series (Q4378947) (← links)
- Parameter estimation with closed-loop operating data under time varying discrete proportional-integral control (Q4387654) (← links)
- Modelling and diagnosis of feedback-controlled processes using dynamic PCA and neural networks (Q4405517) (← links)
- Efficiency and Validity Analyses of Two-Stage Estimation Procedures and Derived Testing Procedures in Quantitative Linear Models with AR(1) Errors (Q4416334) (← links)
- Further Results on Lund's Statistic for Identifying Cluster in a Circular Data Set with Application to Time Series (Q4416341) (← links)
- Case studies in Bayesian segmentation applied to CD control (Q4417042) (← links)
- A Note on the Joint Estimation Method for Short-Run Autocorrelated Data (Q4431293) (← links)
- Capacity expansion with lead times and autocorrelated random demand (Q4456065) (← links)
- Time-series analysis with neural networks and ARIMA-neural network hybrids (Q4474977) (← links)
- ON UNBIASED PARAMETER ESTIMATION OF LINEAR SYSTEMS USING NOISY MEASUREMENTS (Q4483975) (← links)
- Analytical expressions for the average adjustment interval and mean squared deviation for bounded adjustment schemes (Q4490191) (← links)
- On the distribution of linear combinations of the components of a Dirichlet random vector (Q4521148) (← links)
- A NONPARAMETRIC TEST OF CHANGING CONDITIONAL VARIANCES IN AUTOREGRESSIVE TIME SERIES (Q4540606) (← links)
- MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES (Q4540643) (← links)
- Using wavelets for data generation (Q4540842) (← links)
- Sensitivity of the portmanteau statistic in time series modeling (Q4540897) (← links)
- LIKELIHOOD RATIO TEST OF EQUALITY OF SEVERAL VARIANCES IN THE INTRACLASS CORRELATION MODEL (Q4541770) (← links)
- Exact Maximum Likelihood Estimation of an ARMA(1, 1) Model with Incomplete Data (Q4544838) (← links)
- Forecasting autoregressive time series in the presence of deterministic components (Q4551780) (← links)
- <i>H2</i> performance limitations for LTI discrete-time systems in the presence of stochastic disturbance (Q4561003) (← links)
- ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS (Q4561967) (← links)
- Wavelet estimation of functional coefficient regression models (Q4603598) (← links)
- On the estimation of cost of capital and its reliability (Q4610243) (← links)
- Long correlations and fractional difference analysis applied to the study of memory effects in high-frequency (tick) data (Q4619501) (← links)
- Stochastic Filtering Methods in Electronic Trading (Q4626524) (← links)
- APPLICATION OF THE EXACT INVERSE OF THE TOEPLITZ MATRIX TO THE AUTOREGRESSIVE MODEL (Q4639845) (← links)
- Robustness of measures of common cause sigma in presence of data correlation (Q4673862) (← links)
- Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models (Q4677018) (← links)
- Analysis of the correlation structure of square time series (Q4677028) (← links)
- An algorithm for computing the asymptotic fisher information matrix for seasonal SISO models (Q4677034) (← links)
- Reversible Jump Markov Chain Monte Carlo Strategies for Bayesian Model Selection in Autoregressive Processes (Q4677043) (← links)
- Nonstationary Data Analysis by Time Deformation (Q4678803) (← links)
- Modeling Covariance Parameters for Purely Autoregressive Correlated Longitudinal Data (Q4678887) (← links)
- On SPC for Short Run Autocorrelated Data (Q4678900) (← links)
- Chaotic Dynamics in Brain Activity: An Approach Based on Cross-Prediction Errors for Nonstationary Signals (Q4686457) (← links)
- Nonparametric Methods of Process Discrimination and Model Validation Using Zero Crossings (Q4707022) (← links)
- The Robustness of the MaxEWMA Chart to Non-normality (Q4707024) (← links)
- Reconciling the Integral Equation and Markov Chain Approaches for Computing EWMA Average Run Lengths (Q4707025) (← links)
- Tests For Constancy Of Model Parameters Over Time (Q4805746) (← links)
- Improvement of the Likelihood Ratio Test Statistic in ARMA Models (Q4828171) (← links)
- (Q4840215) (← links)
- (Q4884570) (← links)
- A Class of Markov Chain Models for Average Run Length Computations for Autocorrelated Processes (Q4929222) (← links)
