References in zbMATH (referenced in 162 articles , 1 standard article )

Showing results 121 to 140 of 162.
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  1. Paige, Robert L.; Trindade, A. Alexandre: Practical small sample inference for single lag subset autoregressive models (2008)
  2. Poulin, Jennifer; Duchesne, Pierre: On the power transformation of kernel-based tests for serial correlation in vector time series: some finite sample results and a comparison with the bootstrap (2008)
  3. Weiß, Christian H.: Visual analysis of categorical time series (2008)
  4. Weiß, Christian H.; Göb, Rainer: Measuring serial dependence in categorical time series (2008)
  5. Batitsky, Vadim; Domotor, Zoltan: When good theories make bad predictions (2007)
  6. Commandeur, Jacques J. F.; Koopman, Siem Jan: An introduction to state space time series analysis. (2007)
  7. Itoh, Yasuyuki: A class of Gaussian hybrid processes for modeling financial markets (2007)
  8. Niedzielski, Tomasz: A data-based regional scale autoregressive rainfall-runoff model: a study from the Odra river (2007)
  9. Qian, Guoqi; Zhao, Xindong: On time series model selection involving many candidate ARMA models (2007)
  10. Savani, V.; Zhigljavsky, A. A.: Efficient parameter estimation for independent and INAR(1) negative binomial samples (2007)
  11. Suzuki, Tomoya; Ikeguchi, Tohru; Suzuki, Masuo: Algorithms for generating surrogate data for sparsely quantized time series (2007)
  12. Tang, Qihe; Vernic, Raluca: The impact on ruin probabilities of the association structure among financial risks (2007)
  13. Tulone, Daniela: On the feasibility of time estimation under isolation conditions in wireless sensor networks (2007)
  14. Zaeh, M. F.; Mueller, N.: A modeling approach for evaluating capacity flexibilities in uncertain markets (2007)
  15. Carvalho, Alexandre X.; Tanner, Martin A.: Modeling nonlinearities with mixtures-of-experts of time series models (2006)
  16. Davis, Richard A.; Lee, Thomas C. M.; Rodriguez-Yam, Gabriel A.: Structural break estimation for nonstationary time series models (2006)
  17. de Vries, Gerda; Hillen, Thomas; Lewis, Mark; Müller, Johannes; Schönfisch, Birgitt: A course in mathematical biology. Quantitative modeling with mathematical and computational methods. (2006)
  18. Koissi, Marie-Claire; Shapiro, Arnold F.; Högnäs, Göran: Evaluating and extending the Lee - Carter model for mortality forecasting: bootstrap confidence interval (2006)
  19. Malevergne, Yannick; Sornette, Didier: Extreme financial risks. From dependence to risk management (2006)
  20. Mikosh, Thomas: Copulas: Tales and facts (with discussion) (2006)

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