Beran, Jan; Näscher, Jeremy; Pietsch, Fabian; Walterspacher, Stephan Testing for periodicity at an unknown frequency under cyclic long memory, with applications to respiratory muscle training. (English) Zbl 07981143 AStA, Adv. Stat. Anal. 108, No. 4, 705-731 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Garay, Aldo M.; Medina, Francyelle L.; Torres de Freitas, Suelem; Lachos, Víctor H. Bayesian analysis of linear regression models with autoregressive symmetrical errors and incomplete data. (English) Zbl 07980202 Stat. Pap. 65, No. 9, 5649-5690 (2024). MSC: 62F15 62D10 62J05 62N01 × Cite Format Result Cite Review PDF Full Text: DOI
Acal, C.; Aguilera, A. M.; Alonso, F. J.; Ruiz-Castro, J. E.; Roldán, J. B. Different PCA approaches for vector functional time series with applications to resistive switching processes. (English) Zbl 07963827 Math. Comput. Simul. 223, 288-298 (2024). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Contreras-Reyes, Javier E. Jensen-autocorrelation function for weakly stationary processes and applications. (English) Zbl 07955380 Physica D 470, Part A, Article ID 134424, 10 p. (2024). MSC: 60G10 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Haile, Mulubrhan G.; Olive, David J. Bootstrapping ARMA time series models after model selection. (English) Zbl 07947336 Commun. Stat., Theory Methods 53, No. 23, 8255-8270 (2024). MSC: 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Bhootna, Niharika; Kumar, Arun GARTFIMA process and its empirical spectral density based estimation. (English) Zbl 07912615 J. Appl. Stat. 51, No. 10, 1919-1945 (2024). MSC: 62-XX 62M10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ma, Lingjuan; Wang, Fengdan; Ma, Xiao; Xiao, Yuzhu; Deng, Qingtian; Li, Xinbo; Song, Xueli A structural damage localization method based on empirical probability mass function of ARMAX model residual and Kullback-Leibler divergence. (English) Zbl 1548.74967 Int. J. Struct. Stab. Dyn. 24, No. 13, Article ID 2450146, 25 p. (2024). MSC: 74S60 74Rxx × Cite Format Result Cite Review PDF Full Text: DOI
Svetunkov, Ivan; Kourentzes, Nikolaos; Killick, Rebecca Multi-step estimators and shrinkage effect in time series models. (English) Zbl 07876413 Comput. Stat. 39, No. 3, 1203-1239 (2024). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Silva, H. P. T. N.; Dissanayake, G. S.; Peiris, T. S. G. Comparison of standard long memory time series. (English) Zbl 07873448 J. Stat. Comput. Simulation 94, No. 4, 891-901 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Ozdemir, Ozancan; Yozgatligil, Ceylan Forecasting performance of machine learning, time series, and hybrid methods for low- and high-frequency time series. (English) Zbl 07865184 Stat. Neerl. 78, No. 2, 441-474 (2024). MSC: 62Fxx 62-XX 65Cxx × Cite Format Result Cite Review PDF Full Text: DOI
Hunt, Richard; Peiris, Shelton; Weber, Neville Seasonal generalized AR models. (English) Zbl 07808587 Commun. Stat., Theory Methods 53, No. 3, 1065-1080 (2024). MSC: 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Mehrdoust, Farshid; Noorani, Idin; Kanniainen, Juho Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market. (English) Zbl 1540.91073 Math. Comput. Simul. 215, 228-269 (2024). MSC: 91G20 62P05 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Forbes, Kevin F. CO\(_2\) has significant implications for hourly ambient temperature: evidence from Hawaii. (English) Zbl 1548.62511 Environmetrics 34, No. 6, Article ID e2803, 22 p. (2023). MSC: 62P12 × Cite Format Result Cite Review PDF Full Text: DOI
Obrenović, Nikola; Ataç, Selin; Bortolomiol, Stefano; Brdar, Sanja; Marko, Oskar; Crnojević, Vladimir The crop plant scheduling problem. (English) Zbl 07927198 Cappanera, Paola (ed.) et al., Optimization and decision science: operations research, inclusion and equity. ODS, Florence, Italy, August 30 – september 2, 2022. Cham: Springer. AIRO Springer Ser. 9, 179-189 (2023). MSC: 90Bxx × Cite Format Result Cite Review PDF Full Text: DOI
