scientific article; zbMATH DE number 3395169
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Publication:5663204
zbMath0249.62009MaRDI QIDQ5663204
Publication date: 1970
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)
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Relationship between control laws based on a time series approach and a state space approach, SOME ASPECTS OF MODELLING AND FORECASTING MULTIVARIATE TIME SERIES, ON-LINE VARIANCE ESTIMATION FOR THE STEADY STATE BAYESIAN FORECASTING MODEL, Credibility theory for some evolutionary models, SELECTION OF SAMPLE SIZE FOR DISCRETE FEEDBACK DEAD-BAND CONTROL SCHEMES, BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES, Stability conditions for a bivariate arch system which is cointegrated in mean, Medium range forecasting of monthly energy demand via Walsh transform, Sequential Monte Carlo for fractional stochastic volatility models, Unnamed Item, Nonlinear Time Series Models and Model Selection, DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS, Repeated decision making under variable external conditions, Modelling long-term dependence in measurement errors of plutonium concentration, ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP, Unnamed Item, Unnamed Item, STOCHASTIC MODELING AND IDENTIFICATION OF SEISMIC RECORDS BASED ON ESTABLISHED DETERMINISTIC FORMULATIONS, Artificial intelligence applied to the discrimination of the order of multivariable linear systems, Estimation of upper bounds of errors in identifying autoregressive models, Analysis of seasonal level shift (SLS) detection in SARIMA models, A decision theory method for the analysis of texture, Structural inference for linear regression with autocorrelated errors, Unnamed Item, Rekursive SchÄtzverfahren in der KredibilitÄtstheorie, From birth expectations to birth forecasts: A partial‐adjustment approach, Derivation of ARMA parameters and orders from pure AR models, Non-stationary parameter estimation for small sample situations: A comparison of methods, A two‐step procedure for clustering time varying data, The estimation of autoregressive, moving average and mixed autoregressive moving average systems with time-dependent parameters of non-stationary time series, Some observations on instrumental variable methods of time-series analysis, Self-tuning controller design for systems with arbitrary time delays Part 1. Theoretical development, Non-linear prediction model of river flow by self-organization method, Testing for unit roots in time series with nearly deterministic seasonal variation, For what use are tests of hypotheses and tests of significance, use of neural networks for system structure identification, Regression with autoregressive errors-some asymptotic results, Markov models of occupational mobility: Theoretical development and empirical support. Part 2: Continuously operative job systems, MODELS THAT GENERATE TRENDS, Optimal linear control of linear production-inventory systems, Die Auswertung von autokorrelierten Simulationsergebnissen, Parameter estimation with closed-loop operating data under time varying discrete proportional-integral control, EVVMA and cusum control charts in the presence of correlation, Computation of the exact likelihood function of an arima process, On the transformation of raw time series data: A review, Transferfunktionen von Differenzenfiltern und gleitenden Durchschnitten, Convergence of least squares parameter estimates of weakly stationary time series models driven by uncorrelated processes, Classical Model Selection via Simulated Annealing, A recursive approach to time-series analysis for multi-variable systems, Convergence of least squares identification algorithms applied to unstable stochastic processes, Adaptive state estimation for systems with coloured observation noise, Predictive stochastic feedforward-feedback control of a heat exchanger-stirred tank system, Refined instrumental variable methods of recursive time-series analysis Part II. Multivariable systems, Recursive parameter estimation of an autoregressive process disturbed by white noise, Invariants of the Markov process by the transformation of variables, Two classes of covariance matrices giving simple linear forecasts, The backshift operator in time series analysis, SYNTHESIS OF FUZZY MODELS FOR INDUSTRIAL PROCESSES-SOME RECENT RESULTS, Parameter identification for a two-dimensional image fieId†, A comparison of estimation procedures for the parameters of the star model, Mean-square convergence of least-squares identification of white-noise-driven time-series models, On the inverse of the autocovariance matrix for a general mixed autoregressive moving average process, The orthogonal decomposition of moving average processes, Modele a plusieurs aleas pour certaines chroniques, Stochastic programming and stochastic control, Load modelling of an interconnected power system for short term prediction, Estimating the order of moving average