Pascal and Francis Bibliographic Databases

Help

Search results

Your search

ct.\*:("Inference from stochastic processes; time series analysis")

Document Type [dt]

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Publication Year[py]

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Discipline (document) [di]

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Language

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Author Country

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Results 1 to 25 of 5307

  • Page / 213
Export

Selection :

  • and

Short-term time series algebraic forecasting with internal smoothingPALIVONAITE, Rita; RAGULSKIS, Minvydas.Neurocomputing (Amsterdam). 2014, Vol 127, pp 161-171, issn 0925-2312, 11 p.Article

Exchangeability and sets of desirable gamblesDE COOMAN, Gert; QUAEGHEBEUR, Erik.International journal of approximate reasoning. 2012, Vol 53, Num 3, pp 363-395, issn 0888-613X, 33 p.Article

Existence, Uniqueness and Stability of Mild Solutions for Time-Dependent Stochastic Evolution Equations with Poisson Jumps and Infinite DelayREN, Y; ZHOU, Q; CHEN, L et al.Journal of optimization theory and applications. 2011, Vol 149, Num 2, pp 315-331, issn 0022-3239, 17 p.Article

Transport and energy consumption in India: the ARDL bound testing approachPRADHAN, Rudra P.International journal of critical infrastructures. 2011, Vol 7, Num 2, pp 129-140, issn 1475-3219, 12 p.Article

Energy Time Series Forecasting Based on Pattern Sequence SimilarityMARTINEZ-ALVAREZ, Francisco; TRONCOSO, Alicia; RIQUELME, Jose C et al.IEEE transactions on knowledge and data engineering. 2011, Vol 23, Num 8, pp 1230-1243, issn 1041-4347, 14 p.Article

Experts' adjustment to model-based SKU-level forecasts: does the forecast horizon matter?FRANSES, P. H; LEGERSTEE, R.The Journal of the Operational Research Society. 2011, Vol 62, Num 3, pp 537-543, issn 0160-5682, 7 p.Article

Space-time extreme value statistics of a Gaussian random fieldNAESS, A; BATSEVYCH, O.Probabilistic engineering mechanics. 2010, Vol 25, Num 4, pp 372-379, issn 0266-8920, 8 p.Article

Multivariate smooth transition ar model with aggregation operators and application to exchange ratesBACIGAL, Tomas.Kybernetika. 2007, Vol 43, Num 2, pp 245-254, issn 0023-5954, 10 p.Conference Paper

A simple method using CuScore to monitor changes in ARMA coefficientsXIA PAN.Communications in statistics. Simulation and computation. 2006, Vol 35, Num 2, pp 515-530, issn 0361-0918, 16 p.Article

Model checks of higher order time seriesSTUTE, W; PRESEDO QUINDIMIL, M; GONZALEZ MANTEIGA, W et al.Statistics & probability letters. 2006, Vol 76, Num 13, pp 1385-1396, issn 0167-7152, 12 p.Article

On probabilistic properties of conditional medians and quantilesGHOSH, Yashowanto N; MUKHERJEE, Bhramar.Statistics & probability letters. 2006, Vol 76, Num 16, pp 1775-1780, issn 0167-7152, 6 p.Article

On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applicationsBOUHADDIOUI, Chafik; ROY, Roch.Statistics & probability letters. 2006, Vol 76, Num 1, pp 58-68, issn 0167-7152, 11 p.Article

Sufficient and necessary condition for the convergence of stochastic approximation algorithmsNEIPING CHEN; WENBIN LIU; JIANFENG FENG et al.Statistics & probability letters. 2006, Vol 76, Num 2, pp 203-210, issn 0167-7152, 8 p.Article

A note on the stability and causality of general time-dependent bilinear modelsBIBI, Abdelouahab.Statistics & probability letters. 2005, Vol 73, Num 2, pp 131-138, issn 0167-7152, 8 p.Article

Space-time covariance functionsSTEIN, Michael L.Journal of the American Statistical Association. 2005, Vol 100, Num 469, pp 310-321, issn 0162-1459, 12 p.Article

Selection of the break in the Perron-type testsMONTANES, Antonio; OLLOQUI, Irene; CALVO, Elena et al.Journal of econometrics. 2005, Vol 129, Num 1-2, pp 41-64, issn 0304-4076, 24 p.Conference Paper

Estimation of cusp location by Poisson observationsDACHIAN, S.Statistical inference for stochastic processes. 2003, Vol 6, Num 1, pp 1-14, issn 1387-0874, 14 p.Article

L1 linear interpolator for missing values in time seriesZUDI LU; HUI, Y. V.Annals of the Institute of Statistical Mathematics. 2003, Vol 55, Num 1, pp 197-216, issn 0020-3157, 20 p.Article

Median unbiased and maximum likelihood estimations of ARCH(0,1) coefficientSHI, Ning-Zhong; WANG, Dehui.Communications in statistics. Theory and methods. 2003, Vol 32, Num 5, pp 1057-1066, issn 0361-0926, 10 p.Article

Correcting size distortion of the Dickey-Fuller test via recursive mean adjustmentCOOK, Steven.Statistics & probability letters. 2002, Vol 60, Num 1, pp 75-79, issn 0167-7152, 5 p.Article

Markov beta and gamma processes for modelling hazard ratesNIETO-BARAJAS, Luis E; WALKER, Stephen G.Scandinavian journal of statistics. 2002, Vol 29, Num 3, pp 413-424, issn 0303-6898, 12 p.Article

Trend stationarity versus long-range dependence in time series analysisMARMOL, Francesc; VELASCO, Carlos.Journal of econometrics. 2002, Vol 108, Num 1, pp 25-42, issn 0304-4076, 18 p.Article

A new look at models for exponential smoothingCHATFIELD, Chris; KOEHLER, Anne B; ORD, J. Keith et al.Statistician (London. Print). 2001, Vol 50, Num 2, pp 147-159, issn 0039-0526Article

Estimation and prediction for stochastic blockstructuresNOWICKI, Krzysztof; SNIJDERS, Tom A. B.Journal of the American Statistical Association. 2001, Vol 96, Num 455, pp 1077-1087, issn 0162-1459Article

Genetic algorithms for the identification of additive and innovation outliers in time seriesBARAGONA, Roberto; BATTAGLIA, Francesco; CALZINI, Claudio et al.Computational statistics & data analysis. 2001, Vol 37, Num 1, pp 1-12, issn 0167-9473Article

  • Page / 213