The following pages link to Bovas Abraham (Q230656):
Displaying 50 items.
- The fractional-diffusion equation and a new distribution to model positively skewed data with heavy tails (Q383959) (← links)
- (Q642438) (redirect page) (← links)
- Joint estimation using quadratic estimating function (Q642439) (← links)
- A note on the multiple indicator-multiple cause model with several latent variables (Q754576) (← links)
- Inferences about the parameters of a time series model with changing variance (Q795457) (← links)
- Renyi's entropy for residual lifetime distribution (Q819423) (← links)
- Estimation of multivariate non-linear time series models (Q1193965) (← links)
- A nonlinear time series model and estimation of missing observations (Q1206609) (← links)
- Multivariate logistic distributions (Q1393794) (← links)
- Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations (Q1997019) (← links)
- A dependence measure for bivariate failure time data (Q2002985) (← links)
- Characterization of some continuous distributions by properties of partial moments (Q2479689) (← links)
- Empirical likelihood based variable selection (Q2655057) (← links)
- Option pricing under GARCH, stochastic volatility, and linear autoregressive dynamics (Q2888197) (← links)
- An empirical analysis of simulated maximum likelihood in the stochastic volatility model (Q2888198) (← links)
- (Q3084288) (← links)
- Outlier Detection and Time Series Modeling (Q3468495) (← links)
- Methods for Determining the Order of an Autoregressive-Moving Average Process: A Survey (Q3711569) (← links)
- (Q3713455) (← links)
- Forecast Functions Implied by Autoregressive Integrated Moving Average Models and Other Related Forecast Procedures (Q3732802) (← links)
- A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS (Q3777272) (← links)
- ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS (Q3779616) (← links)
- Intervention analysis and multiple time series (Q3860697) (← links)
- Deterministic and Forecast-Adaptive Time-Dependent Models (Q3875168) (← links)
- Linear Models and Spurious Observations (Q3902324) (← links)
- Forecasting contemporal time series aggregates (Q3915871) (← links)
- Parsimony and Its Importance in Time Series Forecasting (Q3925749) (← links)
- Forecast efficiency of systematically sampled time series (Q3965460) (← links)
- A time series model with random coefficients (Q3968335) (← links)
- (Q4124173) (← links)
- Sampling Interval and Feedback Control (Q4178154) (← links)
- Bayesian analysis of some outlier problems in time series (Q4194327) (← links)
- (Q4215575) (← links)
- (Q4217127) (← links)
- (Q4217155) (← links)
- LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS (Q4319843) (← links)
- (Q4540552) (← links)
- VARIATION REDUCTION AND ROBUST DESIGNS (Q4549365) (← links)
- ESTIMATION OF PARAMETERS IN ARFIMA PROCESSES: A SIMULATION STUDY (Q4787612) (← links)
- Analysis of short time series with an over-dispersion model (Q4843898) (← links)
- A note on Model Reference Adaptive System (MRAS) estimate with infinite variance (Q4850111) (← links)
- A stochastic frontier regression model with dynamic frontier (Q5086295) (← links)
- EXPECTATION‐MAXIMIZATION ALGORITHMS AND THE ESTIMATION OF TIME SERIES MODELS IN THE PRESENCE OF OUTLIERS (Q5285830) (← links)
- A criterion to distinguish ageing patterns (Q5299464) (← links)
- (Q5308519) (← links)
- (Q5442830) (← links)
- (Q5446925) (← links)
- Nonparametric Capability Indices (Q5454831) (← links)
- (Q5711198) (← links)
- (Q5756416) (← links)