models: the max X2method, Implementation of the direct representation for the maximum likelihood estimator of a gaussian moving average process, Sample moments of the autocorrelations of moving average processes and a modification to bartlett'sasymptotic variance formula, Model validation using mismatched filters, Marginal likelihood methods for distributed lag models, On some nonparametric estimators for the linear markov scheme, A TWO-STAGE INFORMATION-THEORETIC APPROACH TO MODELING LANDSCAPE-LEVEL ATTRIBUTES AND MAXIMUM RECRUITMENT OF CHINOOK SALMON IN THE COLUMBIA RIVER BASIN, Convergence of least squares identifiers of time series with martingale difference and binary white Markov generating processes, Unnamed Item, Comparison between the least squares, maximum likelihood and bayes estimation of simple arma models, Bayesian subset selection for additive and linear loss function, A recursive approach to parameter estimation in regression and time series models, Über eine optimale Feedback-Kontrolle unter der Verwendung von ARMA-Modellen, Predicting hospital census using time series regression methods, Asymptotic distribution of the order selected by AIC in multivariate autoregressive model fitting, Confidence levels using noral approxiation to modifiedt-Statistics for dependent Variables, A method of predicting failure or life for stochastic systems by using autoregressive models, Estimation of noise correlations in transfer function models, Refined instrumental variable methods of recursive time-series analysis Part III. Extensions, Asymptotic expansions for the moments of serial correlation coefficients, On time-irreversibility and other non-linear features in time series, Analytical expressions for the average adjustment interval and mean squared deviation for bounded adjustment schemes, A comparison of the post selection error rate behaviour of the normal linear and quadratic discriminant rules, Estimation of coefficients for multiple input system models without employing common denominator structure, On forecasting economic time series data: a comparative study, Fourth-order moments of augmented arch processes, Modeling and Credibility of Random Ensembles, A Unified View of Signal Extraction, Benchmarking, Interpolation and Extrapolation of Time Series, Bayesian Comparison of ARIMA and Stationary ARMA Models, On the parsimony principle, Estimation in moving average models, why does it fail?, A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER, An extended sparse max-linear moving model with application to high-frequency financial data, Modeling and analysis of ionospheric parameters based on generalized multicomponent model, A multi-criteria decision framework for sustainable supplier selection and order allocation using multi-objective optimization and fuzzy approach, Estimating weak periodic vector autoregressive time series, Modeling and forecasting of stock index volatility with APARCH models under ordered restriction, Bayesian inference for a mixture double autoregressive model, Encounters with Martingales in Statistics and Stochastic Optimization, Bayesian modeling and forecasting of vector autoregressive moving average processes, Stochastic properties of nonlinear locally-nonstationary filters, Expected number of zeros of random power series with finitely dependent Gaussian coefficients, Forecasting stock prices using hybrid non-stationary time series model with ERNN, Artificial intelligence for COVID-19 spread modeling, A historical overview of textbook presentations of statistical science, Spline estimation of partially linear regression models for time series with correlated errors, An econometric analysis of drawdown based measures, Random matrix time series, Exploring hierarchical forecasting of data popularity in high-energy physics experiments, Maximum likelihood estimation for non-stationary location models with mixture of normal distributions, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Random coefficient first-order autoregressive models, A unified sequential identification structure based on convergence considerations, Stochastic complexity and the mdl principle, Identifying Patterns in Multiple Time Series Data, Relationship between åström control and the kalman linear regulator—caines revisited, Non-stationary stochastic embedding for transfer function estimation, Data mining on time series: an illustration using fast-food restaurant franchise data., Performance assessment of multivariable feedback controllers, Some computational aspects of Gaussian CARMA modelling, Detecting seasonal unit roots in a structural time series model, Detecting seasonal unit roots in a structural time series model, An efficient integrated nonparametric entropy estimator of serial dependence, Cross validation for uncertain autoregressive model, Modeling Dependence in Spatio-Temporal Econometrics, Ridge Estimation for Uncertain Moving Average Model Under Imprecise Observations
