The following pages link to ITSM2000 (Q28805):
Displaying 25 items.
- Volatility analysis with realized GARCH-Itô models (Q134810) (← links)
- Direct data-based decision making under uncertainty (Q1754229) (← links)
- Modelling corporate bank accounts (Q2043118) (← links)
- Estimating variances in time series kriging using convex optimization and empirical BLUPs (Q2065314) (← links)
- Methods to compute prediction intervals: a review and new results (Q2092900) (← links)
- Penalised likelihood methods for phase-type dimension selection (Q2093057) (← links)
- Asymptotic analysis of synchrosqueezing transform -- toward statistical inference with nonlinear-type time-frequency analysis (Q2105191) (← links)
- Cepstral identification of autoregressive systems (Q2116677) (← links)
- Quantifying the data-dredging bias in structural break tests (Q2122806) (← links)
- 2-D Rayleigh autoregressive moving average model for SAR image modeling (Q2129598) (← links)
- Semi-Lévy driven continuous-time GARCH process (Q2141451) (← links)
- Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach (Q2233573) (← links)
- Distributionally robust optimization with correlated data from vector autoregressive processes (Q2294321) (← links)
- Semiparametrically point-optimal hybrid rank tests for unit roots (Q2328053) (← links)
- Selecting between causal and noncausal models with quantile autoregressions (Q2700580) (← links)
- Introduction to Time Series and Forecasting (Q2821706) (← links)
- Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization (Q5010043) (← links)
- Testing for the expected number of exceedances in strongly dependent seasonal time series (Q5023852) (← links)
- Pairs trading under delayed cointegration (Q5039626) (← links)
- Time-Rescaling regression method for exponential decay time series predictions (Q5047127) (← links)
- Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model (Q5049923) (← links)
- Multiplicative deconvolution in survival analysis under dependency (Q5072988) (← links)
- Median-of-means approach for repeated measures data (Q5078874) (← links)
- Reservoir Computing with an Inertial Form (Q5158627) (← links)
- A new diagnostic tool for VARMA(<i>p</i>,<i>q</i>) models (Q5384672) (← links)
