References in zbMATH (referenced in 49 articles , 1 standard article )

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  1. Allal, Jelloul; Benmoumen, Mohammed: Parameter estimation for first-order random coefficient autoregressive (RCA) models based on Kalman filter (2013)
  2. Mukherjee, Amitava: Nonparametric phase-II monitoring for detecting monotone trend based on inverse sampling (2013)
  3. Schmidt, Daniel F.: Minimum message length order selection and parameter estimation of moving average models (2013)
  4. De Livera, Alysha M.; Hyndman, Rob J.; Snyder, Ralph D.: Forecasting time series with complex seasonal patterns using exponential smoothing (2011)
  5. Dimitriou-Fakalou, Chrysoula: The auto-regression and the moving-average (2010)
  6. Fricks, John; Yao, Lingxing; Elston, Timothy C.; Forest, M.Gregory: Time-domain methods for diffusive transport in soft matter (2009)
  7. Mauricio, José Alberto: Computing and using residuals in time series models (2008)
  8. Azrak, Rajae; Mélard, Guy: Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (2006)
  9. Cheung, Yiu-Ming: A maximum likelihood approach to temporal factor analysis in state-space model (2006)
  10. Mélard, Guy; Roy, Roch; Saidi, Abdessamad: Exact maximum likelihood estimation of structured or unit root multivariate time series models (2006)
  11. Peña, Daniel; Poncela, Pilar: Nonstationary dynamic factor analysis (2006)
  12. Hyndman, Rob J.; King, Maxwell L.; Pitrun, Ivet; Billah, Baki: Local linear forecasts using cubic smoothing splines (2005)
  13. Pollock, D.S.G.: Recursive estimation in econometrics (2003)
  14. Azrak, Rajae; Mélard, Guy: The exact quasi-likelihood of time-dependent ARMA models (1998)
  15. Cipra, T.; Romera, R.: Kalman filter with outliers and missing observations (1997)
  16. Kianifard, Farid; Swallow, William H.: A review of the development and application of recursive residuals in linear models (1996)
  17. Kitagawa, Genshiro; Gersch, Will: Smoothness priors analysis of time series (1996)
  18. Luceño, Alberto: A fast likelihood approximation for vector general linear processes with long series: Application to fractional differencing (1996)
  19. Chib, Siddhartha; Greenberg, Edward: Bayes inference in regression models with ARMA$(p,q)$ errors (1994)
  20. Luceño, Alberto: A fast algorithm for the exact likelihood of stationary and partially nonstationary vector autoregressive-moving average processes (1994)

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