Bonino-Gayoso, Nicolas; Garcia-Hiernaux, Alfredo Macroeconomic forecasting evaluation of MIDAS models. (English) Zbl 07917973 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis. Selected contributions from ITISE 2022, Gran Canaria, Spain, June 27–30, 2022. Cham: Springer. Contrib. Stat., 135-153 (2023). MSC: 62M10 62M20 62P20 91-06 91B84 × Cite Format Result Cite Review PDF Full Text: DOI
Costa, Antonio C.; Ahamed, Tosif; Jordan, David; Stephens, Greg J. Maximally predictive states: from partial observations to long timescales. (English) Zbl 07881263 Chaos 33, No. 2, Article ID 023136, 15 p. (2023). MSC: 37-XX 34-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kazemi, Mohammad A comparative study of singular spectrum analysis, neural network, ARIMA and exponential smoothing for monthly rainfall forecasting. (English) Zbl 1549.62152 J. Math. Model. 11, No. 4, 783-803 (2023). MSC: 62P12 62M15 62M10 62M20 × Cite Format Result Cite Review PDF Full Text: DOI
Trinh, Kelly; Staib, Andrew; Pak, Anton Forecasting emergency department waiting time using a state space representation. (English) Zbl 1531.62086 Stat. Med. 42, No. 24, 4458-4483 (2023). MSC: 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Jun. M. Short-term forecasting with a computationally efficient nonparametric transfer function model. (English) Zbl 07780639 Aust. N. Z. J. Stat. 65, No. 3, 187-212 (2023). MSC: 62Gxx 62Mxx 62Jxx × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Cai-feng; Xie, Cong; Ma, Zi-yu; Zhao, Hui-min Stochastic volatility modeling based on doubly truncated Cauchy distribution and Bayesian estimation for Chinese stock market. (English) Zbl 1538.62325 Acta Math. Appl. Sin., Engl. Ser. 39, No. 4, 791-807 (2023). MSC: 62P05 62M20 91G60 × Cite Format Result Cite Review PDF Full Text: DOI
Brito, Rui Pedro; Júdice, Pedro Efficient credit portfolios under IFRS 9. (English) Zbl 07744757 Int. Trans. Oper. Res. 30, No. 5, 2453-2484 (2023). MSC: 90-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Ghouil, Djoweyda; Ourbih-Tari, Megdouda Bayesian autoregressive adaptive refined descriptive sampling algorithm in the Monte Carlo simulation. (English) Zbl 07740719 Stat. Theory Relat. Fields 7, No. 3, 177-187 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Hunt, R.; Peiris, S.; Weber, N. Bayesian estimation of Gegenbauer processes. (English) Zbl 07739808 J. Stat. Comput. Simulation 93, No. 9, 1357-1377 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Mohammed, Noura Ait; Guerbyenne, Hafida Bayesian inference in a multiple contaminated autoregressive model with trend. (English) Zbl 07739743 J. Stat. Comput. Simulation 93, No. 12, 2067-2109 (2023). MSC: 62-XX 62F15 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Mehreyan, Sedigheh Zamani Bootstrap choice of non-nested autoregressive model with non-normal innovations. (English) Zbl 07739196 Monte Carlo Methods Appl. 29, No. 3, 243-258 (2023). MSC: 62F40 62F10 62M10 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Enany, Mohamed Abdelsamie; Issa, Mohamed Khalifa Ahmed; Gad, Ahmed Abdelfatah A suggested estimator for AR(1) model with missing observations. (English) Zbl 07734381 Thail. Stat. 21, No. 3, 607-615 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: Link
Bhootna, Niharika; Dhull, Monika Singh; Kumar, Arun; Leonenko, Nikolai Humbert generalized fractional differenced ARMA processes. (English) Zbl 07733080 Commun. Nonlinear Sci. Numer. Simul. 125, Article ID 107412, 20 p. (2023). MSC: 62M10 62M15 60E07 60G51 33C45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nareddy, Vahini Reddy; Machta, Jonathan; Abbott, Karen; Esmaeili, Shadisadat; Hastings, Alan Modeling and prediction of phase shifts in noisy two-cycle oscillations. (English) Zbl 1519.92336 J. Math. Biol. 87, No. 2, Paper No. 33, 24 p. (2023). MSC: 92D40 × Cite Format Result Cite Review PDF Full Text: DOI
