References in zbMATH (referenced in 229 articles , 2 standard articles )

Showing results 1 to 20 of 229.
Sorted by year (citations)

1 2 3 ... 10 11 12 next

  1. Brairi, Houssem; Medkour, Tarek: Testing discrete-valued time series for whiteness (2020)
  2. Girard, Didier A.: Asymptotic near-efficiency of the “Gibbs-energy (GE) and empirical-variance” estimating functions for fitting Matérn models. - II: accounting for measurement errors via “Conditional GE mean” (2020)
  3. Huang, Danyang; Wang, Feifei; Zhu, Xuening; Wang, Hansheng: Two-mode network autoregressive model for large-scale networks (2020)
  4. Izhar Asael Alonzo Matamoros, Cristian Andres Cruz Torres: varstan: An R package for Bayesian analysis of structured time series models with Stan (2020) arXiv
  5. Li, Yang; Zhu, Zhengyuan: Spatio-temporal modeling of global ozone data using convolution (2020)
  6. Maitra, Trisha; Bhattacharya, Sourabh: On classical and Bayesian asymptotics in state space stochastic differential equations (2020)
  7. Meier, Alexander; Kirch, Claudia; Meyer, Renate: Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach (2020)
  8. Nunes, Matthew: Book review of: R. H. Shumway and D. S. Stoffer, Time series. A data analysis approach using R (2020)
  9. Saulo, Helton; Vila, Roberto; Vilca, Filidor; Martínez, José L.: On asymmetric regression models with allowance for temporal dependence (2020)
  10. van Ackooij, W.; Warin, X.: On conditional cuts for stochastic dual dynamic programming (2020)
  11. Yan, Yuan; Jeong, Jaehong; Genton, Marc G.: Multivariate transformed Gaussian processes (2020)
  12. Albarracin, Orlando Yesid Esparza; Alencar, Airlane Pereira; Ho, Linda Lee: Generalized autoregressive and moving average models: multicollinearity, interpretation and a new modified model (2019)
  13. Azimmohseni, M.; Khalafi, M.; Kordkatuli, M.: Time series analysis of covariance based on linear transfer function models (2019)
  14. Bakhtiari, Behzad; Sadoghi Yazdi, Hadi: Collaborative linear dynamical system identification by scarce relevant/irrelevant observations (2019)
  15. Binkowski, Karol; He, Peilun; Kordzakhia, Nino; Shevchenko, Pavel: On the parameter estimation in the Schwartz-Smith’s two-factor model (2019)
  16. Cadonna, Annalisa; Kottas, Athanasios; Prado, Raquel: Bayesian spectral modeling for multiple time series (2019)
  17. Cascone, Marcos H.; Hotta, Luiz K.: Quasi-maximum likelihood estimation of GARCH models in the presence of missing values (2019)
  18. da Fonseca, Eder Lucio; Alencar, Airlane Pereira; Morettin, Pedro Alberto: Time-varying cointegration model using wavelets (2019)
  19. Euán, Carolina; Sun, Ying; Ombao, Hernando: Coherence-based time series clustering for statistical inference and visualization of brain connectivity (2019)
  20. Ho, Michael; Xin, Jack: Sparse Kalman filtering approaches to realized covariance estimation from high frequency financial data (2019)

1 2 3 ... 10 11 12 next