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A note on the geometric ergodicity of a Markov chainCHAN, K. S.Advances in applied probability. 1989, Vol 21, Num 3, pp 702-704, issn 0001-8678, 3 p.Article

Ab initio and empirical atom bond formulation of the interaction of the dimethylether-Ar systemCOSTANTINI, Alessandro; LAGANA, Antonio; PIRANI, Fernando et al.Lecture notes in computer science. 2005, pp 1046-1053, issn 0302-9743, isbn 3-540-25860-4, 4Vol, 8 p.Conference Paper

Comparison of three procedures for the identification of hybrid systemsNIESSEN, J. H. G; JULOSKI, A. Lj; FERRARI-TRECATE, G et al.IEEE International Conference on Control Applications. 2004, isbn 0-7803-8633-7, 2Vol, Vol1, 643-648Conference Paper

Exact predictors for a generalized AR(1) process with an AR(1) parameterRUSKEEPAA, H.Communications in statistics. Theory and methods. 1988, Vol 17, Num 3, pp 875-885, issn 0361-0926Article

A note on local parameter orthogonality and Levinson-Durbin algorithmTONG, H.Biometrika. 1988, Vol 75, Num 4, pp 788-789, issn 0006-3444Article

AR-modeling and low bit rate encoding of motion-compensated frame differencesBRÜNIG, M; NIEHSEN, W.SPIE proceedings series. 1997, pp 583-590, isbn 0-8194-2749-7, 2VolConference Paper

Calculation of the asymptotic mean square forecast error for an autoregressive process with estimated parametersRAY, W. D.Journal of statistical computation and simulation (Print). 1986, Vol 24, Num 3-4, pp 301-307, issn 0094-9655Article

Thermodynamics from time series data analysisHASEGAWA, H. H; WASHIO, T; ISHIMIYA, Y et al.Lecture notes in computer science. 1999, pp 326-327, issn 0302-9743, isbn 3-540-66713-XConference Paper

Quantification of the heartbeat rhythm using characteristic equation of autoregressive model of R-R intervals in ECGTAKATA, K; WATANABE, Y; YOKOYAMA, K et al.Systems and computers in Japan. 1989, Vol 20, Num 4, pp 89-97, issn 0882-1666, 9 p.Article

Matrix polynomials orthogonal on the unit circle and accuracy of autoregressive modelsMIGNOLET, M. P.Journal of computational and applied mathematics. 1995, Vol 62, Num 2, pp 229-238, issn 0377-0427Article

First-order integer-valued autoregressive (INAR(1)) process: distributional and regression propertiesALZAID, A.Statistica neerlandica. 1988, Vol 42, Num 1, pp 53-61, issn 0039-0402Article

Qualitative robustness for stochastic processesBOENTE, G; FRAIMAN, R; YOHAI, V. J et al.Annals of statistics. 1987, Vol 15, Num 3, pp 1293-1312, issn 0090-5364Article

A note on the derivation of theoretical autocovariances for ARMA modelsMCKENZIE, E.Journal of statistical computation and simulation (Print). 1986, Vol 24, Num 2, pp 159-162, issn 0094-9655Article

Score test for the first-order autoregressive model with heteroscedasticityCHIH-LING TSAI.Biometrika. 1986, Vol 73, Num 2, pp 455-460, issn 0006-3444Article

Notes on poles and convergence rate of autoregressive modelYAMADA, S; KISHIDA, K; BEKKI, K et al.Journal of statistical computation and simulation (Print). 1986, Vol 25, Num 3-4, pp 273-293, issn 0094-9655Article

Bahadur-kiefer representations for GM-estimators in autoregression modelsKOUL, H. L; ZHU, Z.Stochastic processes and their applications. 1995, Vol 57, Num 1, pp 167-189, issn 0304-4149Article

Strong consistency of the PLS criterion for order determination of autoregressive processesHEMERLY, E. M; DAVIS, M. H. A.Annals of statistics. 1989, Vol 17, Num 2, pp 941-946, issn 0090-5364, 6 p.Article

A noise-compensated long correlation matching method for AR spectral estimation of noisy signalsPALIWAL, K. K.Signal processing. 1988, Vol 15, Num 4, pp 437-440, issn 0165-1684Article

Optimal crossover designs for the comparison of two treatments in the presence of carryover effects and autocorrelated errorsMATTHEWS, J. N. S.Biometrika. 1987, Vol 74, Num 2, pp 311-320, issn 0006-3444Article

A modified Hannan-Rissanen strategy for mixed autoregressive-moving average order determinationPOSKITT, D. S.Biometrika. 1987, Vol 74, Num 4, pp 781-790, issn 0006-3444Article

A new auto-regressive (AR) model-based algorithm for motion picture restorationKALRA, S; CHONG, M. N; KRISHNAN, D et al.International conference on acoustics, speech, and signal processing. 1997, pp 2557-2560, isbn 0-8186-7919-0Conference Paper

Autoregression quantiles and related rank-scores processesKOUL, H. L; SALEH, A. K. M. E.Annals of statistics. 1995, Vol 23, Num 2, pp 670-689, issn 0090-5364Article

Tables for AR(1) processes with exponential white noiseANDEL, J; ZVARA, K.Kybernetika. 1988, Num 5, pp 372-377, issn 0023-5954Article

Fatal shortcomings of stationary AR (1) exogeneous variables in econometric Monte Carlo studies of estimatorsMAESHIRO, A.Journal of statistical computation and simulation (Print). 1987, Vol 28, Num 3, pp 191-212, issn 0094-9655Article

Efficiencies of weighted averages in stationary autoregressive processesMACK, M. E.Journal of the American Statistical Association. 1986, Vol 81, Num 395, pp 730-735, issn 0162-1459Article

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