Mert, Ozenc Murat; Selcuk-Kestel, A. Sevtap Time dependent stop-loss reinsurance and exposure curves. (English) Zbl 07309607 J. Comput. Appl. Math. 389, Article ID 113348, 16 p. (2021). MSC: 62P20 62G10 60J65 91B05 PDF BibTeX XML Cite \textit{O. M. Mert} and \textit{A. S. Selcuk-Kestel}, J. Comput. Appl. Math. 389, Article ID 113348, 16 p. (2021; Zbl 07309607) Full Text: DOI
Lee, Cheng Few Fundamental analysis, technical analysis, and mutual fund performance. (English) Zbl 07283299 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific (ISBN 978-981-12-0243-8/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 3001-3058 (2021). MSC: 91G10 62P05 PDF BibTeX XML Cite \textit{C. F. Lee}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 3001--3058 (2021; Zbl 07283299) Full Text: DOI
Caro, Eduardo; Juan, Jesús; Cara, Javier Periodically correlated models for short-term electricity load forecasting. (English) Zbl 1433.91110 Appl. Math. Comput. 364, Article ID 124642, 13 p. (2020). MSC: 91B84 62G08 62P30 62M10 PDF BibTeX XML Cite \textit{E. Caro} et al., Appl. Math. Comput. 364, Article ID 124642, 13 p. (2020; Zbl 1433.91110) Full Text: DOI
Shumway, Robert H.; Stoffer, David S. Time series. A data analysis approach using R. (English) Zbl 1425.62002 Chapman & Hall/CRC Texts in Statistical Science Series. Boca Raton, FL: CRC Press (ISBN 978-0-367-22109-6/hbk). xii, 259 p. (2019). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62-02 62M10 65C60 62-07 62M15 PDF BibTeX XML Cite \textit{R. H. Shumway} and \textit{D. S. Stoffer}, Time series. A data analysis approach using R. Boca Raton, FL: CRC Press (2019; Zbl 1425.62002) Full Text: DOI
Daawin, Palma; Kim, Seonjin; Miljkovic, Tatjana Predictive modeling of obesity prevalence for the U.S. population. (English) Zbl 1411.91275 N. Am. Actuar. J. 23, No. 1, 64-81 (2019). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{P. Daawin} et al., N. Am. Actuar. J. 23, No. 1, 64--81 (2019; Zbl 1411.91275) Full Text: DOI
Kleinow, Torsten; Richards, Stephen J. Parameter risk in time-series mortality forecasts. (English) Zbl 1402.91202 Scand. Actuar. J. 2017, No. 9, 804-828 (2017). MSC: 91B30 91D20 62P05 62P25 62M10 60G50 PDF BibTeX XML Cite \textit{T. Kleinow} and \textit{S. J. Richards}, Scand. Actuar. J. 2017, No. 9, 804--828 (2017; Zbl 1402.91202) Full Text: DOI
Auda, Hend; Attia, Hend Comparative ARIMA models for age-specific fertility rates. (English) Zbl 1387.62126 Adv. Appl. Stat. 51, No. 5, 367-388 (2017). MSC: 62P25 62M10 62M20 91D20 PDF BibTeX XML Cite \textit{H. Auda} and \textit{H. Attia}, Adv. Appl. Stat. 51, No. 5, 367--388 (2017; Zbl 1387.62126) Full Text: DOI
Alkema, Leontine; Zhang, Sanqian; Chou, Doris; Gemmill, Alison; Moller, Ann-Beth; Fat, Doris Ma; Say, Lale; Mathers, Colin; Hogan, Daniel A Bayesian approach to the global estimation of maternal mortality. (English) Zbl 1380.62247 Ann. Appl. Stat. 11, No. 3, 1245-1274 (2017). MSC: 62P10 62F15 62J15 62M10 PDF BibTeX XML Cite \textit{L. Alkema} et al., Ann. Appl. Stat. 11, No. 3, 1245--1274 (2017; Zbl 1380.62247) Full Text: DOI
Dawoud, Issam; Kaçiranlar, Selahattin An optimal \(k\) of \(k\)th MA-ARIMA models under \(\mathrm{MA}(q)\) models. (English) Zbl 06800783 Commun. Stat., Simulation Comput. 46, No. 6, 4185-4198 (2017). MSC: 62M10 PDF BibTeX XML Cite \textit{I. Dawoud} and \textit{S. Kaçiranlar}, Commun. Stat., Simulation Comput. 46, No. 6, 4185--4198 (2017; Zbl 06800783) Full Text: DOI
Dawoud, Issam; Kaçıranlar, Selahattin An optimal \(k\) of \(k\)th MA-ARIMA models under AR(\(p\)) models. (English) Zbl 1373.62445 Commun. Stat., Simulation Comput. 46, No. 4, 2842-2864 (2017). MSC: 62M10 PDF BibTeX XML Cite \textit{I. Dawoud} and \textit{S. Kaçıranlar}, Commun. Stat., Simulation Comput. 46, No. 4, 2842--2864 (2017; Zbl 1373.62445) Full Text: DOI
Esquível, M. L.; Guerreiro, G. R.; Fernandes, J. M. Open Markov chain scheme models. (English) Zbl 1370.60116 REVSTAT 15, No. 2, 277-297 (2017). MSC: 60J10 62M10 62P05 PDF BibTeX XML Cite \textit{M. L. Esquível} et al., REVSTAT 15, No. 2, 277--297 (2017; Zbl 1370.60116) Full Text: Link
Dawoud, Issam; Kaçiranlar, Selahattin An optimal \(k\) of \(k\)th MA-ARIMA models under a class of ARIMA model. (English) Zbl 1369.62223 Commun. Stat., Theory Methods 46, No. 12, 5754-5765 (2017). MSC: 62M10 62M20 PDF BibTeX XML Cite \textit{I. Dawoud} and \textit{S. Kaçiranlar}, Commun. Stat., Theory Methods 46, No. 12, 5754--5765 (2017; Zbl 1369.62223) Full Text: DOI
Shumway, Robert H.; Stoffer, David S. Time series analysis and its applications. With R examples. 4th edition. (English) Zbl 1367.62004 Springer Texts in Statistics. Cham: Springer (ISBN 978-3-319-52451-1/pbk; 978-3-319-52452-8/ebook). xiii, 562 p. (2017). Reviewer: Hans-Jürgen Schmidt (Potsdam) MSC: 62-01 62M10 62-04 62M20 62P12 65C60 PDF BibTeX XML Cite \textit{R. H. Shumway} and \textit{D. S. Stoffer}, Time series analysis and its applications. With R examples. 4th edition. Cham: Springer (2017; Zbl 1367.62004) Full Text: DOI
