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APPLICATION DE LA MODELISATION ARMA EN DENDROCLIMATOLOGIEGUIOT J; TESSIER L; SERRE BACHET F et al.1982; C.R. SEANCES ACAD. SCI., SER. 3, SCI. VIE; ISSN 0249-6313; FRA; DA. 1982; VOL. 294; NO 2; PP. 133-136; ABS. ENG; BIBL. 6 REF.Article

Prédicibilité statistique d'une série temporelle climatiquePOLYAK, I. I.Meteorologiâ i gidrologiâ. 1986, Num 6, pp 11-20, issn 0130-2906Article

Bayesian analysis of contaminated quarter plane moving average modelsVALLEJOS, Ronny O; GARCIA-DONATO, Gonzalo.Journal of statistical computation and simulation (Print). 2006, Vol 76, Num 2, pp 131-147, issn 0094-9655, 17 p.Article

SOME APPLICATIONS OF MAXIMUM ENTROPY SPECTRAL ESTIMATION TO OCEAN WAVES AND LINEAR SYSTEMS RESPONSE IN WAVESHOUMB OG; OVERVIK T.1981; APPL. OCEAN RES.; ISSN 0141-1187; GBR; DA. 1981; VOL. 3; NO 4; PP. 154-162; BIBL. 11 REF.Article

Modeling and forecasting the southern oscillation: a time-domain approachPAO-SHIN CHU; KATZ, R. W.Monthly weather review. 1985, Vol 113, Num 11, pp 1876-1888, issn 0027-0644Article

Improved flood routing vy ARMA modelling and the Kalman filter technique = Ecoulement des crues amélioré par modèle ARMA et la technique de filtre KalmanWANG GUANG-TE; YUN-SHENG YU; WU KAY et al.Journal of hydrology (Amsterdam). 1987, Vol 93, Num 1-2, pp 175-190, issn 0022-1694Article

Do UK stock prices deviate from fundamentals?ALIEN, D. E; YANG, W.Mathematics and computers in simulation. 2004, Vol 64, Num 3-4, pp 373-383, issn 0378-4754, 11 p.Conference Paper

The moments of SETARMA modelsAMENDOLA, Alessandra; NIGLIO, Marcella; VITALE, Cosimo et al.Statistics & probability letters. 2006, Vol 76, Num 6, pp 625-633, issn 0167-7152, 9 p.Article

About second order local power of the likelihood ratio, wald and score statistics in first order autoregressive and moving average modelsLAGOS, Bernardo M.Communications in statistics. Theory and methods. 2004, Vol 33, Num 2, pp 367-379, issn 0361-0926, 13 p.Article

Asymptotics of L1-estimators in moving average time series modelsLIHONG WANG.Communications in statistics. Theory and methods. 2004, Vol 33, Num 1, pp 107-118, issn 0361-0926, 12 p.Article

Integer autoregressive and moving average modelsFOKIANOS, Konstantinos.Annales de l'ISUP. 2004, Vol 48, Num 1-2, pp 43-58, issn 1626-1607, 16 p.Article

P-convergence des TRA estimateurs: modèle MA (q) = P-convergence of the TRA estimates: the MA(q) modelBERRAHOU, Nawale; EL HIMDI, Khalid.Comptes rendus. Mathématique. 2002, Vol 335, Num 6, pp 549-552, issn 1631-073XArticle

Prediction intervals based on autoregression forecastsDE LUNA, X.Statistician (London. Print). 2000, Vol 49, Num 1, pp 87-93, issn 0039-0526Article

Rate of Convergence to Normality of Estimators in a Random Coefficient ARMA(p, q) ModelSUGATA SEN ROY; BHATTACHARYA, Sankha.Communications in statistics. Theory and methods. 2011, Vol 40, Num 4-6, pp 1081-1092, issn 0361-0926, 12 p.Article

UNIFORM MOMENT BOUNDS OF FISHER'S INFORMATION WITH APPLICATIONS TO TIME SERIESCHAN, Ngai Hang; ING, Ching-Kang.Annals of statistics. 2011, Vol 39, Num 3, pp 1526-1550, issn 0090-5364, 25 p.Article

Exact maximum likelihood estimation for non-stationary periodic time series modelsHINDRAYANTO, Irma; JAN KOOPMAN, Siem; OOMS, Marius et al.Computational statistics & data analysis. 2010, Vol 54, Num 11, pp 2641-2654, issn 0167-9473, 14 p.Article

On multiplicative seasonal modelling for vector time seriesURSU, Eugen; DUCHESNE, Pierre.Statistics & probability letters. 2009, Vol 79, Num 19, pp 2045-2052, issn 0167-7152, 8 p.Article

Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticityGUODONG LI; WAI KEUNG LI.Biometrika. 2008, Vol 95, Num 2, pp 399-414, issn 0006-3444, 16 p.Article

Bayesian identification of moving average modelsSHAARAWY, Samir M; SOLIMAN, Emad E. A; ALI, Sherif S et al.Communications in statistics. Theory and methods. 2007, Vol 36, Num -12, pp 2301-2312, issn 0361-0926, 12 p.Article

Extremes of integer-valued moving average models with exponential type tailsHALL, Andreia.Extremes (Boston). 2003, Vol 6, Num 4, pp 361-379, issn 1386-1999, 19 p.Article

Comparing tests of autoregressive versus moving average errors in regression models using Bahadur's asymptotic relative efficiencyMCKENZIE, C. R; MCALEER, Michael.Communications in statistics. Theory and methods. 2002, Vol 31, Num 8, pp 1349-1371, issn 0361-0926, 23 p.Article

Extremes of integer-valued moving average models with regularly varying tailsHALL, Andreia.Extremes (Boston). 2001, Vol 4, Num 3, pp 219-239, issn 1386-1999, 21 p.Article

Combining seasonal time series ARIMA method and neural networks with genetic algorithms for predicting the production value of the mechanical industry in TaiwanLIANG, Yi-Hui.Neural computing & applications (Print). 2009, Vol 18, Num 7, pp 833-841, issn 0941-0643, 9 p.Article

Maximum likelihood estimation in vector long memory processes via EM algorithmPAI, Jeffrey; RAVISHANKER, Nalini.Computational statistics & data analysis. 2009, Vol 53, Num 12, pp 4133-4142, issn 0167-9473, 10 p.Article

Time Series and Model SelectionCLARK, A. E; TROSKIE, C. G.Communications in statistics. Simulation and computation. 2008, Vol 37, Num 3-5, pp 766-771, issn 0361-0918, 6 p.Article

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