References in zbMATH (referenced in 252 articles , 2 standard articles )

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  1. Chen, Tianbo; Sun, Ying; Li, Ta-Hsin: A semi-parametric estimation method for the quantile spectrum with an application to earthquake classification using convolutional neural network (2021)
  2. Fermanian, Adeline: Embedding and learning with signatures (2021)
  3. Lucini, María Magdalena; van Leeuwen, Peter Jan; Pulido, Manuel: Model error estimation using the expectation maximization algorithm and a particle flow filter (2021)
  4. Lütkebohmert, Eva; Sester, Julian: Robust statistical arbitrage strategies (2021)
  5. Uy, Wayne Isaac Tan; Peherstorfer, Benjamin: Operator inference of non-Markovian terms for learning reduced models from partially observed state trajectories (2021)
  6. Brairi, Houssem; Medkour, Tarek: Testing discrete-valued time series for whiteness (2020)
  7. Divisekara, Roshani W.; Nawarathna, Ruwan D.; Nawarathna, Lakshika S.: Forecasting of global market prices of major financial instruments (2020)
  8. Duchesne, Pierre; Lafaye de Micheaux, Pierre; Tagne Tatsinkou, Joseph François: On strong consistency and asymptotic normality of one-step Gauss-Newton estimators in ARMA time series models (2020)
  9. Gao, Xu; Shen, Weining; Shahbaba, Babak; Fortin, Norbert J.; Ombao, Hernando: Evolutionary state-space model and its application to time-frequency analysis of local field potentials (2020)
  10. Girard, Didier A.: Asymptotic near-efficiency of the “Gibbs-energy (GE) and empirical-variance” estimating functions for fitting Matérn models. - II: accounting for measurement errors via “Conditional GE mean” (2020)
  11. Hadj-Amar, Beniamino; Rand, Bärbel Finkenstädt; Fiecas, Mark; Lévi, Francis; Huckstepp, Robert: Bayesian model search for nonstationary periodic time series (2020)
  12. Haugh, Martin B.; Lacedelli, Octavio Ruiz: Scenario analysis for derivative portfolios via dynamic factor models (2020)
  13. Huang, Danyang; Wang, Feifei; Zhu, Xuening; Wang, Hansheng: Two-mode network autoregressive model for large-scale networks (2020)
  14. Izhar Asael Alonzo Matamoros, Alicia Nieto-Reyes: An R package for Normality in Stationary Processes (2020) arXiv
  15. Izhar Asael Alonzo Matamoros, Cristian Andres Cruz Torres: varstan: An R package for Bayesian analysis of structured time series models with Stan (2020) arXiv
  16. Katzfuss, Matthias; Stroud, Jonathan R.; Wikle, Christopher K.: Ensemble Kalman methods for high-dimensional hierarchical dynamic space-time models (2020)
  17. Kokoszka, Piotr; Nguyen, Hieu; Wang, Haonan; Yang, Liuqing: Statistical and probabilistic analysis of interarrival and waiting times of Internet2 anomalies (2020)
  18. Li, Yang; Zhu, Zhengyuan: Spatio-temporal modeling of global ozone data using convolution (2020)
  19. Maitra, Trisha; Bhattacharya, Sourabh: On classical and Bayesian asymptotics in state space stochastic differential equations (2020)
  20. Meier, Alexander; Kirch, Claudia; Meyer, Renate: Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach (2020)

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