References in zbMATH (referenced in 42 articles , 1 standard article )

Showing results 1 to 20 of 42.
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  1. Esam Mahdi: portes: An R Package for Portmanteau Tests in Time Series Models (2020) arXiv
  2. Semak, Matthew R.; Schwartz, Jeremiah; Heise, Gary: Examining human unipedal quiet stance: characterizing control through jerk (2020)
  3. Abry, Patrice; Didier, Gustavo; Li, Hui: Two-step wavelet-based estimation for Gaussian mixed fractional processes (2019)
  4. Annette Möller, Jürgen Groß: Probabilistic Temperature Forecasting with a Heteroscedastic Autoregressive Ensemble Postprocessing model (2019) arXiv
  5. Daawin, Palma; Kim, Seonjin; Miljkovic, Tatjana: Predictive modeling of obesity prevalence for the U.S. population (2019)
  6. Goin, Dana E.; Ahern, Jennifer: Identification of spikes in time series (2019)
  7. Tinungki, Georgina Maria: The election of the best autoregressive integrated moving average model to forecasting rice production in Indonesia (2018)
  8. Wang, Chao; Chan, Kung-Sik: Quasi-likelihood estimation of a censored autoregressive model with exogenous variables (2018)
  9. Yang, Xu; Wang, Qianxin; Chang, Guobin: A solution for real-time ionospheric delay using an adaptive Kalman filter based on estimating the variance component (2018)
  10. Fan, Jianqing; Yao, Qiwei: The elements of financial econometrics (2017)
  11. Hassani, Hossein; Kalantari, Mahdi; Yarmohammadi, Masoud: An improved SSA forecasting result based on a filtered recurrent forecasting algorithm (2017)
  12. Perera, Indeewara; Koul, Hira L.: Fitting a two phase threshold multiplicative error model (2017)
  13. Piyadi Gamage, Ramadha D.; Ning, Wei; Gupta, Arjun K.: Adjusted empirical likelihood for time series models (2017)
  14. Song, Weijing; Wang, Lizhe; Xiang, Yang; Zomaya, Albert Y.: Geographic spatiotemporal big data correlation analysis via the Hilbert-Huang transformation (2017)
  15. Baltean-Lugojan, Radu; Parpas, Panos: Robust numerical calibration for implied volatility expansion models (2016)
  16. Barbeito, Inés; Cao, Ricardo: Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data (2016)
  17. Hansen, Elizabeth; Chan, Kung-Sik; Jones, Christopher S.; Schilling, Keith: Assessing the relative importance of nitrogen-retention processes in a large reservoir using time-series modeling (2016)
  18. Li, W. K.: Ian McLeod’s contribution to time series analysis -- a tribute (2016)
  19. Xia, Qiang; Wong, Heung: Identification of threshold autoregressive moving average models (2016)
  20. Yang, Zheng-Ling; Liu, Ya-Di; Zhu, Xin-Shan; Chen, Xi; Zhang, Jun: Removing forecasting errors with white Gaussian noise after square root transformation (2016)

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