Giordano, Francesco; Niglio, Marcella; Vitale, Cosimo Damiano Linear approximation of the threshold autoregressive model: an application to order estimation. (English) Zbl 07702205 Stat. Methods Appl. 32, No. 1, 27-56 (2023). MSC: 62-XX 65-XX × Cite Format Result Cite Review PDF Full Text: DOI
Mehreyan, S. Zamani; Sayyareh, A. Inference in univariate and bivariate autoregressive models with non-normal innovations. (English) Zbl 1524.62448 J. Mahani Math. Res. Cent. 12, No. 1, 59-89 (2023). MSC: 62M10 62F10 62F12 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Bollerslev, Tim Reprint of: Generalized autoregressive conditional heteroskedasticity. (English) Zbl 07674636 J. Econom. 234, Suppl., 25-37 (2023). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Atomsa, Gemechu Abdisa; Zhou, Yingchun Application of neural network to model rainfall pattern of Ethiopia. (English) Zbl 07660554 Stat. Theory Relat. Fields 7, No. 1, 69-84 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Jiayue; Ye, Jimin; E, Jianwei A multi-scale forecasting model for CPI based on independent component analysis and non-linear autoregressive neural network. (English) Zbl 07642803 Physica A 609, Article ID 128369, 14 p. (2023). MSC: 82-XX × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Cathy W. S.; Liu, Feng-Chi; Pingal, Aljo Clair Integer-valued transfer function models for counts that show zero inflation. (English) Zbl 1524.62418 Stat. Probab. Lett. 193, Article ID 109701, 8 p. (2023). MSC: 62M10 62C10 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Dixon, Matthew Industrial forecasting with exponentially smoothed recurrent neural networks. (English) Zbl 07937178 Technometrics 64, No. 1, 114-124 (2022). MSC: 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lysy, Martin; Zhu, Feiyu; Yates, Bryan; Labuda, Aleksander Robust and efficient parametric spectral density estimation for high-throughput data. (English) Zbl 07937172 Technometrics 64, No. 1, 30-51 (2022). MSC: 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Rong; Yang, Dan; Zhang, Cun-Hui Factor models for high-dimensional tensor time series. (English) Zbl 1506.62362 J. Am. Stat. Assoc. 117, No. 537, 94-116 (2022). MSC: 62M10 62H25 15A69 62H20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Hu, Yuntong; Xiao, Fuyuan An efficient forecasting method for time series based on visibility graph and multi-subgraph similarity. (English) Zbl 1504.37088 Chaos Solitons Fractals 160, Article ID 112243, 10 p. (2022). MSC: 37M10 94A12 92D30 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Hunt, Richard; Peiris, Shelton; Weber, Neville Estimation methods for stationary Gegenbauer processes. (English) Zbl 1524.62436 Stat. Pap. 63, No. 6, 1707-1741 (2022). MSC: 62M10 62M15 62F12 62F15 62P20 62G05 × Cite Format Result Cite Review PDF Full Text: DOI
Grilli, Luca; Santoro, Domenico Forecasting financial time series with Boltzmann entropy through neural networks. (English) Zbl 07634983 Comput. Manag. Sci. 19, No. 4, 665-681 (2022). MSC: 90Bxx × Cite Format Result Cite Review PDF Full Text: DOI
Eshragh, Ali; Roosta, Fred; Nazari, Asef; Mahoney, Michael W. LSAR: efficient leverage score sampling algorithm for the analysis of big time series data. (English) Zbl 07625175 J. Mach. Learn. Res. 23, Paper No. 22, 36 p. (2022). MSC: 68T05 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Kamber, Kaşal; Dirican, Ahmet Application of time series analysis to clinical data (heart rate (HR), systolic blood pressure (SBP), and diastolic blood pressure (DBP)). (English) Zbl 07607854 İstatistik 14, No. 1, 17-26 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: Link
Dai, Xiaoqiang; Sheng, Kuicheng; Shu, Fangzhou Ship power load forecasting based on PSO-SVM. (English) Zbl 1505.90162 Math. Biosci. Eng. 19, No. 5, 4547-4567 (2022). MSC: 90C90 90C59 × Cite Format Result Cite Review PDF Full Text: DOI