Ramos, Patrícia; Oliveira, José Manuel A procedure for identification of appropriate state space and ARIMA models based on time-series cross-validation. (English) Zbl 07042385 Algorithms (Basel) 9, No. 4, Paper No. 76, 14 p. (2016). MSC: 62 86 PDF BibTeX XML Cite \textit{P. Ramos} and \textit{J. M. Oliveira}, Algorithms (Basel) 9, No. 4, Paper No. 76, 14 p. (2016; Zbl 07042385) Full Text: DOI
Gómez, Víctor The relationship between the Beveridge-Nelson decomposition and exponential smoothing. (English) Zbl 1366.62164 Rojas, Ignacio (ed.) et al., Time series analysis and forecasting. Selected contributions from the international work-conference on time series, ITISE conference, Granada, Spain, July 2015. Cham: Springer (ISBN 978-3-319-28723-2/hbk; 978-3-319-28725-6/ebook). Contributions to Statistics, 47-60 (2016). MSC: 62M05 62P30 PDF BibTeX XML Cite \textit{V. Gómez}, in: Time series analysis and forecasting. Selected contributions from the international work-conference on time series, ITISE conference, Granada, Spain, July 2015. Cham: Springer. 47--60 (2016; Zbl 1366.62164) Full Text: DOI
Maravall, Agustín; López Pavón, Roberto; Pérez Cañete, Domingo Reg-ARIMA model identification: empirical evidence. (English) Zbl 1356.62152 Stat. Sin. 26, No. 4, 1365-1388 (2016). MSC: 62M10 62-07 PDF BibTeX XML Cite \textit{A. Maravall} et al., Stat. Sin. 26, No. 4, 1365--1388 (2016; Zbl 1356.62152) Full Text: DOI
McElroy, Tucker When are direct multi-step and iterative forecasts identical? (English) Zbl 1376.62110 J. Forecast. 34, No. 4, 315-336 (2015). MSC: 62P20 62M20 PDF BibTeX XML Cite \textit{T. McElroy}, J. Forecast. 34, No. 4, 315--336 (2015; Zbl 1376.62110) Full Text: DOI
Márquez, Fausto Pedro García; Pedregal, Diego J.; Roberts, Clive New methods for the condition monitoring of level crossings. (English) Zbl 1312.93021 Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 46, No. 5, 878-884 (2015). MSC: 93B07 93C55 PDF BibTeX XML Cite \textit{F. P. G. Márquez} et al., Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 46, No. 5, 878--884 (2015; Zbl 1312.93021) Full Text: DOI
Sotres-Ramos, David; Castillo-Tzec, Yoni An alternative derivation of the partial autocorrelation function for the first-order moving average model. (English) Zbl 1323.62089 Far East J. Math. Educ. 13, No. 2, 117-129 (2014). MSC: 62M10 62M20 PDF BibTeX XML Cite \textit{D. Sotres-Ramos} and \textit{Y. Castillo-Tzec}, Far East J. Math. Educ. 13, No. 2, 117--129 (2014; Zbl 1323.62089) Full Text: Link
Alimohammadi, Roshanak A simulation study on estimating time series ARIMA models by splines. (English) Zbl 1326.62182 Int. J. Appl. Math. 27, No. 5, 431-436 (2014). MSC: 62M10 62G08 PDF BibTeX XML Cite \textit{R. Alimohammadi}, Int. J. Appl. Math. 27, No. 5, 431--436 (2014; Zbl 1326.62182)
Cui, Qinghua; Xia, Jingxin Time-varying confidence interval forecasting of travel time for urban arterial using an ARIMA-GARCH model. (English) Zbl 1324.90030 J. Southeast Univ., Engl. Ed. 30, No. 3, 358-362 (2014). MSC: 90B20 91D10 62M20 60G25 PDF BibTeX XML Cite \textit{Q. Cui} and \textit{J. Xia}, J. Southeast Univ., Engl. Ed. 30, No. 3, 358--362 (2014; Zbl 1324.90030) Full Text: DOI
Zhao, Chun-Lan; Wang, Bing Forecasting crude oil price with an autoregressive integrated moving average (ARIMA) model. (English) Zbl 1308.91131 Cao, Bing-Yuan (ed.) et al., Fuzzy information and engineering and operations research and management. Based on the presentations at the 6th international conference, ICFIE 2012, Babolsar, Iran, October 25–26, 2012 and at the 6th academic conference on fuzzy information and engineering branch of Operation Research Society of China (FIEBORSC 2012), Shenzhen, China, December 18–24, 2012. Berlin: Springer (ISBN 978-3-642-38666-4/pbk; 978-3-642-38667-1/ebook). Advances in Intelligent Systems and Computing 211, 275-286 (2014). MSC: 91B84 91B74 PDF BibTeX XML Cite \textit{C.-L. Zhao} and \textit{B. Wang}, Adv. Intell. Syst. Comput. 211, 275--286 (2014; Zbl 1308.91131) Full Text: DOI
Wu, Ka Ho; Chen, Zhao-Guo; Wang, Wensheng A robust and practical method of unit root tests. (English) Zbl 1305.62327 Adv. Appl. Stat. 41, No. 1, 21-67 (2014). MSC: 62M10 62M07 62G10 62G20 PDF BibTeX XML Cite \textit{K. H. Wu} et al., Adv. Appl. Stat. 41, No. 1, 21--67 (2014; Zbl 1305.62327) Full Text: Link
McElroy, Tucker; Monsell, Brian The multiple testing problem for Box-Pierce statistics. (English) Zbl 1349.62418 Electron. J. Stat. 8, No. 1, 497-522 (2014). MSC: 62M10 62J15 PDF BibTeX XML Cite \textit{T. McElroy} and \textit{B. Monsell}, Electron. J. Stat. 8, No. 1, 497--522 (2014; Zbl 1349.62418) Full Text: DOI Euclid
