itsmr

itsmr: Time series analysis package for students. This package provides a subset of the functionality found in the Windows-based program ITSM. The intended audience is students using the textbook ”Introduction to Time Series and Forecasting” by Peter J. Brockwell and Richard A. Davis.

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References in zbMATH (referenced in 197 articles , 1 standard article )

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  1. Baek, Changryong; Gates, Katheleen M.; Leinwand, Benjamin; Pipiras, Vladas: Two sample tests for high-dimensional autocovariances (2021)
  2. Furmańczyk, Konrad: Estimation of autocovariance matrices for high dimensional linear processes (2021)
  3. Song, Xinyu; Kim, Donggyu; Yuan, Huiling; Cui, Xiangyu; Lu, Zhiping; Zhou, Yong; Wang, Yazhen: Volatility analysis with realized GARCH-Itô models (2021)
  4. Sourisseau, Matt; Wang, Yu Guang; Womersley, Robert S.; Wu, Hau-Tieng; Yu, Wei-Hsuan: Improve concentration of frequency and time (ConceFT) by novel complex spherical designs (2021)
  5. Boxma, Onno; Löpker, Andreas; Mandjes, Michel: On two classes of reflected autoregressive processes (2020)
  6. 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)
  7. Gugushvili, Shota; van der Meulen, Frank; Schauer, Moritz; Spreij, Peter: Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (2020)
  8. Leövey, H.; Römisch, W.: Randomized QMC methods for mixed-integer two-stage stochastic programs with application to electricity optimization (2020)
  9. Lowther, Aaron P.; Fearnhead, Paul; Nunes, Matthew A.; Jensen, Kjeld: Semi-automated simultaneous predictor selection for regression-SARIMA models (2020)
  10. Surana, Amit: Koopman operator framework for time series modeling and analysis (2020)
  11. Weller, Zachary D.; Hoeting, Jennifer A.: A nonparametric spectral domain test of spatial isotropy (2020)
  12. Bel Hadj Ayed, Ahmed; Loeper, Grégoire; Abergel, Frédéric: Challenging the robustness of optimal portfolio investment with moving average-based strategies (2019)
  13. dos Santos, Thiago R.; Franco, Glaura C.: Bootstrap for correcting the mean square error of prediction and smoothed estimates in structural models (2019)
  14. Dou, Xialiang; Anitescu, Mihai: Distributionally robust optimization with correlated data from vector autoregressive processes (2019)
  15. Hryniewicz, Olgierd; Kaczmarek-Majer, Katarzyna; Opara, Karol R.: Control charts based on fuzzy costs for monitoring short autocorrelated time series (2019)
  16. Lu, Qiugang; Loewen, Philip D.; Bhushan Gopaluni, R.; Forbes, Michael G.; Backström, Johan U.; Dumont, Guy A.; Davies, Michael S.: Identification of symmetric noncausal processes (2019)
  17. Velilla, Santiago; Nguyen, Huong: A new diagnostic tool for VARMA((p,q)) models (2019)
  18. Yin, Le; Gao, Hui: Moving horizon estimation for ARMAX processes with additive output noise (2019)
  19. Zarrin, Parisa; Maleki, Mohsen; Khodadai, Zahra; Arellano-Valle, Reinaldo B.: Time series models based on the unrestricted skew-normal process (2019)
  20. Zhou, Bo; van den Akker, Ramon; Werker, Bas J. M.: Semiparametrically point-optimal hybrid rank tests for unit roots (2019)

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