References in zbMATH (referenced in 135 articles , 1 standard article )

Showing results 1 to 20 of 135.
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  1. Ke, Zijun; Zhang, Zhiyong (Johnny): Testing autocorrelation and partial autocorrelation: asymptotic methods versus resampling techniques (2018)
  2. Nadarajah, Saralees; Chan, Stephen: Discrete distributions based on inter arrival times with application to football data (2018)
  3. Ayed, Ahmed Bel Hadj; Loeper, Grégoire; El Aoud, Sofiene; Abergel, Frédéric: Performance analysis of the optimal strategy under partial information (2017)
  4. Barton, N.H.; Etheridge, A.M.; Véber, A.: The infinitesimal model: definition, derivation, and implications (2017)
  5. Burnecki, Krzysztof; Sikora, Grzegorz: Identification and validation of stable ARFIMA processes with application to UMTS data (2017)
  6. Goh, Benny Ming Kai; Lim, Heng Siong; Tan, Alan Wee Chiat: Exponential myriad smoothing algorithm for robust signal processing in $\alpha $-stable noise environments (2017)
  7. Ivanov, A. V.: Large deviations of regression parameter estimate in the models with stationary sub-Gaussian noise (2017)
  8. Khoo, Wooi Chen; Ong, Seng Huat; Biswas, Atanu: Modeling time series of counts with a new class of INAR(1) model (2017)
  9. Longla, Martial: Remarks on limit theorems for reversible Markov processes and their applications (2017)
  10. Lu, Fei; Lin, Kevin K.; Chorin, Alexandre J.: Data-based stochastic model reduction for the Kuramoto-Sivashinsky equation (2017)
  11. Nadarajah, Saralees; Li, Rui: The exact density of the sum of independent skew normal random variables (2017)
  12. Winter, Hugo C.; Tawn, Jonathan A.: $k$th-order Markov extremal models for assessing heatwave risks (2017)
  13. Balan, Raluca; Jakubowski, Adam; Louhichi, Sana: Functional convergence of linear processes with heavy-tailed innovations (2016)
  14. Brockwell, Peter J.; Davis, Richard A.: Introduction to time series and forecasting (2016)
  15. Burgos, Jaime; Terpstra, Jeff T.: Multivariate autoregressive time series using Schweppe weighted Wilcoxon estimates (2016)
  16. Ghodsi, Alireza; Shitan, Mahendran: Asymptotic properties of GPH estimators of the memory parameters of the fractionally integrated separable spatial ARMA (FISSARMA) models (2016)
  17. Gülerce, Mustafa; Ünal, Gazanfer: Using wavelet analysis to uncover the co-movement behavior of multiple energy commodity prices (2016)
  18. Heitsch, H.; Leövey, H.; Römisch, W.: Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (2016)
  19. Hocker, David; Kosut, Robert; Rabitz, Herschel: PEET: a Matlab tool for estimating physical gate errors in quantum information processing systems (2016)
  20. Hocker, David; Zheng, Yicong; Kosut, Robert; Brun, Todd; Rabitz, Herschel: Survey of control performance in quantum information processing (2016)

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