kw.\*:("Moving average model")
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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
Asymptotic results for spatial ARMA modelsILLIG, Aude; TRUONG-VAN, Benoit.Communications in statistics. Theory and methods. 2006, Vol 35, Num 4-6, pp 671-688, issn 0361-0926, 18 p.Article
Bayesian rules and stochastic models for high accuracy prediction of solar radiationVOYANT, Cyril; DARRAS, Christophe; MUSELLI, Marc et al.Applied energy. 2014, Vol 114, pp 218-226, issn 0306-2619, 9 p.Article
Information transformation in a supply chain: a simulation studyGANG LI; SHOUYANG WANG; HONG YAN et al.Computers & operations research. 2005, Vol 32, Num 3, pp 707-725, issn 0305-0548, 19 p.Article
Whittle pseudo-maximum likelihood estimation for nonstationary time seriesVELASCO, Carlos; ROBINSON, Peter M.Journal of the American Statistical Association. 2000, Vol 95, Num 452, pp 1229-1243, issn 0162-1459Article
Modified Gaussian likelihood estimators for ARMA models on ℤdDIMITRIOU-FAKALOU, Chrysoula.Stochastic processes and their applications. 2009, Vol 119, Num 12, pp 4149-4175, issn 0304-4149, 27 p.Article
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
Marginal likelihood and unit rootsFRANCKE, Marc K; DE VOS, Aart F.Journal of econometrics. 2007, Vol 137, Num 2, pp 708-728, issn 0304-4076, 21 p.Article
Automated Time-Series Cost Forecasting System for Construction MaterialsHWANG, Sungjoo; PARK, Moonseo; LEE, Hyun-Soo et al.Journal of construction engineering and management. 2012, Vol 138, Num 11, pp 1259-1269, issn 0733-9364, 11 p.Article
Time Series Analysis of ENR Construction Cost IndexASHURI, Baabak; JIAN LU.Journal of construction engineering and management. 2010, Vol 136, Num 11, pp 1227-1237, issn 0733-9364, 11 p.Article
Maximum likelihood estimation of linear continuous time long memory processes with discrete time dataTSAI, Henghsiu; CHAN, K. S.Journal of the Royal Statistical Society. Series B, statistical methodology. 2005, Vol 67, pp 703-716, issn 1369-7412, 14 p., 5Article
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
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
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
Prediction intervals based on autoregression forecastsDE LUNA, X.Statistician (London. Print). 2000, Vol 49, Num 1, pp 87-93, issn 0039-0526Article
Forecasting-looking back and forward : Paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, RotterdamGRANGER, Clive W. J.Journal of econometrics. 2007, Vol 138, Num 1, pp 3-13, issn 0304-4076, 11 p.Article
An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustmentMARAVALL, Agustin.Computational statistics & data analysis. 2006, Vol 50, Num 9, pp 2167-2190, issn 0167-9473, 24 p.Article
Runoff forecasting for an asphalt plane by Artificial Neural Networks and comparisons with kinematic wave and autoregressive moving average modelsCHUA, Lloyd H. C; WONG, Tommy S. W.Journal of hydrology (Amsterdam). 2011, Vol 397, Num 3-4, pp 191-201, issn 0022-1694, 11 p.Article
A comparison of missing-data procedures for arima time-series analysisVELICER, Wayne F; COLBY, Suzanne M.Educational and psychological measurement. 2005, Vol 65, Num 4, pp 596-615, issn 0013-1644, 20 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
Predicting the process of extinction in experimental microcosms and accounting for interspecific interactions in single-species time seriesFERGUSON, Jake M; PONCIANO, José M.Ecology letters (Print). 2014, Vol 17, Num 2, pp 251-259, issn 1461-023X, 9 p.Article
A Short-Term Ensemble Wind Speed Forecasting System for Wind Power ApplicationsTRAITEUR, Justin J; CALLICUTT, David J; SMITH, Maxwell et al.Journal of applied meteorology and climatology. 2012, Vol 51, Num 10, pp 1763-1774, issn 1558-8424, 12 p.Article
Séries temporelles = Time seriesARAGON, Yves.Techniques de l'ingénieur. Sciences fondamentales. 2009, Vol AFM3, Num AF614, AF614.1-AF614.23, docAF614.1 [24 p.]Article