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.
Keywords for this software
References in zbMATH (referenced in 194 articles , 1 standard article )
Showing results 1 to 20 of 194.
Sorted by year (- Boxma, Onno; Löpker, Andreas; Mandjes, Michel: On two classes of reflected autoregressive processes (2020)
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- Zhou, Bo; van den Akker, Ramon; Werker, Bas J. M.: Semiparametrically point-optimal hybrid rank tests for unit roots (2019)
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- Anvar, P. Muhammed; Balakrishna, N.: Some weighted mixed portmanteau tests for diagnostic checking in linear time series models (2018)
- Arratia, Argimiro; Cabaña, Alejandra; Cabaña, Enrique M.: Embedding in law of discrete time ARMA processes in continuous time stationary processes (2018)
- Birrell, Paul J.; De Angelis, Daniela; Presanis, Anne M.: Evidence synthesis for stochastic epidemic models (2018)
- Chang, Jinyuan; Guo, Bin; Yao, Qiwei: Principal component analysis for second-order stationary vector time series (2018)
- Dissanayake, G. S.; Peiris, M. S.; Proietti, T.: Fractionally differenced Gegenbauer processes with long memory: a review (2018)