Bernardo Sánchez, Antonio; Ordóñez, Celestino; Sánchez Lasheras, Fernando; De Cos Juez, Francisco Javier; Roca-Pardiñas, Javier Forecasting \(\text{SO}_{2}\) pollution incidents by means of Elman artificial neural networks and ARIMA models. (English) Zbl 1314.91170 Abstr. Appl. Anal. 2013, Article ID 238259, 6 p. (2013). MSC: 91B76 68T05 91B84 PDF BibTeX XML Cite \textit{A. Bernardo Sánchez} et al., Abstr. Appl. Anal. 2013, Article ID 238259, 6 p. (2013; Zbl 1314.91170) Full Text: DOI
Sasu, Adela A quantitative comparison of models for univariate time series forecasting. (English) Zbl 1299.62085 Bull. Transilv. Univ. Braşov, Ser. III, Math. Inform. Phys. 6(55), No. 2, 117-124 (2013). MSC: 62M10 62J05 62M20 68T05 PDF BibTeX XML Cite \textit{A. Sasu}, Bull. Transilv. Univ. Braşov, Ser. III, Math. Inform. Phys. 6(55), No. 2, 117--124 (2013; Zbl 1299.62085)
Abdelaal, Medhat Mohamed Ahmed; Abdelazim, Muhamed Wael Farouq; Morsy, Hisham Abdel-Tawab Mahran; Ebada, Mona Mahmoud Mohamed; Ahmed, Mona Mohamed Eltaher; Saad, Hisham Mohamed Abdelaziz; Wahba, Rashad Raouf Thabet Parametric and non-parametric statistical techniques to investigate fisheries data in lake Nasser Egypt. (English) Zbl 1284.62677 Adv. Appl. Stat. 36, No. 1, 47-73 (2013). MSC: 62P12 65C60 PDF BibTeX XML Cite \textit{M. M. A. Abdelaal} et al., Adv. Appl. Stat. 36, No. 1, 47--73 (2013; Zbl 1284.62677) Full Text: Link
Jun, Duk Bin; Kim, Dong Soo; Park, Sungho; Park, Myoung Hwan Parameter space restrictions in state space models. (English) Zbl 1397.62311 J. Forecast. 31, No. 2, 109-123 (2012). MSC: 62M10 91B84 PDF BibTeX XML Cite \textit{D. B. Jun} et al., J. Forecast. 31, No. 2, 109--123 (2012; Zbl 1397.62311) Full Text: DOI
Sbrana, Giacomo; Silvestrini, Andrea Temporal aggregation of cyclical models with business cycle applications. (English) Zbl 1333.62294 Stat. Methods Appl. 21, No. 1, 93-107 (2012). MSC: 62P20 62-07 62M10 PDF BibTeX XML Cite \textit{G. Sbrana} and \textit{A. Silvestrini}, Stat. Methods Appl. 21, No. 1, 93--107 (2012; Zbl 1333.62294) Full Text: DOI
Najafabadi, Amir T. Payandeh; Hosseinpour, Besharat A stochastic modeling approach to mortality trend: a case study. (English) Zbl 1300.62110 Surv. Math. Math. Sci. 1, No. 1, 35-52 (2012). MSC: 62P25 PDF BibTeX XML Cite \textit{A. T. P. Najafabadi} and \textit{B. Hosseinpour}, Surv. Math. Math. Sci. 1, No. 1, 35--52 (2012; Zbl 1300.62110) Full Text: Link
Piccolo, Domenico Discussion of “An analysis of global warming in the Alpine region based of nonlinear nonstationary time series models” by F. Battaglia and M. K. Protopapas. (English) Zbl 1255.86020 Stat. Methods Appl. 21, No. 3, 363-369 (2012). MSC: 86A32 62M10 PDF BibTeX XML Cite \textit{D. Piccolo}, Stat. Methods Appl. 21, No. 3, 363--369 (2012; Zbl 1255.86020) Full Text: DOI
Alsaleh, Mohammad Ahmad; Al-Kandary, Ahmad Mohamad; Al-Kharief, Wafaa Abdullah A time series analysis of Kuwait stock data. (English) Zbl 1272.62060 Adv. Appl. Stat. 22, No. 1, 1-11 (2011). MSC: 62M10 62P05 62P20 62J05 65C60 PDF BibTeX XML Cite \textit{M. A. Alsaleh} et al., Adv. Appl. Stat. 22, No. 1, 1--11 (2011; Zbl 1272.62060) Full Text: Link
Herrera, M.; García-Díaz, J. C.; Izquierdo, J.; Pérez-García, R. Municipal water demand forecasting: tools for intervention time series. (English) Zbl 1232.62158 Stochastic Anal. Appl. 29, No. 6, 998-1007 (2011). MSC: 62P12 62M45 91B76 PDF BibTeX XML Cite \textit{M. Herrera} et al., Stochastic Anal. Appl. 29, No. 6, 998--1007 (2011; Zbl 1232.62158) Full Text: DOI
Shumway, Robert H.; Stoffer, David S. Time series analysis and its applications. With R examples. 3rd revised ed. (English) Zbl 1276.62054 Springer Texts in Statistics. New York, NY: Springer (ISBN 978-1-4419-7864-6/hbk; 978-1-4419-7865-3/ebook; 978-1-4614-2759-9/pbk). xi, 596 p. (2011). Reviewer: Irina Ioana Mohorianu (Norwich) MSC: 62M10 62-04 62M20 62-01 62-07 62Pxx 65C05 PDF BibTeX XML Cite \textit{R. H. Shumway} and \textit{D. S. Stoffer}, Time series analysis and its applications. With R examples. 3rd revised ed. New York, NY: Springer (2011; Zbl 1276.62054) Full Text: DOI
Guerrero, Víctor M.; Galicia-Vázquez, Adriana Trend estimation of financial time series. (English) Zbl 1226.91087 Appl. Stoch. Models Bus. Ind. 26, No. 3, 205-223 (2010). MSC: 91G70 91B84 62M10 PDF BibTeX XML Cite \textit{V. M. Guerrero} and \textit{A. Galicia-Vázquez}, Appl. Stoch. Models Bus. Ind. 26, No. 3, 205--223 (2010; Zbl 1226.91087) Full Text: DOI
Ladde, G. S.; Wu, Ling Nonlinear stochastic differential equations: ARIMA models and applications. (English) Zbl 1222.65011 Ladde, G. S. (ed.) et al., Proceedings of neural, parallel, and scientific computations. Vol. 4. Proceedings of the 4th international conference, Atlanta, GA, USA, August 11–14, 2010. Atlanta, GA: Dynamic Publishers (ISBN 1-890888-05-2/pbk). 236-240 (2010). MSC: 65C30 60H10 60H35 34F05 60J65 62M10 60G25 91G60 PDF BibTeX XML Cite \textit{G. S. Ladde} and \textit{L. Wu}, in: Proceedings of neural, parallel, and scientific computations. Vol. 4. Proceedings of the 4th international conference, Atlanta, GA, USA, August 11--14, 2010. Atlanta, GA: Dynamic Publishers. 236--240 (2010; Zbl 1222.65011)
