Kowalski, Aleksander; Szynal, Dominik On prediction in time-dependent \(L^ 1\)-ARMA models. (English) Zbl 0817.62079 Kasprzak, Wacław (ed.) et al., Proceedings of the 1989 COSMEX meeting on stochastic methods in experimental sciences, held in Szklarska Poreba, Poland, 8-14 September, 1989. Singapore: World Scientific. 275-286 (1990). MSC: 62M20 PDFBibTeX XMLCite \textit{A. Kowalski} and \textit{D. Szynal}, in: Proceedings of the 1989 COSMEX meeting on stochastic methods in experimental sciences, held in Szklarska Poreba, Poland, 8-14 September, 1989. Singapore: World Scientific. 275--286 (1990; Zbl 0817.62079)
Hosoya, Yuzo; Taniguchi, Masanobu Higher-order asymptotic theory of time-series analysis. (English. Japanese original) Zbl 0755.62065 Sugaku Expo. 4, No. 2, 223-249 (1991); translation from Sûgaku 42, No. 1, 48-67 (1990). Reviewer: J.Anděl (Praha) MSC: 62M10 62F12 62F05 PDFBibTeX XMLCite \textit{Y. Hosoya} and \textit{M. Taniguchi}, Sugaku Expo. 4, No. 2, 223--249 (1990; Zbl 0755.62065); translation from Sûgaku 42, No. 1, 48--67 (1990)
Tong, Howell Non-linear time series. A dynamical system approach. (English) Zbl 0716.62085 Oxford Statistical Science Series, 6. Oxford: Clarendon Press. xvi, 564 p. £50.00 (1990). Reviewer: J.Anděl MSC: 62M10 62-01 62M20 62-02 34D08 39A11 PDFBibTeX XMLCite \textit{H. Tong}, Non-linear time series. A dynamical system approach. Oxford: Clarendon Press (1990; Zbl 0716.62085)
Błachuta, Marian; Polański, Andrzej Representations of discrete Gauss-Markov processes versus symmetric solutions to the Riccati equation. (Polish. English, Russian summaries) Zbl 0729.60026 Arch. Autom. Telemech. 35, No. 3-4, 177-190 (1990). MSC: 60G10 93E25 60G25 PDFBibTeX XMLCite \textit{M. Błachuta} and \textit{A. Polański}, Arch. Autom. Telemech. 35, No. 3--4, 177--190 (1990; Zbl 0729.60026)
Moklyachuk, M. P. Minimax extrapolation and autoregression-moving average processes. (English. Russian original) Zbl 0721.62092 Theory Probab. Math. Stat. 41, 77-84 (1990); translation from Teor. Veroyatn. Mat. Stat., Kiev 41, 66-74 (1989). MSC: 62M15 62M10 60G10 PDFBibTeX XMLCite \textit{M. P. Moklyachuk}, Theory Probab. Math. Stat. 41, 77--84 (1990; Zbl 0721.62092); translation from Teor. Veroyatn. Mat. Stat., Kiev 41, 66--74 (1989)
Lii, Keh-Shin Identification and estimation of non-Gaussian ARMA processes. (English) Zbl 0714.93057 IEEE Trans. Acoust. Speech Signal Process. 38, No. 7, 1266-1276 (1990). MSC: 93E12 93E10 62M20 41A21 PDFBibTeX XMLCite \textit{K.-S. Lii}, IEEE Trans. Acoust. Speech Signal Process. 38, No. 7, 1266--1276 (1990; Zbl 0714.93057) Full Text: DOI
Veres, Sándor M. Relations between information criteria for model-structure selection. I: The role of Bayesian model order estimation. (English) Zbl 0713.62031 Int. J. Control 52, No. 2, 389-408 (1990). MSC: 62F15 62M10 62B10 62F10 PDFBibTeX XMLCite \textit{S. M. Veres}, Int. J. Control 52, No. 2, 389--408 (1990; Zbl 0713.62031) Full Text: DOI
Giannakis, Georgios B. On the identifiability of non-Gaussian ARMA models using cumulants. (English) Zbl 0709.93080 IEEE Trans. Autom. Control 35, No. 1, 18-26 (1990). MSC: 93E12 PDFBibTeX XMLCite \textit{G. B. Giannakis}, IEEE Trans. Autom. Control 35, No. 1, 18--26 (1990; Zbl 0709.93080) Full Text: DOI
Koreisha, Sergio; Pukkila, Tarmo Linear methods for estimating ARMA and regression models with serial correlation. (English) Zbl 0707.62184 Commun. Stat., Simulation Comput. 19, No. 1, 71-102 (1990). MSC: 62M10 62F10 PDFBibTeX XMLCite \textit{S. Koreisha} and \textit{T. Pukkila}, Commun. Stat., Simulation Comput. 19, No. 1, 71--102 (1990; Zbl 0707.62184) Full Text: DOI