Lê Thị Thúy Hằng; Nguyễn Xuân Dũng ARIMA model – Vietnam’s GDP forecasting. (English) Zbl 1495.62086 Thach, Nguyen Ngoc (ed.) et al., Prediction and causality in econometrics and related topics. Cham: Springer. Stud. Comput. Intell. 983, 145-151 (2022). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Vermeersch, Christof; De Moor, Bart Two complementary block Macaulay matrix algorithms to solve multiparameter eigenvalue problems. (English) Zbl 1506.15010 Linear Algebra Appl. 654, 177-209 (2022). Reviewer: Raffaella Pavani (Milano) MSC: 15A18 15A22 65F15 90C33 × Cite Format Result Cite Review PDF Full Text: DOI
Shahela, Fahmida Akter; Uddin, Nizam Transfer function model for COVID-19 deaths in USA using case counts as input series. (English) Zbl 1496.62192 Bull. Malays. Math. Sci. Soc. (2) 45, Suppl. 1, 461-475 (2022). MSC: 62P10 62M10 62M20 × Cite Format Result Cite Review PDF Full Text: DOI
Skrondal, Anders; Rabe-Hesketh, Sophia The role of conditional likelihoods in latent variable modeling. (English) Zbl 1496.62210 Psychometrika 87, No. 3, 799-834 (2022). MSC: 62P15 62J12 62F10 × Cite Format Result Cite Review PDF Full Text: DOI
Ravagli, Davide; Boshnakov, Georgi N. Bayesian analysis of mixture autoregressive models covering the complete parameter space. (English) Zbl 1505.62333 Comput. Stat. 37, No. 3, 1399-1433 (2022). MSC: 62-08 62M10 62F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hunter, Michael D.; Fatimah, Haya; Bornovalova, Marina A. Two filtering methods of forecasting linear and nonlinear dynamics of intensive longitudinal data. (English) Zbl 1490.62407 Psychometrika 87, No. 2, 477-505 (2022); erratum ibid. 87, No. 2, 797 (2022). MSC: 62P15 62M10 62M20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Hesamian, G.; Torkian, F.; Yarmohammadi, M. A fuzzy non-parametric time series model based on fuzzy data. (English) Zbl 1505.62497 Iran. J. Fuzzy Syst. 19, No. 1, 61-72 (2022). MSC: 62M10 62M86 × Cite Format Result Cite Review PDF Full Text: DOI
Filelis-Papadopoulos, Christos K.; Kyziropoulos, Panagiotis E.; Morrison, John P.; O‘Reilly, Philip Modelling and forecasting based on recursive incomplete pseudoinverse matrices. (English) Zbl 1540.62118 Math. Comput. Simul. 197, 358-376 (2022). MSC: 62M20 × Cite Format Result Cite Review PDF Full Text: DOI
Hajirahimi, Zahra; Khashei, Mehdi Series hybridization of parallel (SHOP) models for time series forecasting. (English) Zbl 07511870 Physica A 596, Article ID 127173, 20 p. (2022). MSC: 82-XX × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Kai; Qiu, Peihua Adaptive process monitoring using covariate information. (English) Zbl 07937945 Technometrics 63, No. 3, 313-328 (2021). MSC: 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI
Schumacher, Fernanda L.; Lachos, Victor H.; Matos, Larissa A. Scale mixture of skew-normal linear mixed models with within-subject serial dependence. (English) Zbl 1546.62660 Stat. Med. 40, No. 7, 1790-1810 (2021). MSC: 62P10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Grillenzoni, Carlo; Carraro, Elisa Sequential tests of causality between environmental time series: with application to the global warming theory. (English) Zbl 1545.62786 Environmetrics 32, No. 1, Article ID e2646, 20 p. (2021). MSC: 62P12 × Cite Format Result Cite Review PDF Full Text: DOI
