Pages that link to "Item:Q3147829"
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The following pages link to An innovation approach to non-Gaussian time series analysis (Q3147829):
Displaying 7 items.
- Decomposition of neurological multivariate time series by state space modelling (Q535574) (← links)
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- Statistical distributions of time series in the frequency domain and the patterns of violation of white noise conditions (Q2387336) (← links)
- Blind signal separation of mixtures of chaotic processes: a comparison between independent component analysis and state space modeling (Q2866070) (← links)
- Local linearization filters for non-linear continuous-discrete state space models with multiplicative noise (Q4810933) (← links)
- Goodness-of-fit tests for Laplace, Gaussian and exponential power distributions based on <i>λ</i>-th power skewness and kurtosis (Q5880773) (← links)
- Common large innovations across nonlinear time series (Q5881691) (← links)