Nehorai, Arye; Starer, David Adaptive pole estimation. (English) Zbl 0706.62083 IEEE Trans. Acoust. Speech Signal Process. 38, No. 5, 825-838 (1990). MSC: 62M10 62F35 62N99 PDFBibTeX XMLCite \textit{A. Nehorai} and \textit{D. Starer}, IEEE Trans. Acoust. Speech Signal Process. 38, No. 5, 825--838 (1990; Zbl 0706.62083) Full Text: DOI
Berlinet, Alain; van Cutsem, Bernard Sequence transformations: A common domain to numerical analysis and statistics. (English) Zbl 0705.65110 Cah. Cent. Étud. Rech. Opér. 32, No. 1-3, 15-35 (1990). Reviewer: J.Antoch MSC: 65C99 65C10 65Q05 94A60 62M10 PDFBibTeX XMLCite \textit{A. Berlinet} and \textit{B. van Cutsem}, Cah. Cent. Étud. Rech. Opér. 32, No. 1--3, 15--35 (1990; Zbl 0705.65110)
Hemerly, Elder M.; Fragoso, Marcelo D. Will the PLS criterion for order estimation work with AML and a posteriori prediction error? (English) Zbl 0703.93069 Syst. Control Lett. 14, No. 1, 79-92 (1990). MSC: 93E10 PDFBibTeX XMLCite \textit{E. M. Hemerly} and \textit{M. D. Fragoso}, Syst. Control Lett. 14, No. 1, 79--92 (1990; Zbl 0703.93069) Full Text: DOI
Bohte, Zvonimir; Čepar, Drago; Motnikar, Barbara Confidence level for the region of single time series forecasts with different lead times. (English) Zbl 0702.62091 Operations research, Proc. 14th Symp., Ulm/FRG 1989, Methods Oper. Res. 62, 503-509 (1990). MSC: 62M20 62F25 PDFBibTeX XML
Wahlberg, Bo ARMA spectral estimation of narrow-band processes via model reduction. (English) Zbl 0702.62090 IEEE Trans. Acoust. Speech Signal Process. 38, No. 7, 1144-1154 (1990). MSC: 62M15 PDFBibTeX XMLCite \textit{B. Wahlberg}, IEEE Trans. Acoust. Speech Signal Process. 38, No. 7, 1144--1154 (1990; Zbl 0702.62090) Full Text: DOI
Bole, Velimir; Čepar, Drago; Radalj, Zoran Estimating missing values in time series. (English) Zbl 0702.62088 Operations research, Proc. 14th Symp., Ulm/FRG 1989, Methods Oper. Res. 62, 511-516 (1990). MSC: 62M10 62M20 PDFBibTeX XML
Barrat, M.; Lecluse, Y.; Slamani, Y. Étude comparative de différents modèles mathématiques pour la prédiction des niveaux de pollution atmosphérique. Analyse univariable. (Comparative study of different mathematical models for the prediction of atmospheric pollution levels. Univariable analysis.). (French) Zbl 0701.90023 RAIRO, Autom. Prod. Inf. Ind. 24, No. 3, 283-298 (1990). MSC: 91B76 91B84 PDFBibTeX XMLCite \textit{M. Barrat} et al., RAIRO, Autom. Prod. Inf. Ind. 24, No. 3, 283--298 (1990; Zbl 0701.90023)
Anderson, Oliver D.; De Gooijer, Jan G. Discrimination between nonstationary and nearly nonstationary processes, and its effect on forecasting. (English) Zbl 0699.62092 RAIRO, Rech. Opér. 24, No. 1, 67-91 (1990). MSC: 62M20 62M10 PDFBibTeX XMLCite \textit{O. D. Anderson} and \textit{J. G. De Gooijer}, RAIRO, Rech. Opér. 24, No. 1, 67--91 (1990; Zbl 0699.62092) Full Text: DOI EuDML
Mélard, Guy Méthodes numériques dans la modélisation de séries chronologiques. (Numerical methods in time series modelling). (French) Zbl 0697.62088 Cah. Cent. Étud. Rech. Opér. 32, No. 1-3, 153-180 (1990). MSC: 62M10 65C99 PDFBibTeX XMLCite \textit{G. Mélard}, Cah. Cent. Étud. Rech. Opér. 32, No. 1--3, 153--180 (1990; Zbl 0697.62088)
Tran, Lanh Tat Rank statistics for serial dependence. (English) Zbl 0685.62073 J. Stat. Plann. Inference 24, No. 2, 215-232 (1990). MSC: 62M10 62E20 62G10 PDFBibTeX XMLCite \textit{L. T. Tran}, J. Stat. Plann. Inference 24, No. 2, 215--232 (1990; Zbl 0685.62073) Full Text: DOI