McElroy, Tucker S.; Findley, David F. Selection between models through multi-step-ahead forecasting. (English) Zbl 1404.62089 J. Stat. Plann. Inference 140, No. 12, 3655-3675 (2010). MSC: 62M10 62F03 62F05 PDF BibTeX XML Cite \textit{T. S. McElroy} and \textit{D. F. Findley}, J. Stat. Plann. Inference 140, No. 12, 3655--3675 (2010; Zbl 1404.62089) Full Text: DOI
Gottman, John M. Time-series analysis. A comprehensive introduction for social scientists. Paperback reprint of the 1982 original. (English) Zbl 1183.00005 Cambridge: Cambridge University Press (ISBN 978-0-521-10336-7/pbk). xvi, 420 p. (2009). Reviewer: Malgorzata Doman (Poznań) MSC: 00A06 62M10 62-01 91B84 91F99 PDF BibTeX XML Cite \textit{J. M. Gottman}, Time-series analysis. A comprehensive introduction for social scientists. Paperback reprint of the 1982 original. Cambridge: Cambridge University Press (2009; Zbl 1183.00005)
Cubadda, Gianluca; Hecq, Alain; Palm, Franz C. Macro-panels and reality. (English) Zbl 1255.91348 Econ. Lett. 99, No. 3, 537-540 (2008). MSC: 91B84 91B62 91B64 62-07 62M10 62P20 PDF BibTeX XML Cite \textit{G. Cubadda} et al., Econ. Lett. 99, No. 3, 537--540 (2008; Zbl 1255.91348) Full Text: DOI
Valenzuela, O.; Rojas, I.; Rojas, F.; Pomares, H.; Herrera, L. J.; Guillen, A.; Marquez, L.; Pasadas, M. Hybridization of intelligent techniques and ARIMA models for time series prediction. (English) Zbl 1274.62625 Fuzzy Sets Syst. 159, No. 7, 821-845 (2008). MSC: 62M10 PDF BibTeX XML Cite \textit{O. Valenzuela} et al., Fuzzy Sets Syst. 159, No. 7, 821--845 (2008; Zbl 1274.62625) Full Text: DOI
Aguilera, Ana M.; Escabias, Manuel; Valderrama, Mariano J. Forecasting binary longitudinal data by a functional PC-ARIMA model. (English) Zbl 1452.62691 Comput. Stat. Data Anal. 52, No. 6, 3187-3197 (2008). MSC: 62M20 62H25 62M10 62J12 62-08 PDF BibTeX XML Cite \textit{A. M. Aguilera} et al., Comput. Stat. Data Anal. 52, No. 6, 3187--3197 (2008; Zbl 1452.62691) Full Text: DOI
Corduas, Marcella; Piccolo, Domenico Time series clustering and classification by the autoregressive metric. (English) Zbl 1452.62624 Comput. Stat. Data Anal. 52, No. 4, 1860-1872 (2008). MSC: 62M10 62H30 62-08 PDF BibTeX XML Cite \textit{M. Corduas} and \textit{D. Piccolo}, Comput. Stat. Data Anal. 52, No. 4, 1860--1872 (2008; Zbl 1452.62624) Full Text: DOI
Mills, Terence C.; Markellos, Raphael N. The econometric modelling of financial time series. 3rd ed. (English) Zbl 1151.62082 Cambridge: Cambridge University Press (ISBN 978-0-521-71009-1/pbk; 978-0-521-88381-8/hbk). xiii, 456 p. (2008). Reviewer: Herbert S. Buscher (Halle, Saale) MSC: 62P05 62M10 62P20 62-01 91B28 91B84 91-01 PDF BibTeX XML Cite \textit{T. C. Mills} and \textit{R. N. Markellos}, The econometric modelling of financial time series. 3rd ed. Cambridge: Cambridge University Press (2008; Zbl 1151.62082) Full Text: DOI
Maravall, A.; Del Río, A. Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter. (English) Zbl 1452.62092 Comput. Stat. Data Anal. 52, No. 2, 975-998 (2007). MSC: 62-08 62M10 62M20 62J10 62P20 PDF BibTeX XML Cite \textit{A. Maravall} and \textit{A. Del Río}, Comput. Stat. Data Anal. 52, No. 2, 975--998 (2007; Zbl 1452.62092) Full Text: DOI
Emmenegger, Jean-François; Bardadym, Tamara Cointegration analysis as a tool to measure the purchasing power of Ukrainian mean total wages. (English) Zbl 1303.91131 Int. J. Pure Appl. Math. 34, No. 1, 87-116 (2007). MSC: 91B84 62M10 62P20 91B74 PDF BibTeX XML Cite \textit{J.-F. Emmenegger} and \textit{T. Bardadym}, Int. J. Pure Appl. Math. 34, No. 1, 87--116 (2007; Zbl 1303.91131)
Aslanargun, Atilla; Mammadov, Mammadagha; Yazici, Berna; Yolacan, Senay Comparison of ARIMA, neural networks and hybrid models in time series: tourist arrival forecasting. (English) Zbl 1109.62081 J. Stat. Comput. Simulation 77, No. 1-2, 29-53 (2007). MSC: 62M20 62M45 62Q05 62M10 PDF BibTeX XML Cite \textit{A. Aslanargun} et al., J. Stat. Comput. Simulation 77, No. 1--2, 29--53 (2007; Zbl 1109.62081) Full Text: DOI
Dhahri, Issam; Chabchoub, Habib Nonlinear goal programming models quantifying the bullwhip effect in supply chain based on ARIMA parameters. (English) Zbl 1102.90336 Eur. J. Oper. Res. 177, No. 3, 1800-1810 (2007). MSC: 90B50 90C29 90B05 PDF BibTeX XML Cite \textit{I. Dhahri} and \textit{H. Chabchoub}, Eur. J. Oper. Res. 177, No. 3, 1800--1810 (2007; Zbl 1102.90336) Full Text: DOI
Maravall, Agustín An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment. (English) Zbl 1316.62175 Comput. Stat. Data Anal. 50, No. 9, 2167-2190 (2006). MSC: 62P20 62M10 PDF BibTeX XML Cite \textit{A. Maravall}, Comput. Stat. Data Anal. 50, No. 9, 2167--2190 (2006; Zbl 1316.62175) Full Text: DOI
Boes, Stephan; Pflaumer, Peter University student enrollment forecasts by analyzing structural ratios using ARIMA-methods. (English) Zbl 1109.62119 Allg. Stat. Arch. 90, No. 2, 253-271 (2006). MSC: 62P25 62M10 62M20 62P99 PDF BibTeX XML Cite \textit{S. Boes} and \textit{P. Pflaumer}, Allg. Stat. Arch. 90, No. 2, 253--271 (2006; Zbl 1109.62119) Full Text: DOI
