The following pages link to (Q4280421):
Displaying 6 items.
- Nonparametric Bayesian inference for the spectral density based on irregularly spaced data (Q830624) (← links)
- Implementation of Lévy CARMA model in \texttt{yuima} package (Q906147) (← links)
- The application of the Kalman filter to nonstationary time series through time deformation (Q3077663) (← links)
- A test for independence between a point process and an analogue signal (Q5397957) (← links)
- Some computational aspects of Gaussian CARMA modelling (Q5962746) (← links)
- A novel first-order autoregressive moving average model to analyze discrete-time series irregularly observed (Q6601928) (← links)
