References in zbMATH (referenced in 185 articles , 1 standard article )

Showing results 1 to 20 of 185.
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  1. Boxma, Onno; Löpker, Andreas; Mandjes, Michel: On two classes of reflected autoregressive processes (2020)
  2. Gugushvili, Shota; van der Meulen, Frank; Schauer, Moritz; Spreij, Peter: Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (2020)
  3. Leövey, H.; Römisch, W.: Randomized QMC methods for mixed-integer two-stage stochastic programs with application to electricity optimization (2020)
  4. Weller, Zachary D.; Hoeting, Jennifer A.: A nonparametric spectral domain test of spatial isotropy (2020)
  5. Bel Hadj Ayed, Ahmed; Loeper, Grégoire; Abergel, Frédéric: Challenging the robustness of optimal portfolio investment with moving average-based strategies (2019)
  6. dos Santos, Thiago R.; Franco, Glaura C.: Bootstrap for correcting the mean square error of prediction and smoothed estimates in structural models (2019)
  7. Dou, Xialiang; Anitescu, Mihai: Distributionally robust optimization with correlated data from vector autoregressive processes (2019)
  8. Hryniewicz, Olgierd; Kaczmarek-Majer, Katarzyna; Opara, Karol R.: Control charts based on fuzzy costs for monitoring short autocorrelated time series (2019)
  9. 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)
  10. Velilla, Santiago; Nguyen, Huong: A new diagnostic tool for VARMA((p,q)) models (2019)
  11. Yin, Le; Gao, Hui: Moving horizon estimation for ARMAX processes with additive output noise (2019)
  12. Zarrin, Parisa; Maleki, Mohsen; Khodadai, Zahra; Arellano-Valle, Reinaldo B.: Time series models based on the unrestricted skew-normal process (2019)
  13. Zhou, Bo; van den Akker, Ramon; Werker, Bas J. M.: Semiparametrically point-optimal hybrid rank tests for unit roots (2019)
  14. Zhu, Zhaochen; Yan, Hanjun; Ng, Michael K.: The use of forecast gradients in 3DVar data assimilation (2019)
  15. Anvar, P. Muhammed; Balakrishna, N.: Some weighted mixed portmanteau tests for diagnostic checking in linear time series models (2018)
  16. Arratia, Argimiro; Cabaña, Alejandra; Cabaña, Enrique M.: Embedding in law of discrete time ARMA processes in continuous time stationary processes (2018)
  17. Birrell, Paul J.; De Angelis, Daniela; Presanis, Anne M.: Evidence synthesis for stochastic epidemic models (2018)
  18. Chang, Jinyuan; Guo, Bin; Yao, Qiwei: Principal component analysis for second-order stationary vector time series (2018)
  19. Dissanayake, G. S.; Peiris, M. S.; Proietti, T.: Fractionally differenced Gegenbauer processes with long memory: a review (2018)
  20. Grechuk, Bogdan; Zabarankin, Michael: Direct data-based decision making under uncertainty (2018)

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