Bruno, Giancarlo; Otranto, Edoardo The choice of time interval in seasonal adjustment: a heuristic approach. (English) Zbl 1125.62095 Stat. Pap. 47, No. 3, 393-417 (2006). MSC: 62M10 65C05 62M20 65C60 PDF BibTeX XML Cite \textit{G. Bruno} and \textit{E. Otranto}, Stat. Pap. 47, No. 3, 393--417 (2006; Zbl 1125.62095) Full Text: DOI
Lee, Euikyoo; Moon, Myung-Sang; Gunst, Richard F. A spatiotemporal model for pollutant concentrations. (English) Zbl 1084.62098 Commun. Stat., Theory Methods 35, No. 1-3, 489-497 (2006). MSC: 62M30 62P12 62M10 62H11 62F15 PDF BibTeX XML Cite \textit{E. Lee} et al., Commun. Stat., Theory Methods 35, No. 1--3, 489--497 (2006; Zbl 1084.62098) Full Text: DOI
Gilbert, Kenneth An ARIMA supply chain model. (English) Zbl 1232.90052 Manage. Sci. 51, No. 2, 305-310 (2005). MSC: 90B05 90B06 90B30 PDF BibTeX XML Cite \textit{K. Gilbert}, Manage. Sci. 51, No. 2, 305--310 (2005; Zbl 1232.90052) Full Text: DOI
Diks, Cees; van der Weide, Roy Herding, a-synchronous updating and heterogeneity in memory in a CBS. (English) Zbl 1202.91275 J. Econ. Dyn. Control 29, No. 4, 741-763 (2005). MSC: 91B84 91B69 62M10 PDF BibTeX XML Cite \textit{C. Diks} and \textit{R. van der Weide}, J. Econ. Dyn. Control 29, No. 4, 741--763 (2005; Zbl 1202.91275) Full Text: DOI
Hyndman, Rob J.; King, Maxwell L.; Pitrun, Ivet; Billah, Baki Local linear forecasts using cubic smoothing splines. (English) Zbl 1108.62096 Aust. N. Z. J. Stat. 47, No. 1, 87-99 (2005). MSC: 62M20 62M10 PDF BibTeX XML Cite \textit{R. J. Hyndman} et al., Aust. N. Z. J. Stat. 47, No. 1, 87--99 (2005; Zbl 1108.62096) Full Text: DOI
Lim, Christine; Pan, Grace W. Inbound tourism developments and patterns in China. (English) Zbl 1114.91359 Math. Comput. Simul. 68, No. 5-6, 499-507 (2005). MSC: 91B99 62P05 PDF BibTeX XML Cite \textit{C. Lim} and \textit{G. W. Pan}, Math. Comput. Simul. 68, No. 5--6, 499--507 (2005; Zbl 1114.91359) Full Text: DOI
Proietti, Tommaso Forecasting with structural time-series models. (English) Zbl 1180.91235 Clements, Michael P. (ed.) et al., A companion to economic forecasting. Malden, MA: Blackwell Publishing (ISBN 1-4051-2623-X/pbk). 105-132 (2004). MSC: 91B84 91B82 PDF BibTeX XML Cite \textit{T. Proietti}, in: A companion to economic forecasting. Malden, MA: Blackwell Publishing. 105--132 (2004; Zbl 1180.91235)
Ruppert, David Statistics and finance. An introduction. (English) Zbl 1049.91083 Springer Texts in Statistics. New York, NY: Springer (ISBN 0-387-20270-6/hbk). xxi, 473 p. (2004). Reviewer: Qin Lu (Easton) MSC: 91-01 91G70 91Gxx 62-01 62P05 PDF BibTeX XML Cite \textit{D. Ruppert}, Statistics and finance. An introduction. New York, NY: Springer (2004; Zbl 1049.91083)
Fontanella, Lara; Ippoliti, Luigi Dynamic models for space-time prediction via Karhunen-Loève expansion. (English) Zbl 1056.62104 Stat. Methods Appl. 12, No. 1, 61-78 (2003). MSC: 62M20 62M30 45B05 62M10 PDF BibTeX XML Cite \textit{L. Fontanella} and \textit{L. Ippoliti}, Stat. Methods Appl. 12, No. 1, 61--78 (2003; Zbl 1056.62104) Full Text: DOI
Biondini, Riccardo; Lin, Yan-Xia; McCrae, Michael A case study of the residual-based cointegration procedure. (English) Zbl 1066.91077 J. Appl. Math. Decis. Sci. 7, No. 1, 29-48 (2003). MSC: 91B84 91B28 PDF BibTeX XML Cite \textit{R. Biondini} et al., J. Appl. Math. Decis. Sci. 7, No. 1, 29--48 (2003; Zbl 1066.91077) Full Text: DOI EuDML
Rodriguez Poo, Juan Computer-aided introduction to econometrics. (English) Zbl 1012.62120 Berlin: Springer. xvii, 331 p. (2003). Reviewer: Herbert S.Buscher (Mannheim) MSC: 62P20 62-01 PDF BibTeX XML Cite \textit{J. Rodriguez Poo}, Computer-aided introduction to econometrics. Berlin: Springer (2003; Zbl 1012.62120) Full Text: Link
Planas, Christophe; Depoutot, Raoul Controlling revisions in ARIMA-model-based seasonal adjustment. (English) Zbl 1062.62216 J. Time Ser. Anal. 23, No. 2, 193-213 (2002). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M20 62M10 PDF BibTeX XML Cite \textit{C. Planas} and \textit{R. Depoutot}, J. Time Ser. Anal. 23, No. 2, 193--213 (2002; Zbl 1062.62216) Full Text: DOI
Cubiles-de-la-Vega, María-Dolores; Pino-Mejías, Rafael; Pascual-Acosta, Antonio; Muñoz-García, Joaquín Building neural network forecasting models from time series ARIMA models: a procedure and a comparative analysis. (English) Zbl 1088.68704 Intell. Data Anal. 6, No. 1, 53-65 (2002). MSC: 68T05 PDF BibTeX XML Cite \textit{M.-D. Cubiles-de-la-Vega} et al., Intell. Data Anal. 6, No. 1, 53--65 (2002; Zbl 1088.68704) Full Text: Link
Nieto, Fabio H.; Ruiz, Fernando About a prompt strategy for estimating missing data in long time series. (English) Zbl 1036.62087 Rev. Acad. Colomb. Cienc. Exactas, Fis. Nat. 26, No. 100, 411-418 (2002). MSC: 62M10 65C60 PDF BibTeX XML Cite \textit{F. H. Nieto} and \textit{F. Ruiz}, Rev. Acad. Colomb. Cienc. Exactas, Fis. Nat. 26, No. 100, 411--418 (2002; Zbl 1036.62087)
