The following pages link to (Q4716820):
Displaying 50 items.
- Analytical quasi maximum likelihood inference in multivariate volatility models (Q61439) (← links)
- Structural vector autoregressions with smooth transition in variances (Q77370) (← links)
- Gaussian semiparametric estimation of multivariate fractionally integrated processes (Q145474) (← links)
- On reconstructability of quadratic utility functions from the iterations in gradient methods (Q254603) (← links)
- Stability results for nonlinear error correction models (Q262797) (← links)
- Temporal aggregation of multivariate GARCH processes (Q290974) (← links)
- A method of quickly calculating the number of pinning nodes on pinning synchronization in complex networks (Q297647) (← links)
- Nested splitting conjugate gradient method for matrix equation \(AXB=C\) and preconditioning (Q305521) (← links)
- A feasible primal-dual interior point method for linear semidefinite programming (Q329782) (← links)
- Factor analysis with EM algorithm never gives improper solutions when sample covariance and initial parameter matrices are proper (Q358517) (← links)
- On the dimension of the set of two-view multi-homography matrices (Q371800) (← links)
- Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics (Q391607) (← links)
- On an open problem concerning regular magic squares of odd order (Q401160) (← links)
- Nested splitting CG-like iterative method for solving the continuous Sylvester equation and preconditioning (Q404157) (← links)
- Assessing the complete solution set of the planar frictional wedging problem (Q423574) (← links)
- Pinning adaptive anti-synchronization between two general complex dynamical networks with non-delayed and delayed coupling (Q433288) (← links)
- An optimal \(L\)-statistics quantile estimator for a set of location-scale populations (Q451179) (← links)
- Testing constancy of the error covariance matrix in vector models (Q451274) (← links)
- Markovian jump guaranteed cost congestion control strategies for large scale mobile networks with differentiated services traffic (Q459004) (← links)
- The exact bias of \(s^2\) in linear panel regressions with spatial autocorrelation (Q621728) (← links)
- Quasi-Newton methods in infinite-dimensional spaces and application to matrix equations (Q628733) (← links)
- Waveform optimization for MIMO-STAP to improve the detection performance (Q634898) (← links)
- Dispersion analysis of spectral element methods for elastic wave propagation (Q661659) (← links)
- Improved regression calibration (Q692408) (← links)
- Identification and overidentification in SVECMs (Q709088) (← links)
- On unbiased optimal \(L\)-statistics quantile estimators (Q712512) (← links)
- A stochastic version of the jansen and rit neural mass model: analysis and numerics (Q723672) (← links)
- Balanced metric and Berezin quantization on the Siegel-Jacobi ball (Q726541) (← links)
- Estimating a mean matrix: boosting efficiency by multiple affine shrinkage (Q734400) (← links)
- Efficient estimation of a multivariate multiplicative volatility model (Q736688) (← links)
- Fitting dynamic factor models to non-stationary time series (Q737945) (← links)
- The conditional autoregressive Wishart model for multivariate stock market volatility (Q738147) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- Equiprobable unambiguous discrimination of quantum states by symmetric orthogonalisation (Q820762) (← links)
- Optimal domain estimation under summation restriction (Q840758) (← links)
- On asymptotic theory for multivariate GARCH models (Q842922) (← links)
- Structural vector autoregressions with Markov switching (Q846505) (← links)
- Dynamic threshold generators for robust fault detection in linear systems with parameter uncertainty (Q856526) (← links)
- Common volatility and correlation clustering in asset returns (Q884052) (← links)
- Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations (Q898968) (← links)
- Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure (Q899511) (← links)
- A generalization of STATIS-ACT strategy: DO-ACT for two multiblocks tables (Q956907) (← links)
- DFT modal analysis of spectral element methods for the 2D elastic wave equation (Q975634) (← links)
- SMC design for robust \(H^{\infty}\) control of uncertain stochastic delay systems (Q983953) (← links)
- Continuous-time GARCH processes (Q997951) (← links)
- On inverses of GCD matrices associated with multiplicative functions and a proof of the Hong-Loewy conjecture (Q999809) (← links)
- On pinning synchronization of complex dynamical networks (Q1012862) (← links)
- Multivariate mixed normal conditional heteroskedasticity (Q1019987) (← links)
- Positive feedback stabilization of centrifugal compressor surge (Q1596487) (← links)
- A multivariate linear regression analysis using finite mixtures of \(t\) distributions (Q1621290) (← links)