Gelman, Andrew; Vehtari, Aki What are the most important statistical ideas of the past 50 years? (English) Zbl 1506.62003 J. Am. Stat. Assoc. 116, No. 536, 2087-2097 (2021). MSC: 62-03 62-02 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Qiang; Pan, Wenliang; Li, Chengwei; Wang, Xueqin The conditional distance autocovariance function. (English. French summary) Zbl 1492.62139 Can. J. Stat. 49, No. 4, 1093-1114 (2021). MSC: 62M10 62G10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Arlt, Josef; Trcka, Peter Automatic SARIMA modeling and forecast accuracy. (English) Zbl 1497.62227 Commun. Stat., Simulation Comput. 50, No. 10, 2949-2970 (2021). MSC: 62M10 62M20 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Huang, Xin-Wei; Emura, Takeshi Model diagnostic procedures for copula-based Markov chain models for statistical process control. (English) Zbl 1497.62354 Commun. Stat., Simulation Comput. 50, No. 8, 2345-2367 (2021). MSC: 62P30 62M10 62H05 60J20 × Cite Format Result Cite Review PDF Full Text: DOI
Bonino-Gayoso, Nicolás; Garcia-Hiernaux, Alfredo TF-MIDAS: a transfer function based mixed-frequency model. (English) Zbl 07497063 J. Stat. Comput. Simulation 91, No. 10, 1980-2017 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Xu, Min; Qin, Zhongfeng A novel hybrid ARIMA and regression tree model for the interval-valued time series. (English) Zbl 07493336 J. Stat. Comput. Simulation 91, No. 5, 1000-1015 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Sajjadipanah, Soudabe; Mahmoudi, Eisa; Zamani, Mohammadsadegh Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure. (English) Zbl 1493.62491 Sequential Anal. 40, No. 4, 466-481 (2021). MSC: 62L12 62M10 62L10 62L15 × Cite Format Result Cite Review PDF Full Text: DOI
Hamzi, Boumediene; Owhadi, Houman Learning dynamical systems from data: a simple cross-validation perspective. I: Parametric kernel flows. (English) Zbl 1509.68217 Physica D 421, Article ID 132817, 10 p. (2021). MSC: 68T05 37M10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Jung, Kwangmin Extreme data breach losses: an alternative approach to estimating probable maximum loss for data breach risk. (English) Zbl 1484.91389 N. Am. Actuar. J. 25, No. 4, 580-603 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 62P05 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Alshammri, Fayed; Pan, Jiazhu Moving dynamic principal component analysis for non-stationary multivariate time series. (English) Zbl 1505.62024 Comput. Stat. 36, No. 3, 2247-2287 (2021). MSC: 62-08 62M10 62H25 × Cite Format Result Cite Review PDF Full Text: DOI Link
Goracci, Greta An empirical study on the parsimony and descriptive power of TARMA models. (English) Zbl 1478.62254 Stat. Methods Appl. 30, No. 1, 109-137 (2021). MSC: 62M10 62P20 62P35 85A25 × Cite Format Result Cite Review PDF Full Text: DOI
Hesamian, Gholamreza; Akbari, Mohammad Ghasem A non-parametric model for fuzzy forecasting time series data. (English) Zbl 1477.62245 Comput. Appl. Math. 40, No. 4, Paper No. 147, 21 p. (2021). MSC: 62M10 62M20 62M86 × Cite Format Result Cite Review PDF Full Text: DOI
Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; Raffiee, Kambiz Dynamics of crude oil price shocks and major Latin American equity markets: a study in time and frequency domains. (English) Zbl 1471.91523 Bull. Econ. Res. 73, No. 3, 432-455 (2021). MSC: 91G15 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Mandrikova, O. V.; Fetisova, N. V.; Polozov, Yu. A. Method for modeling of ionospheric parameters and detection of ionospheric disturbances. (English. Russian original) Zbl 1468.86003 Comput. Math. Math. Phys. 61, No. 7, 1094-1105 (2021); translation from Zh. Vychisl. Mat. Mat. Fiz. 61, No. 7, 1101-1112 (2021). MSC: 86A10 86A25 × Cite Format Result Cite Review PDF Full Text: DOI
Tripathi, Manas; Kumar, Saurabh; Inani, Sarveshwar Kumar Exchange rate forecasting using ensemble modeling for better policy implications. (English) Zbl 1541.62247 J. Time Ser. Econom. 13, No. 1, 43-71 (2021). MSC: 62M20 62M10 62M45 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Anderson, Paul L.; Sabzikar, Farzad; Meerschaert, Mark M. Parsimonious time series modeling for high frequency climate data. (English) Zbl 1469.62386 J. Time Ser. Anal. 42, No. 4, 442-470 (2021). MSC: 62P12 62M10 65T50 86A08 × Cite Format Result Cite Review PDF Full Text: DOI