Chan, Ngai Hang Time series. Applications to finance. (English) Zbl 1006.62075 Wiley Series in Probability and Statistics. New York, NY: Wiley. xiv, 203 p. (2002). Reviewer: T.Cipra (Praha) MSC: 62M10 62-01 62P05 62-02 62P20 91B84 PDF BibTeX XML Cite \textit{N. H. Chan}, Time series. Applications to finance. New York, NY: Wiley (2002; Zbl 1006.62075)
Del Castillo, Enrique Statistical process adjustment for quality control. (English) Zbl 1002.62098 Wiley Series in Probability and Statistics. Chichester: Wiley. xviii, 357 p. (2002). Reviewer: T.Postelnicu (Bucureşti) MSC: 62P30 62M10 62-01 90B25 PDF BibTeX XML Cite \textit{E. Del Castillo}, Statistical process adjustment for quality control. Chichester: Wiley (2002; Zbl 1002.62098)
Brockwell, Peter J.; Davis, Richard A. Introduction to time series and forecasting. 2nd ed. (English) Zbl 0994.62085 Springer Texts in Statistics. New York, NY: Springer. xiv, 434 p. (2002). Reviewer: Wolfgang Schmid (Frankfurt an der Oder) MSC: 62M10 62-01 62-04 62M15 62M20 PDF BibTeX XML Cite \textit{P. J. Brockwell} and \textit{R. A. Davis}, Introduction to time series and forecasting. 2nd ed. New York, NY: Springer (2002; Zbl 0994.62085) Full Text: DOI
Charif, Husni Simultaneous prediction intervals for multiple forecasts using state space models. (English) Zbl 1065.62160 J. Appl. Stat. Sci. 10, No. 4, 315-322 (2001). MSC: 62M20 62M10 65C60 PDF BibTeX XML Cite \textit{H. Charif}, J. Appl. Stat. Sci. 10, No. 4, 315--322 (2001; Zbl 1065.62160)
Núñez-Antón, Vicente; Zimmerman, Dale L. Modelling longitudinal data with nonstationary covariance structures: Random coefficients models versus alternative models. (Spanish. English summary) Zbl 1049.62103 Qüestiió (2) 25, No. 2, 225-262 (2001). MSC: 62M10 62J05 62F10 PDF BibTeX XML Cite \textit{V. Núñez-Antón} and \textit{D. L. Zimmerman}, Qüestiió (2) 25, No. 2, 225--262 (2001; Zbl 1049.62103)
Kaiser, Regina; Maravall, Agustın Seasonal outliers in time series. (English) Zbl 1034.62084 Estadística 53, No. 160-161, 97-142 (2001). MSC: 62M10 PDF BibTeX XML Cite \textit{R. Kaiser} and \textit{A. Maravall}, Estadística 53, No. 160--161, 97--142 (2001; Zbl 1034.62084)
Kašćelan, Ljiljana Financial crises prediction with linear time-series models. (English) Zbl 1075.91624 Math. Montisnigri 14, 95-110 (2001). Reviewer: Nada Miličić-Đuranović (Beograd) MSC: 91B82 PDF BibTeX XML Cite \textit{L. Kašćelan}, Math. Montisnigri 14, 95--110 (2001; Zbl 1075.91624)
Chen, Haibo; Grant-Muller, Susan; Mussone, Lorenzo; Montgomery, Frank A study of hybrid neural network approaches and the effects of missing data on traffic forecasting. (English) Zbl 0990.68576 Neural Comput. Appl. 10, No. 3, 277-286 (2001). MSC: 68U99 68T05 PDF BibTeX XML Cite \textit{H. Chen} et al., Neural Comput. Appl. 10, No. 3, 277--286 (2001; Zbl 0990.68576) Full Text: DOI
Peña, Daniel (ed.); Tiao, George C. (ed.); Tsay, Ruey S. (ed.) A course in time series analysis. Lectures of the ECAS ’97, Madrid, Spain, September 15–19, 1997. (English) Zbl 0960.62093 New York, NY: Wiley. xvi, 460 p. (2001). Reviewer: T.Cipra (Praha) MSC: 62M10 62-06 62M20 62-02 00B25 PDF BibTeX XML Cite \textit{D. Peña} (ed.) et al., A course in time series analysis. Lectures of the ECAS '97, Madrid, Spain, September 15--19, 1997. New York, NY: Wiley (2001; Zbl 0960.62093) Full Text: DOI
Janacek, Gareth Practical time series. (English) Zbl 0956.62072 Arnold Texts in Statistics. London: Arnold. xv, 156 p. (2001). Reviewer: R.Schlittgen (Hamburg) MSC: 62M10 62-01 PDF BibTeX XML Cite \textit{G. Janacek}, Practical time series. London: Arnold (2001; Zbl 0956.62072)
Prat, Albert; Gomez, Victor; Solé, Ignasi; Catot, Josep M. TESS: system for automatic seasonal adjustment and forecasting of time series. (English) Zbl 07223402 Bethlehem, Jelke G. (ed.) et al., COMPSTAT. Proceedings of the 14th symposium on computational statistics, Utrecht, Netherlands, August 21–25, 2000. Heidelberg: Physica-Verlag (ISBN 978-3-7908-1326-5/pbk; 978-3-642-57678-2/ebook). 391-396 (2000). MSC: 62-08 PDF BibTeX XML Cite \textit{A. Prat} et al., in: COMPSTAT. Proceedings of the 14th symposium on computational statistics, Utrecht, Netherlands, August 21--25, 2000. Heidelberg: Physica-Verlag. 391--396 (2000; Zbl 07223402) Full Text: DOI
Maravall, Agustín; Sánchez, Fernando J. An application of TRAMO-SEATS; model selection and out-of-sample performance. The Swiss CPI series. (English) Zbl 07223361 Bethlehem, Jelke G. (ed.) et al., COMPSTAT. Proceedings of the 14th symposium on computational statistics, Utrecht, Netherlands, August 21–25, 2000. Heidelberg: Physica-Verlag (ISBN 978-3-7908-1326-5/pbk; 978-3-642-57678-2/ebook). 121-130 (2000). MSC: 62-08 PDF BibTeX XML Cite \textit{A. Maravall} and \textit{F. J. Sánchez}, in: COMPSTAT. Proceedings of the 14th symposium on computational statistics, Utrecht, Netherlands, August 21--25, 2000. Heidelberg: Physica-Verlag. 121--130 (2000; Zbl 07223361) Full Text: DOI
