The following pages link to (Q4692920):
Displaying 50 items.
- Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting (Q113359) (← links)
- An ensemble Kalman filter for statistical estimation of physics constrained nonlinear regression models (Q348513) (← links)
- Multi-scale tests for serial correlation (Q473345) (← links)
- Consistency of kernel density estimators for causal processes (Q476939) (← links)
- Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (Q495709) (← links)
- A morphological-rank-linear evolutionary method for stock market prediction (Q497174) (← links)
- Estimation of a nonparametric regression spectrum for multivariate time series (Q537240) (← links)
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- Frequency domain subspace-based identification of discrete-time power spectra from nonuniformly spaced measurements (Q705147) (← links)
- Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns (Q740075) (← links)
- Resolving the forecasting problems of overshoot and volatility clustering using ANFIS coupling nonlinear heteroscedasticity with quantum tuning (Q835290) (← links)
- Local asymptotic powers of nonparametric and semiparametric tests for fractional integration (Q867849) (← links)
- Oscillations and moduli of continuity of kernel density estimators under dependence (Q908266) (← links)
- Fitting piecewise linear threshold autoregressive models by means of genetic algorithms (Q957007) (← links)
- An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- Sensitivity and specificity of coherence and phase synchronization analysis (Q1017240) (← links)
- Exit distributions for symmetric Markov processes via Gaussian techniques (Q1201757) (← links)
- The moving block bootstrap to assess the accuracy of statistical estimates in Ising model simulations (Q1269364) (← links)
- A note on some properties of the ESTAR model (Q1274713) (← links)
- On the spectrum of correlation autoregressive sequences (Q1275942) (← links)
- Measuring spatial spreading in recurrent time series (Q1341017) (← links)
- Potential problems in estimating bilinear time-series models (Q1349755) (← links)
- Local block bootstrap (Q1565905) (← links)
- Nonlinear impulse response functions (Q1575615) (← links)
- Cost-sensitive estimation of ARMA models for financial asset return data (Q1665027) (← links)
- Inference on the long-memory properties of time series with non-stationary volatility (Q1668281) (← links)
- Filtering and identification of a state space model with linear and bilinear interactions between the states (Q1690834) (← links)
- Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density (Q1852901) (← links)
- A possible definition of a stationary tangent. (Q1877502) (← links)
- Correlation dimension: A pivotal statistic for non-constrained realizations of composite hypotheses in surrogate data analysis (Q1964247) (← links)
- Comparisons of new nonlinear modeling techniques with applications to infant respiration. (Q1967263) (← links)
- Solving DSGE models with a nonlinear moving average (Q1994189) (← links)
- Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals (Q2019875) (← links)
- High dimensional generalized linear models for temporal dependent data (Q2108473) (← links)
- An associative-memory-based method for system nonlinearities recursive estimation (Q2151850) (← links)
- Testing and mapping non-stationarity in animal behavioral processes: a case study on an individual female bean weevil (Q2194984) (← links)
- Evolutionary transfer functions of bilinear processes with time-varying coefficients (Q2426028) (← links)
- A Darling-Erdős type result for stationary ellipsoids (Q2444629) (← links)
- Local prediction of nonlinear time series using support vector regression (Q2476564) (← links)
- A nonparametric regression cross spectrum for multivariate time series (Q2482624) (← links)
- Model-based fit procedure for power-law-like spectra (Q2508910) (← links)
- Applying nonlinear generalized autoregressive conditional heteroscedasticity to compensate ANFIS outputs tuned by adaptive support vector regression (Q2508924) (← links)
- Stationarity and asymptotic inference of some periodic bilinear models. (Q2575637) (← links)
- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
- Causal regression for online estimation of highly nonlinear parametrically varying models (Q2663922) (← links)
- Causal relationships between inflation and inflation uncertainty (Q2697108) (← links)
- Time series analysis by kauffman networks (Q2710746) (← links)
- Nonlinear interactions in a rotating disk flow: From a Volterra model to the Ginzburg-Landau equation (Q2727208) (← links)
- Local Covariance Estimation Using Costationarity (Q2787357) (← links)
