References in zbMATH (referenced in 37 articles , 1 standard article )

Showing results 1 to 20 of 37.
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  1. Antunes, Jorge; Gil-Alana, Luis Alberiko; Riccardi, Rossana; Tan, Yong; Wanke, Peter: Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach (2022)
  2. Goswami, Suchismita: Influential nodes and anomalous topic activities in social networks using multivariate time series and topic modeling (2022)
  3. Nagler, Thomas; Krüger, Daniel; Min, Aleksey: Stationary vine copula models for multivariate time series (2022)
  4. Kuschnig, N., Vashold, L.: BVAR: Bayesian Vector Autoregressions with Hierarchical Prior Selection in R (2021) not zbMATH
  5. Alexander Lange, Bernhard Dalheimer, Helmut Herwartz, Simone Maxand: svars: An R Package for Data-Driven Identification in Multivariate Time Series Analysis (2020) not zbMATH
  6. Basellini, Ugofilippo; Kjærgaard, Søren; Camarda, Carlo Giovanni: An age-at-death distribution approach to forecast cohort mortality (2020)
  7. Esam Mahdi: portes: An R Package for Portmanteau Tests in Time Series Models (2020) arXiv
  8. Jonas M. B. Haslbeck, Lourens J. Waldorp: mgm: Estimating Time-Varying Mixed Graphical Models in High-Dimensional Data (2020) not zbMATH
  9. Khan, Firdos; Saeed, Alia; Ali, Shaukat: Modelling and forecasting of new cases, deaths and recover cases of COVID-19 by using vector autoregressive model in Pakistan (2020)
  10. Maleki, Mohsen; Wraith, Darren; Mahmoudi, Mohammad R.; Contreras-Reyes, Javier E.: Asymmetric heavy-tailed vector auto-regressive processes with application to financial data (2020)
  11. Marina Knight, Kathryn Leeming, Guy Nason, Matthew Nunes: Generalized Network Autoregressive Processes and the GNAR Package (2020) not zbMATH
  12. Boonen, Tim J.; Guillen, Montserrat; Santolino, Miguel: Forecasting compositional risk allocations (2019)
  13. Kovacevic, Raimund M.: Valuation and pricing of electricity delivery contracts: the producer’s view (2019)
  14. SimonBehrendt; ThomasDimpfl; Franziska J.Peter; David J.Zimmermann: RTransferEntropy - Quantifying information flow between different time series using effective transfer entropy (2019) not zbMATH
  15. Hajria, Raja Ben; Khardani, Salah; Raïssi, Hamdi: A power comparison between autocorrelation based tests (2018)
  16. Mair, Patrick: Modern psychometrics with R (2018)
  17. Auda, Hend; Attia, Hend: Comparative ARIMA models for age-specific fertility rates (2017)
  18. Fan, Jianqing; Yao, Qiwei: The elements of financial econometrics (2017)
  19. McLeod, A. I.: Book review of: G. T. Wilson et al., Models for dependent time series. (2017)
  20. Pfaff, Bernhard: Financial risk modelling and portfolio optimization with R (2016)

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