Pages that link to "Item:Q516108"
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The following pages link to Elements of nonlinear time series analysis and forecasting (Q516108):
Displaying 14 items.
- Extracting knowledge from time series. An introduction to nonlinear empirical modeling (Q974096) (← links)
- Theory and application of nonlinear time series analysis (Q1624759) (← links)
- Nonlinear time series. Nonparametric and parametric methods (Q1866762) (← links)
- The integrated copula spectrum (Q2112830) (← links)
- Comparative analysis of robust and classical methods for estimating the parameters of a threshold autoregression equation (Q2290398) (← links)
- Nonlinear time series. Theory, methods and applications with R examples (Q2871232) (← links)
- A multi-step kernel–based regression estimator that adapts to error distributions of unknown form (Q5079205) (← links)
- On operator fractional Lévy motion: integral representations and time-reversibility (Q5084793) (← links)
- Bootstrap confidence intervals for conditional density function in Markov processes (Q5086392) (← links)
- Adaptive test for periodicity in restrictive EXPAR(p) models (Q5095993) (← links)
- Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (Q5111785) (← links)
- Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)
- A generalized Burr mixture autoregressive models for modeling non linear time series (Q6597409) (← links)
- Existence of a periodic and seasonal INAR process (Q6636851) (← links)