López-Ardao, José C.; López-García, Cándido; Suárez-González, Andrés; Fernández-Veiga, Manuel; Rodríguez-Rubio, Raúl On the use of self-similar processes in network simulation. (English) Zbl 1390.90137 ACM Trans. Model. Comput. Simul. 10, No. 2, 125-151 (2000). MSC: 90B15 PDF BibTeX XML Cite \textit{J. C. López-Ardao} et al., ACM Trans. Model. Comput. Simul. 10, No. 2, 125--151 (2000; Zbl 1390.90137) Full Text: DOI
Núñez-Antón, Vicente; Zimmerman, Dale L. Modeling nonstationary longitudinal data. (English) Zbl 1060.62647 Biometrics 56, No. 3, 699-705 (2000). MSC: 62P10 62M10 PDF BibTeX XML Cite \textit{V. Núñez-Antón} and \textit{D. L. Zimmerman}, Biometrics 56, No. 3, 699--705 (2000; Zbl 1060.62647) Full Text: DOI
Yang, Jiangbin; Makis, Viliam Dynamic response of residuals to external deviations in a controlled production process. (English) Zbl 0999.62097 Technometrics 42, No. 3, 290-299 (2000). MSC: 62P30 62M10 93D15 PDF BibTeX XML Cite \textit{J. Yang} and \textit{V. Makis}, Technometrics 42, No. 3, 290--299 (2000; Zbl 0999.62097) Full Text: DOI
Koreisha, Sergio G.; Pukkila, Tarmo Using the residual white noise autoregressive order determination criterion to identify unit roots in ARIMA models. (English) Zbl 0968.62539 Commun. Stat., Simulation Comput. 29, No. 1, 259-293 (2000). MSC: 62M10 PDF BibTeX XML Cite \textit{S. G. Koreisha} and \textit{T. Pukkila}, Commun. Stat., Simulation Comput. 29, No. 1, 259--293 (2000; Zbl 0968.62539) Full Text: DOI
Shumway, Robert H.; Stoffer, David S. Time series analysis and its applications. (English) Zbl 0942.62098 Springer Texts in Statistics. New York, NY: Springer. xiii, 549 p. (2000). Reviewer: J.Anděl (Praha) MSC: 62M10 62-02 62-01 62M15 62M20 62Pxx PDF BibTeX XML Cite \textit{R. H. Shumway} and \textit{D. S. Stoffer}, Time series analysis and its applications. New York, NY: Springer (2000; Zbl 0942.62098)
Dagum, Estela Bee; Cholette, Pierre A. An extension of the Gauss-Markov theorem for mixed linear regression models with non-stationary stochastic parameters. (English) Zbl 0964.62049 Slottje, Daniel J. (ed.), Advances in econometrics, income distribution and scientific methodology. Essays in honor of Camilo Dagum. Heidelberg: Physica-Verlag. 27-39 (1999). MSC: 62J05 62M10 PDF BibTeX XML Cite \textit{E. B. Dagum} and \textit{P. A. Cholette}, in: Advances in econometrics, income distribution and scientific methodology. Essays in honor of Camilo Dagum. Heidelberg: Physica-Verlag. 27--39 (1999; Zbl 0964.62049)
Gómez, Victor; Breitung, Jörg The Beveridge-Nelson decomposition: a different perspective with new results. (English) Zbl 0934.62091 J. Time Ser. Anal. 20, No. 5, 527-535 (1999). Reviewer: A.Ya.Olenko (Kyïv) MSC: 62M10 62M20 60G35 PDF BibTeX XML Cite \textit{V. Gómez} and \textit{J. Breitung}, J. Time Ser. Anal. 20, No. 5, 527--535 (1999; Zbl 0934.62091) Full Text: DOI
Maravall, Agustín; Planas, Christophe Estimation error and the specification of unobserved component models. (English) Zbl 0951.62079 J. Econom. 92, No. 2, 325-353 (1999). MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{A. Maravall} and \textit{C. Planas}, J. Econom. 92, No. 2, 325--353 (1999; Zbl 0951.62079) Full Text: DOI
Park, Young J.; Pantula, Sastry G. Variance estimators in the Chu-White test for structural change. (English) Zbl 0929.62014 Commun. Stat., Simulation Comput. 27, No. 4, 1019-1029 (1998). MSC: 62F03 62J05 PDF BibTeX XML Cite \textit{Y. J. Park} and \textit{S. G. Pantula}, Commun. Stat., Simulation Comput. 27, No. 4, 1019--1029 (1998; Zbl 0929.62014) Full Text: DOI
McLeod, A. Ian Diagnostic check for monotone spread. (English) Zbl 1042.62585 Comput. Stat. Data Anal. 26, No. 4, 437-443 (1998). MSC: 62J20 62M10 62J12 PDF BibTeX XML Cite \textit{A. I. McLeod}, Comput. Stat. Data Anal. 26, No. 4, 437--443 (1998; Zbl 1042.62585) Full Text: DOI
Ben Mrad, R.; Fassois, S. D.; Levitt, J. A. A polynomial-algebraic method for non-stationary TARMA signal analysis. II: Application to modeling and prediction of power consumption in automobile active suspension systems. (English) Zbl 0894.94002 Signal Process. 65, No. 1, 21-38 (1998). MSC: 94A12 PDF BibTeX XML Cite \textit{R. Ben Mrad} et al., Signal Process. 65, No. 1, 21--38 (1998; Zbl 0894.94002) Full Text: DOI
Ben Mrad, R.; Fassois, S. D.; Levitt, J. A. A polynomial-algebraic method for non-stationary TARMA signal analysis. I: The method. (English) Zbl 0894.94001 Signal Process. 65, No. 1, 1-19 (1998). MSC: 94A12 PDF BibTeX XML Cite \textit{R. Ben Mrad} et al., Signal Process. 65, No. 1, 1--19 (1998; Zbl 0894.94001) Full Text: DOI
Nieto, Fabio H. A note on interpolation of ARIMA processes. (English) Zbl 0954.62561 Commun. Stat., Theory Methods 26, No. 10, 2381-2392 (1997). MSC: 62M10 62M20 PDF BibTeX XML Cite \textit{F. H. Nieto}, Commun. Stat., Theory Methods 26, No. 10, 2381--2392 (1997; Zbl 0954.62561) Full Text: DOI
