The following pages link to Time series: Theory and methods (Q1018998):
Displaying 50 items.
- Strictly stationary solutions of spatial ARMA equations (Q263264) (← links)
- A moment closed form estimator for the autoregressive conditional duration model (Q284183) (← links)
- Global testing against sparse alternatives in time-frequency analysis (Q309712) (← links)
- The effect of positive interspike interval correlations on neuronal information transmission (Q335071) (← links)
- Tempered Hermite process (Q340791) (← links)
- A stochastic model for parameter identification of adhesive materials (Q396420) (← links)
- Time series analysis: Methods and applications (Q427936) (← links)
- A note on processes with random stationary increments (Q467012) (← links)
- Multi-scale tests for serial correlation (Q473345) (← links)
- Baxter's inequality for triangular arrays (Q498608) (← links)
- Goodness-of-fit tests for random sequences incorporating several components (Q515470) (← links)
- Isometric operators on Hilbert spaces and Wold decomposition of stationary time series (Q524895) (← links)
- Time-series event-based prediction: an unsupervised learning framework based on genetic programming (Q528734) (← links)
- Spectral estimation for locally stationary time series with missing observations (Q693321) (← links)
- A robust-filtering method for noisy non-stationary multivariate time series with econometric applications (Q825334) (← links)
- A white noise test under weak conditions (Q826992) (← links)
- Parameter identification for rubber materials with artificial spatially distributed data (Q889709) (← links)
- Partially linear beta regression model with autoregressive errors (Q905104) (← links)
- Time series: theory and methods (Q1083164) (← links)
- Time series and linear systems (Q1087284) (← links)
- Coherent forecasting for stationary time series of discrete data (Q1621989) (← links)
- Optimal design of Fourier estimator in the presence of microstructure noise (Q1623566) (← links)
- Optimal control for a linear system subject to a general ARIMA disturbance (Q1666616) (← links)
- Conditional density estimation using the local Gaussian correlation (Q1702011) (← links)
- Parameter estimation for long-memory stochastic volatility at discrete observation (Q1724169) (← links)
- Testing for serial independence in vector autoregressive models (Q1757250) (← links)
- Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance (Q1757253) (← links)
- A new correlation coefficient for bivariate time-series data (Q1783111) (← links)
- Inference for spatial autoregressive models with infinite variance noises (Q1995608) (← links)
- Method for the prediction of time series using small sets of experimental samples (Q2009358) (← links)
- Asymptotic properties of the QMLE in a log-linear RealGARCH model with Gaussian errors (Q2029208) (← links)
- A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension (Q2032194) (← links)
- Estimating variances in time series kriging using convex optimization and empirical BLUPs (Q2065314) (← links)
- Modeling and forecasting the spread and death rate of coronavirus (COVID-19) in the world using time series models (Q2123619) (← links)
- A harmonically weighted filter for cyclical long memory processes (Q2125731) (← links)
- Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency (Q2136617) (← links)
- A rank-based high-dimensional test for equality of mean vectors (Q2143018) (← links)
- Stability of trigonometric approximation in \(L^p\) and applications to prediction theory (Q2150324) (← links)
- Confidence intervals with higher accuracy for short and long-memory linear processes (Q2165841) (← links)
- Early warnings indicators of financial crises via auto regressive moving average models (Q2198492) (← links)
- Identification of stochastic nonlinear models using optimal estimating functions (Q2207186) (← links)
- Linear prediction error methods for stochastic nonlinear models (Q2280666) (← links)
- Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
- Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application (Q2284381) (← links)
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis (Q2290700) (← links)
- Extreme value autoregressive model and its applications (Q2320922) (← links)
- Surveillance of non-stationary processes (Q2324325) (← links)
- Rate of convergence to equilibrium for discrete-time stochastic dynamics with memory (Q2325371) (← links)
- The combined Poisson INMA\((q)\) models for time series of counts (Q2336934) (← links)
- Factor models in high-dimensional time series: A time-domain approach (Q2447649) (← links)
