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Decomposition of stationary time series. Finding the highly correlated components of stochastic processesTEODORESCU, D.Biological cybernetics. 1989, Vol 60, Num 5, pp 395-400, issn 0340-1200, 6 p.Article

Measuring statistical dependences in a time seriesPOMPE, B.Journal of statistical physics. 1993, Vol 73, Num 3-4, pp 587-610, issn 0022-4715Article

A multivariate band-pass filter for economic time seriesVALLE E AZEVEDO, Joao.Applied statistics. 2011, Vol 60, Num 1, pp 1-30, issn 0035-9254, 30 p.Article

A bootstrap test for time series linearityBERG, Arthur; PAPARODITIS, Efstathios; POLITIS, Dimitris N et al.Journal of statistical planning and inference. 2010, Vol 140, Num 12, pp 3841-3857, issn 0378-3758, 17 p.Article

Classification of multivariate non-stationary signals: The SLEX-shrinkage approachBÖHM, Hilmar; OMBAO, Hernando; VON SACHS, Rainer et al.Journal of statistical planning and inference. 2010, Vol 140, Num 12, pp 3754-3763, issn 0378-3758, 10 p.Article

Tree-Structured Wavelet Estimation in a Mixed Effects Model for Spectra of Replicated Time SeriesFREYERMUTH, Jean-Marc; OMBAO, Hernando; VON SACHS, Rainer et al.Journal of the American Statistical Association. 2010, Vol 105, Num 490, pp 634-646, issn 0162-1459, 13 p.Article

Wavelet-based Fuzzy Clustering of Time SeriesMAHARAJ, Elizabeth Ann; D'URSO, Pierpaolo; GALAGEDERA, Don U. A et al.Journal of classification. 2010, Vol 27, Num 2, pp 231-275, issn 0176-4268, 45 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

A bootstrap test for the comparison of nonlinear time seriesDETTE, Holger; WEISSBACH, Rafael.Computational statistics & data analysis. 2009, Vol 53, Num 4, pp 1339-1349, issn 0167-9473, 11 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

A new look at time series of countsYUNWEI CUI; LUND, Robert.Biometrika. 2009, Vol 96, Num 4, pp 781-792, issn 0006-3444, 12 p.Article

Innovations algorithm asymptotics for periodically stationary time series with heavy tailsANDERSON, Paul L; KAVALIERIS, Laimonis; MEERSCHAERT, Mark M et al.Journal of multivariate analysis. 2008, Vol 99, Num 1, pp 94-116, issn 0047-259X, 23 p.Article

Prolate spheroidal spectral estimatesLII, K. S; ROSENBLATT, M.Statistics & probability letters. 2008, Vol 78, Num 11, pp 1339-1348, issn 0167-7152, 10 p.Article

Uniform convergence of autocovariancesKAVALIERIS, Laimonis.Statistics & probability letters. 2008, Vol 78, Num 6, pp 830-838, issn 0167-7152, 9 p.Article

Convergence rates of posterior distributions for noniid observationsGHOSAL, Subhashis; VAN DER VAART, Aad.Annals of statistics. 2007, Vol 35, Num 1, pp 192-223, issn 0090-5364, 32 p.Article

Nonparametric forecasting in time series : A comparative studyVILAR-FERNANDEZ, Juan M; CAO, Ricardo.Communications in statistics. Simulation and computation. 2007, Vol 36, Num 1-3, pp 311-334, issn 0361-0918, 24 p.Article

Spurious regressions with time-series data : Further asymptotic resultsGILES, David E. A.Communications in statistics. Theory and methods. 2007, Vol 36, Num 5-8, pp 967-979, issn 0361-0926, 13 p.Article

LASS : a tool for the local analysis of self-similaritySTOEV, Stilian; TAQQU, Murad S; PARK, Cheolwoo et al.Computational statistics & data analysis. 2006, Vol 50, Num 9, pp 2447-2471, issn 0167-9473, 25 p.Article

Mesures aléatoires opératoriellesBenchikh, T; Boudou, Alain; Romain, Yves et al.Publications du Laboratoire de statistique et probabilités. 2006, issn 0248-3289, 1Vol, 20 p.Report

Size and power of tests of stationarity in highly autocorrelated time seriesMÜLLER, Ulrich K.Journal of econometrics. 2005, Vol 128, Num 2, pp 195-213, issn 0304-4076, 19 p.Article

The use of the variogram in construction of stationary time series modelsCHUNSHENG MA.Journal of applied probability. 2004, Vol 41, Num 4, pp 1093-1103, issn 0021-9002, 11 p.Article

Comparison of non-stationary time series in the frequency domainMAHARAJ, Elizabeth Ann.Computational statistics & data analysis. 2002, Vol 40, Num 1, pp 131-141, issn 0167-9473, 11 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

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