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TESTING MSW TYPE OF NONLINEARITY USING AUTOCOPULASLENCUCHOVÁ, Jana.Neural Network World (Prague). 2013, Vol 23, Num 1, pp 49-60, issn 1210-0552, 12 p.Conference Paper

On Eigenvalue Sets and Convergence Rate of Ito Stochastic Systems With Markovian SwitchingLI, Zhao-Yan; BIN ZHOU; YONG WANG et al.IEEE transactions on automatic control. 2011, Vol 56, Num 5, pp 1118-1124, issn 0018-9286, 7 p.Article

Why the damped trend worksGARDNER, E. S; MCKENZIE, E.The Journal of the Operational Research Society. 2011, Vol 62, Num 6, pp 1177-1180, issn 0160-5682, 4 p.Article

Motif detection inspired by immune memoryWILSON, W; BIRKIN, P; AICKELIN, U et al.The Journal of the Operational Research Society. 2011, Vol 62, Num 2, pp 253-265, issn 0160-5682, 13 p.Article

Prospective and retrospective temporal difference learningDAYAN, Peter.Network (Bristol. Print). 2009, Vol 20, Num 1, pp 32-46, issn 0954-898X, 15 p.Article

Estimation of periodic bilinear time series modelsBIBI, Abdelouahab; HO, Moon-Ho Ringo.Communications in statistics. Theory and methods. 2006, Vol 35, Num 7-9, pp 1745-1756, issn 0361-0926, 12 p.Article

Fitting MA(q) models in the closed invertible regionZHANG, Y; MCLEOD, A. I.Statistics & probability letters. 2006, Vol 76, Num 13, pp 1331-1334, issn 0167-7152, 4 p.Article

Forecasting enrollments of students by using fuzzy time series and genetic algorithmsCHEN, Shyi-Ming; CHUNG, Nien-Yi.International journal of information and management sciences. 2006, Vol 17, Num 3, pp 1-17, issn 1017-1819, 17 p.Article

Least squares estimation for critical random coefficient first-order autoregressive processesHWANG, S. Y; BASAWA, I. V; TAE YOON KIM et al.Statistics & probability letters. 2006, Vol 76, Num 3, pp 310-317, issn 0167-7152, 8 p.Article

Specifying a gaussian markov random field by a sparse cholesky triangleWIST, Hanne T; RUE, Havard.Communications in statistics. Simulation and computation. 2006, Vol 35, Num 1, pp 161-176, issn 0361-0918, 16 p.Article

Modeling bivariate threshold autoregressive processes in the presence of missing dataNIETO, Fabio H.Communications in statistics. Theory and methods. 2005, Vol 34, Num 4, pp 905-930, issn 0361-0926, 26 p.Article

The distance between rival nonstationary fractional processesROBINSON, P. M.Journal of econometrics. 2005, Vol 128, Num 2, pp 283-300, issn 0304-4076, 18 p.Article

LAN theorem for non-Gaussian locally stationary processes and its applicationsHIRUKAWA, Junichi; TANIGUCHI, Masanobu.Journal of statistical planning and inference. 2005, Vol 136, Num 3, pp 640-688, issn 0378-3758, 49 p.Article

On time series data and optimal parametersRASMUSSEN, Rasmus.Omega (Oxford). 2004, Vol 32, Num 2, pp 111-120, issn 0305-0483, 10 p.Article

Consistance du prédicteur dans le modèle ARH(1) : le cas compact = Predictor consistency in ARH(1) model : the compact caseMAS, Andrém.Annales de l'ISUP. 2004, Vol 48, Num 3, pp 39-48, issn 1626-1607, 10 p.Conference Paper

Bayesian identification of seasonal autoregressive modelsSHAARAWY, Samir M; ALI, Sherif S.Communications in statistics. Theory and methods. 2003, Vol 32, Num 5, pp 1067-1084, issn 0361-0926, 18 p.Article

Estimateur crible de l'opérateur d'un processus ARB(1) = Sieve estimator of the operator in ARB(1) processRACHEDI, Fatiha; MOURID, Tahar.Comptes rendus. Mathématique. 2003, Vol 336, Num 7, pp 605-610, issn 1631-073X, 6 p.Article

A bivariate uniform autoregressive processRISTIC, Miroslav M; POPOVIC, Biljana C.Annals of the Institute of Statistical Mathematics. 2003, Vol 55, Num 4, pp 797-802, issn 0020-3157, 6 p.Article

Generalized smoothed estimating functions for nonlinear time seriesTHAVANESWARAN, A; PEIRIS, Shelton.Statistics & probability letters. 2003, Vol 65, Num 1, pp 51-56, issn 0167-7152, 6 p.Article

On cusp estimation of ergodic diffusion processDACHIAN, Sergueï; KUTOYANTS, Yury A.Journal of statistical planning and inference. 2003, Vol 117, Num 1, pp 153-166, issn 0378-3758, 14 p.Article

Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processesDAVIDSON, James.Journal of econometrics. 2002, Vol 106, Num 2, pp 243-269, issn 0304-4076Article

Hoeffding's inequality for uniformly ergodic Markov chainsGLYNN, Peter W; ORMONEIT, Dirk.Statistics & probability letters. 2002, Vol 56, Num 2, pp 143-146, issn 0167-7152Article

La recherche des harmoniques, une nouvelle fonction du logiciel CORICO = Harmonics search, a new function of CORICO softwareLESTY, Michel.La Revue de Modulad (Le Chesnay). 2002, Num 29, pp 39-77, issn 1145-895XArticle

Effect of pruning and early stopping on performance of a boosting ensembleDRUCKER, Harris.Computational statistics & data analysis. 2002, Vol 38, Num 4, pp 393-406, issn 0167-9473Conference Paper

A nonlinear long memory model, with an application to US unemploymentVAN DIJK, Dick; FRANSES, Philip Hans; PAAP, Richard et al.Journal of econometrics. 2002, Vol 110, Num 2, pp 135-165, issn 0304-4076, 31 p.Conference Paper

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