Gupta, Deepak; Richhariya, Bharat Efficient implicit Lagrangian twin parametric insensitive support vector regression via unconstrained minimization problems. (English) Zbl 1522.68456 Ann. Math. Artif. Intell. 89, No. 3-4, 301-332 (2021). MSC: 68T05 62J02 90C90 × Cite Format Result Cite Review PDF Full Text: DOI
Columbu, Silvia; Mameli, Valentina; Musio, Monica; Dawid, Philip The Hyvärinen scoring rule in Gaussian linear time series models. (English) Zbl 1465.62147 J. Stat. Plann. Inference 212, 126-140 (2021). MSC: 62M10 62J05 62G07 60G15 60H40 65C40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nura, Isah; Doguwa, Sani I. S.; Basiru, Yusuf Comparative study of models for forecasting Nigerian stock exchange market capitalization. (English) Zbl 07617289 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis. Selected contributions from the sixth international conference, ITISE 2019, Granada, Spain, September 2019. Cham: Springer. Contrib. Stat., 99-112 (2020). MSC: 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Sha; Griffith, Daniel A.; Shu, Hong Temperature prediction based on a space-time regression-kriging model. (English) Zbl 1521.62390 J. Appl. Stat. 47, No. 7, 1168-1190 (2020). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Akça, Elif; Yozgatlıgil, Ceylan Mutual information model selection algorithm for time series. (English) Zbl 1521.62232 J. Appl. Stat. 47, No. 12, 2192-2207 (2020). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Liu, Zhi; Zhang, Tie An improved ARMA(1,1) type fuzzy time series applied in predicting disordering. (English) Zbl 1477.62269 Numer. Algebra Control Optim. 10, No. 3, 355-366 (2020). MSC: 62M86 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Awiakye-Marfo, George; Mung’atu, Joseph; Weke, Patrick O. Randomised pseudolikelihood ratio change point estimator in GARCH models. (English) Zbl 1484.62109 J. Math. 2020, Article ID 6671515, 12 p. (2020). MSC: 62M10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Livingston, Glen jun.; Nur, Darfiana Bayesian inference of smooth transition autoregressive (STAR)\((k)\)-GARCH\((l, m)\) models. (English) Zbl 1461.62156 Stat. Pap. 61, No. 6, 2449-2482 (2020). MSC: 62M10 62-08 65C40 × Cite Format Result Cite Review PDF Full Text: DOI
Voloshko, Valeriy A.; Kharin, Yuriy S. Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation. (English. Russian original) Zbl 1460.62154 Discrete Math. Appl. 30, No. 6, 417-437 (2020); translation from Diskretn. Mat. 31, No. 1, 72-98 (2019). MSC: 62M10 62F12 60G60 × Cite Format Result Cite Review PDF Full Text: DOI
Njenga, Carolyn Ndigwako; Sherris, Michael Modeling mortality with a Bayesian vector autoregression. (English) Zbl 1452.91244 Insur. Math. Econ. 94, 40-57 (2020). MSC: 91D20 91G05 62P05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Ruiz-Aguilar, Juan-Jesús; Turias, Ignacio; Moscoso-López, Jose-Antonio; Jiménez-Come, María-Jesús; Cerbán-Jiménez, María Efficient goods inspection demand at ports: a comparative forecasting approach. (English) Zbl 07766378 Int. Trans. Oper. Res. 26, No. 5, 1906-1934 (2019). MSC: 90-XX × Cite Format Result Cite Review PDF Full Text: DOI
Komolafe, S. A.; Obilade, T. O.; Ayodeji, I. O.; Babalola, A. R. Development of a first order integrated moving average model corrupted with a Markov modulated convex combination of autoregressive moving average errors. (English) Zbl 07660194 Stat. Theory Relat. Fields 3, No. 1, 48-58 (2019). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Hajirahimi, Zahra; Khashei, Mehdi Weighted sequential hybrid approaches for time series forecasting. (English) Zbl 07569420 Physica A 531, Article ID 121717, 15 p. (2019). MSC: 82-XX × Cite Format Result Cite Review PDF Full Text: DOI
