References in zbMATH (referenced in 213 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. Beran, Jan; Steffens, Britta; Ghosh, Sucharita: Testing for the expected number of exceedances in strongly dependent seasonal time series (2021)
  3. Cui, Yan; Levine, Michael; Zhou, Zhou: Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach (2021)
  4. DelSole, Timothy; Tippett, Michael K.: Correcting the corrected AIC (2021)
  5. Fry, John; Griguta, Vlad-Marius; Gerber, Luciano; Slater-Petty, Helen; Crockett, Keeley: Modelling corporate bank accounts (2021)
  6. Furmańczyk, Konrad: Estimation of autocovariance matrices for high dimensional linear processes (2021)
  7. Golosnoy, Vasyl; Seifert, Miriam Isabel: Monitoring mean changes in persistent multivariate time series (2021)
  8. Gómez, Andrés: Outlier detection in time series via mixed-integer conic quadratic optimization (2021)
  9. Hančová, Martina; Gajdoš, Andrej; Hanč, Jozef; Vozáriková, Gabriela: Estimating variances in time series kriging using convex optimization and empirical BLUPs (2021)
  10. Honda, Hirotada: Reservoir computing with an inertial form (2021)
  11. Lin, Yu-Ting; Malik, John; Wu, Hau-Tieng: Wave-shape oscillatory model for nonstationary periodic time series analysis (2021)
  12. Monteiro, Andreia; Menezes, Raquel; Silva, Maria Eduarda: Modelling informative time points: an evolutionary process approach (2021)
  13. Muszkieta, Monika; Janczura, Joanna; Weron, Aleksander: Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach (2021)
  14. Phanthuna, Piyatida; Areepong, Yupaporn; Sukparungsee, Saowanit: Detection capability of the modified EWMA chart for the trend stationary AR(1) model (2021)
  15. Pourzanjani, Arya A.; Jiang, Richard M.; Mitchell, Brian; Atzberger, Paul J.; Petzold, Linda R.: Bayesian inference over the Stiefel manifold via the Givens representation (2021)
  16. Song, Xinyu; Kim, Donggyu; Yuan, Huiling; Cui, Xiangyu; Lu, Zhiping; Zhou, Yong; Wang, Yazhen: Volatility analysis with realized GARCH-Itô models (2021)
  17. 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)
  18. Wendling, Kyle P.; Ly, Cheng: Statistical analysis of decoding performances of diverse populations of neurons (2021)
  19. Boxma, Onno; Löpker, Andreas; Mandjes, Michel: On two classes of reflected autoregressive processes (2020)
  20. 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)

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