Pages that link to "Item:Q427936"

The following pages link to Time series analysis: Methods and applications (Q427936):

Displaying 50 items.

• The local partial autocorrelation function and some applications (Q87410) (← links)
• Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
• Maxima and sum for discrete and continuous time Gaussian processes (Q256501) (← links)
• The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach (Q323299) (← links)
• On binary and categorical time series models with feedback (Q406539) (← links)
• On stationarity and second-order properties of bilinear random fields (Q466054) (← links)
• Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112) (← links)
• Recent developments in complex and spatially correlated functional data (Q783297) (← links)
• Asymptotic results with estimating equations for time-evolving clustered data (Q830743) (← links)
• Generalized ARMA models with martingale difference errors (Q888346) (← links)
• Time series: theory and methods (Q1083164) (← links)
• A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703) (← links)
• Influence diagnostics in log-linear integer-valued GARCH models (Q1621988) (← links)
• Approximation of the maximum of storage process with fractional Brownian motion as input (Q1644201) (← links)
• Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity (Q1657957) (← links)
• Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
• Estimation and test for quantile nonlinear cointegrating regression (Q1672711) (← links)
• Optimal change point detection in Gaussian processes (Q1681057) (← links)
• Guaranteed conditional ARL performance in the presence of autocorrelation (Q1796969) (← links)
• Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals (Q2019875) (← links)
• Volatile opinions and optimal control of vaccine awareness campaigns: chaotic behaviour of the forward-backward sweep algorithm vs. heuristic direct optimization (Q2025489) (← links)
• Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
• Asymptotic properties of mildly explosive processes with locally stationary disturbance (Q2036311) (← links)
• Cotrending: testing for common deterministic trends in varying means model (Q2057835) (← links)
• Limit theorems for locally stationary processes (Q2062401) (← links)
• Estimating variances in time series kriging using convex optimization and empirical BLUPs (Q2065314) (← links)
• Kernel-based hidden Markov conditional densities (Q2076125) (← links)
• Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
• Perturbation-based classifier (Q2156615) (← links)
• Bankruptcy risk dependence structure using the INAR model comprising macroeconomic indicators applied to stress tests (Q2166070) (← links)
• Asymptotic properties of conditional least-squares estimators for array time series (Q2243553) (← links)
• The estimation of frequency in the multichannel sinusoidal model (Q2293395) (← links)
• Time series analysis using SAS enterprise guide (Q2309534) (← links)
• Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts (Q2317328) (← links)
• Estimation problems for periodically correlated isotropic random fields (Q2340295) (← links)
• A test for second order stationarity of a multivariate time series (Q2343767) (← links)
• On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields (Q2347425) (← links)
• Empirical likelihood for linear and log-linear INGARCH models (Q2513797) (← links)
• Time-varying general dynamic factor models and the measurement of financial connectedness (Q2658788) (← links)
• A distance-based test of independence between two multivariate time series (Q2692924) (← links)
• Minimax-robust filtering of functionals from periodically correlated random fields (Q2813508) (← links)
• Detection of Changes in INAR Models (Q2833353) (← links)
• Computational Methods for Time Series Analysis (Q3298642) (← links)
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• (Q3508380) (← links)
• (Q3992561) (← links)
• (Q4284053) (← links)
• Metaphors for time‐series analysis (Q4359958) (← links)
• Absolute regularity of semi-contractive GARCH-type processes (Q4968513) (← links)
• Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)