Moliner, Jesús; Epifanio, Irene Robust multivariate and functional archetypal analysis with application to financial time series analysis. (English) Zbl 1514.62080 Physica A 519, 195-208 (2019). MSC: 62G35 62M10 62P05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Khashei, Mehdi; Hajirahimi, Zahra A comparative study of series ARIMA/MLP hybrid models for stock price forecasting. (English) Zbl 07551976 Commun. Stat., Simulation Comput. 48, No. 9, 2625-2640 (2019). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Gustafsson, Oskar; Stockhammar, Pär Variance stabilizing filters. (English) Zbl 07529913 Commun. Stat., Theory Methods 48, No. 24, 6155-6168 (2019). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Zhi; Zhang, Tie A second-order fuzzy time series model for stock price analysis. (English) Zbl 1516.62424 J. Appl. Stat. 46, No. 14, 2514-2526 (2019). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Xu, M.; Wu, Y.; Jin, B. Detection of a change-point in variance by a weighted sum of powers of variances test. (English) Zbl 1516.62679 J. Appl. Stat. 46, No. 4, 664-679 (2019). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Yamashita Rios de Sousa, Arthur Matsuo; Takayasu, Hideki; Takayasu, Misako Random coefficient autoregressive processes and the PUCK model with fluctuating potential. (English) Zbl 1539.82099 J. Stat. Mech. Theory Exp. 2019, No. 1, Article ID 013403, 28 p. (2019). MSC: 82B41 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Qian, Guoqi; Wu, Yuehua; Xu, Min Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search. (English) Zbl 1481.62062 Appl. Math. Modelling 72, 202-216 (2019). MSC: 62M10 60J22 62C10 62C12 65C40 × Cite Format Result Cite Review PDF Full Text: DOI
Roume, Clément; Ezzina, Samar; Blain, Hubert; Delignières, Didier Biases in the simulation and analysis of fractal processes. (English) Zbl 1428.92054 Comput. Math. Methods Med. 2019, Article ID 4025305, 12 p. (2019). MSC: 92C50 28A80 × Cite Format Result Cite Review PDF Full Text: DOI
Bose, Mahua; Mali, Kalyani Designing fuzzy time series forecasting models: a survey. (English) Zbl 1466.62396 Int. J. Approx. Reasoning 111, 78-99 (2019). MSC: 62M86 62M20 62M10 62K05 × Cite Format Result Cite Review PDF Full Text: DOI
Zadrozny, Peter A.; Chen, Baoline Weighted-covariance factor decomposition of VARMA models applied to forecasting quarterly U.S. real GDP at monthly intervals. (English) Zbl 1434.62200 J. Time Ser. Anal. 40, No. 6, 968-986 (2019). MSC: 62M10 62H25 62P20 91B84 62M20 × Cite Format Result Cite Review PDF Full Text: DOI
Franco, Glaura C.; Migon, Helio S.; Prates, Marcos O. Time series of count data: a review, empirical comparisons and data analysis. (English) Zbl 1431.62371 Braz. J. Probab. Stat. 33, No. 4, 756-781 (2019). MSC: 62M10 62F15 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Bauer, Dietmar Periodic and seasonal (co-)integration in the state space framework. (English) Zbl 1429.62373 Econ. Lett. 174, 165-168 (2019). MSC: 62M07 62M10 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Sabzikar, Farzad; McLeod, A. Ian; Meerschaert, Mark M. Parameter estimation for ARTFIMA time series. (English) Zbl 1421.62130 J. Stat. Plann. Inference 200, 129-145 (2019). MSC: 62M10 62F10 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Fengyi; Liao, Zhigao; Hu, Hongping Application of multi-input Hamacher-ANFIS ensemble model on stock price forecast. (English) Zbl 1420.62446 Adv. Data Sci. Adapt. Anal. 11, No. 1-2, Article ID 1950004, 15 p. (2019). MSC: 62P05 62M20 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Dong; Liu, Xialu; Chen, Rong Factor models for matrix-valued high-dimensional time series. (English) Zbl 1452.62684 J. Econom. 208, No. 1, 231-248 (2019). MSC: 62M10 62H25 62H12 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lütkepohl, Helmut; Schlaak, Thore Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH. (English) Zbl 1411.62257 J. Econ. Dyn. Control 101, 41-61 (2019). MSC: 62M10 62G09 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link