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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

Comparison of time series using subsamplingALONSO, Andrés M; MAHARAJ, Elizabeth A.Computational statistics & data analysis. 2006, Vol 50, Num 10, pp 2589-2599, issn 0167-9473, 11 p.Article

Empirical likelihood for NA seriesJUNJIAN ZHANG.Statistics & probability letters. 2006, Vol 76, Num 2, pp 153-160, issn 0167-7152, 8 p.Article

Efficient prediction for linear and nonlinear autoregressive modelsMÜLLER, Ursula U; SCHICK, Anton; WEFELMEYER, Wolfgang et al.Annals of statistics. 2006, Vol 34, Num 5, pp 2496-2533, issn 0090-5364, 38 p.Article

Mesures aléatoires bachaniquesBenchikh, T; Boudou, Alain; Romain, Yves et al.Publications du Laboratoire de statistique et probabilités. 2006, issn 0248-3289, 1Vol, 24 p.Report

Stepwise sampling schemes for estimating integrals of time seriesBENHENNI, Karim; YINGCAI SU.Annales de l'ISUP. 2005, Vol 49, Num 2-3, pp 19-40, issn 1626-1607, 22 p.Article

Explicit representation of finite predictor coefficients and its applicationsINOUE, Akihiko; KASAHARA, Yukio.Annals of statistics. 2006, Vol 34, Num 2, pp 973-993, issn 0090-5364, 21 p.Article

Mutual information in the frequency domainBRILLINGER, David R; GUHA, Apratim.Journal of statistical planning and inference. 2007, Vol 137, Num 3, pp 1076-1084, issn 0378-3758, 9 p.Article

Time series with Poisson point processGHAZAL, M. A; ALY, A. Mitwalli.Applied mathematics and computation. 2004, Vol 150, Num 1, pp 149-157, issn 0096-3003, 9 p.Article

Extremes of deterministic sub-sampled moving averages with heavy-tailed innovationsSCOTTO, M; FERREIRA, H.Applied stochastic models in business and industry (Print). 2003, Vol 19, Num 4, pp 303-313, issn 1524-1904, 11 p.Article

Approximation of the principal components analysis of a stationary functionBOUDOU, Alain.Statistics & probability letters. 2006, Vol 76, Num 6, pp 571-578, issn 0167-7152, 8 p.Article

L'ANALYSE EN COMPOSANTES PRINCIPALES DE VARIABLES NON STATIONNAIRES = Principal components analysis of non stationary variablesCASIN, Philippe; STACHOWIAK, Christine; MARQUE, François et al.Mathématiques et sciences humaines (2000). 2011, Num 196, pp 27-40, issn 0987-6936, 14 p.Article

Fitting dynamic factor models to non-stationary time seriesEICHLER, Michael; MOTTA, Giovanni; VON SACHS, Rainer et al.Journal of econometrics. 2011, Vol 163, Num 1, pp 51-70, issn 0304-4076, 20 p.Conference Paper

Non-stationary structural model with time-varying demand elasticitiesKUN HO KIM; ZHOU ZHOU; WEI BIAO WU et al.Journal of statistical planning and inference. 2010, Vol 140, Num 12, pp 3809-3819, issn 0378-3758, 11 p.Article

A note on state space representations of locally stationary wavelet time seriesTRIANTAFYLLOPOULOS, K; NASON, G. P.Statistics & probability letters. 2009, Vol 79, Num 1, pp 50-54, issn 0167-7152, 5 p.Article

Estimating deterministic trends with an integrated or stationary noise componentPERRON, Pierre; YABU, Tomoyoshi.Journal of econometrics. 2009, Vol 151, Num 1, pp 56-69, issn 0304-4076, 14 p.Article

Modeling covariance matrices via partial autocorrelationsDANIELS, M. J; POURAHMADI, M.Journal of multivariate analysis. 2009, Vol 100, Num 10, pp 2352-2363, issn 0047-259X, 12 p.Article

Nonparametric Trend Estimation for Periodic Autoregressive Time SeriesSHAO, Q.Communications in statistics. Theory and methods. 2009, Vol 38, Num 13-15, pp 2418-2427, issn 0361-0926, 10 p.Article

A panel data approach to economic forecasting: The bias-corrected average forecastISSLER, Joao Victor; RENATO LIMA, Luiz.Journal of econometrics. 2009, Vol 152, Num 2, pp 153-164, issn 0304-4076, 12 p.Article

Multiscale spectral analysis for detecting short and long range change points in time seriesOLSEN, Lena Ringstad; CHAUDHURI, Probal; GODTLIEBSEN, Fred et al.Computational statistics & data analysis. 2008, Vol 52, Num 7, pp 3310-3330, issn 0167-9473, 21 p.Article

Multivariate lag-windows and group representationsBERG, Arthur.Journal of multivariate analysis. 2008, Vol 99, Num 10, pp 2479-2496, issn 0047-259X, 18 p.Article

Uniformly root-N consistent density estimators for weakly dependent invertible linear processesSCHICK, Anton; WEFELMEYER, Wolfgang.Annals of statistics. 2007, Vol 35, Num 2, pp 815-843, issn 0090-5364, 29 p.Article

Correlated errors in the parameters estimation of the ARFIMA model : A simulated studySENA, M. R; REISEN, V. A; LOPES, S. R. C et al.Communications in statistics. Simulation and computation. 2006, Vol 35, Num 3, pp 789-802, issn 0361-0918, 14 p.Article

Correlograms for non-stationary autoregressionsNIELSEN, Bent.Journal of the Royal Statistical Society. Series B, statistical methodology. 2006, Vol 68, pp 707-720, issn 1369-7412, 14 p., 4Article

Higher-order improvements of the parametric bootstrap for long-memory Gaussian processesANDREWS, Donald W. K; LIEBERMAN, Offer; MARMER, Vadim et al.Journal of econometrics. 2006, Vol 133, Num 2, pp 673-702, issn 0304-4076, 30 p.Conference Paper

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