Gupta, Sat N.; Goldstein, Joel; Yu, Chang Time domain estimation of long range dependence. (English) Zbl 0938.62092 J. Inf. Optim. Sci. 18, No. 3, 493-498 (1997). MSC: 62M10 PDF BibTeX XML Cite \textit{S. N. Gupta} et al., J. Inf. Optim. Sci. 18, No. 3, 493--498 (1997; Zbl 0938.62092) Full Text: DOI
Chen, Cha’o-Kuang; Tien, Tzu-Li A new forecasting method of discrete dynamic system. (English) Zbl 0919.93007 Appl. Math. Comput. 86, No. 1, 61-84 (1997). Reviewer: J.Virtanen (Vaasa) MSC: 93A30 91B84 65D07 PDF BibTeX XML Cite \textit{C.-K. Chen} and \textit{T.-L. Tien}, Appl. Math. Comput. 86, No. 1, 61--84 (1997; Zbl 0919.93007) Full Text: DOI
Koop, Gary; Ley, Eduardo; Osiewalski, Jacek; Steel, Mark F. J. Bayesian analysis of long memory and persistence using ARFIMA models. (English) Zbl 0873.62091 J. Econom. 76, No. 1-2, 149-169 (1997). MSC: 62M10 62F15 91B84 62P20 PDF BibTeX XML Cite \textit{G. Koop} et al., J. Econom. 76, No. 1--2, 149--169 (1997; Zbl 0873.62091) Full Text: DOI
Błachuta, Marian Identification methods of stationary and nonstationary time series. (Polish. English summary) Zbl 1051.93535 Zesz. Nauk Politech. Śl. 1340, Autom. 120, 15-38 (1996). Reviewer: Leslaw Socha (Warsaw) MSC: 93E12 93E10 37M10 93C55 62M20 PDF BibTeX XML Cite \textit{M. Błachuta}, Zesz. Nauk Politech. Śl., Autom. 1340(120), 15--38 (1996; Zbl 1051.93535)
Mališić, Jovan Some continuous univariate time series models in hydrology and meteorology. (English) Zbl 1009.62500 Herceg, D. (ed.) et al., X conference on applied mathematics, PRIM ’95, Budva, Yugoslavia, May 29-31, 1995. Novi Sad: University of Novi Sad, Institute of Mathematics, Faculty of Science, 135-140 (1996). Reviewer: Pavle Mladenović (Beograd) MSC: 62-02 62M10 92F05 PDF BibTeX XML Cite \textit{J. Mališić}, in: X conference on applied mathematics, PRIM '95, Budva, Yugoslavia, May 29--31, 1995. Novi Sad: University of Novi Sad, Institute of Mathematics, Faculty of Science. 135--140 (1996; Zbl 1009.62500)
Hodgess, Erin M.; Wei, William W. S. Temporal disaggregation of univariate time series. (English) Zbl 0925.62388 1995 Proceedings of the Business and Economic Statistics Section. Annual meeting of the American Statistical Association (ASA), Orlando, FL, USA, August 13–17, 1995, and the ASA 1995 Winter conference, Raleigh, NC, USA, January 5–8, 1995. Alexandria, VA: ASA, American Statistical Association. 331-335 (1996). MSC: 62M10 PDF BibTeX XML Cite \textit{E. M. Hodgess} and \textit{W. W. S. Wei}, in: 1995 Proceedings of the Business and Economic Statistics Section. Annual meeting of the American Statistical Association (ASA), Orlando, FL, USA, August 13--17, 1995, and the ASA 1995 Winter conference, Raleigh, NC, USA, January 5--8, 1995. Alexandria, VA: ASA, American Statistical Association. 331--335 (1996; Zbl 0925.62388)
Wong, H.; Li, W. K. Distribution of the cross-correlations of squared residuals in ARIMA models. (English) Zbl 0879.62089 Can. J. Stat. 24, No. 4, 489-502 (1996); corrigenda ibid. 32, No. 4, 470 (2004). MSC: 62M10 62E20 62F03 91B84 PDF BibTeX XML Cite \textit{H. Wong} and \textit{W. K. Li}, Can. J. Stat. 24, No. 4, 489--502 (1996; Zbl 0879.62089) Full Text: DOI
Gupta, Sat N.; Goldstein, Joel; Yu, Chang Fitting a fractional ARIMA model to time series data. (English) Zbl 0883.62100 J. Inf. Optim. Sci. 17, No. 3, 467-483 (1996). MSC: 62M10 62E20 PDF BibTeX XML Cite \textit{S. N. Gupta} et al., J. Inf. Optim. Sci. 17, No. 3, 467--483 (1996; Zbl 0883.62100) Full Text: DOI
Ravishanker, Nalini; Dey, Dipak K.; Wu, Lilian S.-Y. Shrinkage estimation of contemporaneous outliers in concurrent time series. (English) Zbl 0937.62637 Commun. Stat., Simulation Comput. 25, No. 3, 643-656 (1996). MSC: 62M10 PDF BibTeX XML Cite \textit{N. Ravishanker} et al., Commun. Stat., Simulation Comput. 25, No. 3, 643--656 (1996; Zbl 0937.62637) Full Text: DOI
Nieto, Fabio H.; Martínez, Jorge A recursive approach for estimating missing observations in an univariate time series. (English) Zbl 0900.62489 Commun. Stat., Theory Methods 25, No. 9, 2101-2116 (1996). MSC: 62M10 PDF BibTeX XML Cite \textit{F. H. Nieto} and \textit{J. Martínez}, Commun. Stat., Theory Methods 25, No. 9, 2101--2116 (1996; Zbl 0900.62489) Full Text: DOI
Chen, Cha’o-Kuang; Tien, Tzu-Li A new forecasting method for time continuous model of dynamic system. (English) Zbl 0884.62101 Appl. Math. Comput. 80, No. 2-3, 225-244 (1996). MSC: 62M20 93C15 93E99 42A16 PDF BibTeX XML Cite \textit{C.-K. Chen} and \textit{T.-L. Tien}, Appl. Math. Comput. 80, No. 2--3, 225--244 (1996; Zbl 0884.62101) Full Text: DOI
He, Shuyuan A note on the asymptotic normality of sample autocorrelations for a linear stationary sequence. (English) Zbl 0859.62079 J. Multivariate Anal. 58, No. 2, 182-188 (1996). Reviewer: J.Anděl (Praha) MSC: 62M10 60B12 60F05 60G10 PDF BibTeX XML Cite \textit{S. He}, J. Multivariate Anal. 58, No. 2, 182--188 (1996; Zbl 0859.62079) Full Text: DOI