Lee, Cheng Few Time-series analysis: components, models, and forecasting. (English) Zbl 07283238 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific (ISBN 978-981-12-0241-4/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 979-1024 (2021). MSC: 62P05 62M10 62M20 PDF BibTeX XML Cite \textit{C. F. Lee}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 979--1024 (2021; Zbl 07283238) Full Text: DOI
Wang, Dongqing; Fan, Qiuhua; Ma, Yan An interactive maximum likelihood estimation method for multivariable Hammerstein systems. (English) Zbl 07289781 J. Franklin Inst. 357, No. 17, 12986-13005 (2020). MSC: 93E12 93E10 93C35 PDF BibTeX XML Cite \textit{D. Wang} et al., J. Franklin Inst. 357, No. 17, 12986--13005 (2020; Zbl 07289781) Full Text: DOI
Rajendran, Senthil Kumar Measures of efficiency of nearest neighbour balanced block designs for first order correlated models. (English) Zbl 07280221 Thail. Stat. 18, No. 3, 251-266 (2020). MSC: 62K10 62H20 62M10 PDF BibTeX XML Cite \textit{S. K. Rajendran}, Thail. Stat. 18, No. 3, 251--266 (2020; Zbl 07280221) Full Text: Link
Xie, Pengfei; Ye, Jimin; Wang, Junyuan Volatility estimation of multivariate ARMA-GARCH model. (English) Zbl 07266784 J. Harbin Inst. Technol. (N.S.) 27, No. 1, 36-43 (2020). MSC: 91G15 62P05 62M10 PDF BibTeX XML Cite \textit{P. Xie} et al., J. Harbin Inst. Technol. (N.S.) 27, No. 1, 36--43 (2020; Zbl 07266784) Full Text: DOI
Wei, Bowen; Chen, Liangjie; Li, Huokun; Yuan, Dongyang; Wang, Gang Optimized prediction model for concrete dam displacement based on signal residual amendment. (English) Zbl 07193065 Appl. Math. Modelling 78, 20-36 (2020). MSC: 62 74 PDF BibTeX XML Cite \textit{B. Wei} et al., Appl. Math. Modelling 78, 20--36 (2020; Zbl 07193065) Full Text: DOI
Adu, N.; Richardson, Gary; Tseng, Michael C. Periodogram ordinate: spatial model with near unit roots and dependent errors. (English) Zbl 07153432 Stat. Probab. Lett. 157, Article ID 108615, 9 p. (2020). MSC: 62M30 62M07 62M10 62M40 62E20 PDF BibTeX XML Cite \textit{N. Adu} et al., Stat. Probab. Lett. 157, Article ID 108615, 9 p. (2020; Zbl 07153432) Full Text: DOI
Gong, Xiao-Li; Liu, Xi-Hua; Xiong, Xiong; Zhuang, Xin-Tian Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles. (English) Zbl 1448.91283 Chaos Solitons Fractals 121, 129-136 (2019). MSC: 91G15 62M10 91B84 PDF BibTeX XML Cite \textit{X.-L. Gong} et al., Chaos Solitons Fractals 121, 129--136 (2019; Zbl 1448.91283) Full Text: DOI
Scherrer, Wolfgang; Deistler, Manfred Vector autoregressive moving average models. (English) Zbl 1439.62195 Vinod, Hrishikesh D. (ed.) et al., Conceptual econometrics using R. Amsterdam: Elsevier/North Holland. Handb. Stat. 41, 145-191 (2019). MSC: 62M10 62H12 62M20 PDF BibTeX XML Cite \textit{W. Scherrer} and \textit{M. Deistler}, Handb. Stat. 41, 145--191 (2019; Zbl 1439.62195) Full Text: DOI
Wang, Jiangli; Chen, Yu; Zhang, Weiping Parsimonious mean-covariance modeling for longitudinal data with ARMA errors. (English) Zbl 1434.62101 J. Syst. Sci. Complex. 32, No. 6, 1675-1692 (2019). MSC: 62H12 62M10 62J12 62P10 PDF BibTeX XML Cite \textit{J. Wang} et al., J. Syst. Sci. Complex. 32, No. 6, 1675--1692 (2019; Zbl 1434.62101) Full Text: DOI
Jiang, Xiao-Qian; Zhang, Lun-Chuan Stock price fluctuation prediction method based on time series analysis. (English) Zbl 1422.91804 Discrete Contin. Dyn. Syst., Ser. S 12, No. 4-5, 915-927 (2019). MSC: 91G99 62P05 62M10 91-08 PDF BibTeX XML Cite \textit{X.-Q. Jiang} and \textit{L.-C. Zhang}, Discrete Contin. Dyn. Syst., Ser. S 12, No. 4--5, 915--927 (2019; Zbl 1422.91804) Full Text: DOI
Liu, Jiao; Shi, Guoyou; Zhu, Kaige High-precision combined tidal forecasting model. (English) Zbl 07077440 Algorithms (Basel) 12, No. 3, Paper No. 65, 17 p. (2019). MSC: 62 86 PDF BibTeX XML Cite \textit{J. Liu} et al., Algorithms (Basel) 12, No. 3, Paper No. 65, 17 p. (2019; Zbl 07077440) Full Text: DOI
Ge, Zhengwei; Ding, Feng; Xu, Ling; Alsaedi, Ahmed; Hayat, Tasawar Gradient-based iterative identification method for multivariate equation-error autoregressive moving average systems using the decomposition technique. (English) Zbl 1406.93358 J. Franklin Inst. 356, No. 3, 1658-1676 (2019). MSC: 93E12 93E10 93C35 PDF BibTeX XML Cite \textit{Z. Ge} et al., J. Franklin Inst. 356, No. 3, 1658--1676 (2019; Zbl 1406.93358) Full Text: DOI
Ibrahim, Amr; Fawzy, Essam; Hassan, Ehab Using VARMA technique to measure the performance quality of E-service-FIFA2014. (English) Zbl 1433.62262 Far East J. Theor. Stat. 54, No. 5, 427-436 (2018). MSC: 62M10 62P99 PDF BibTeX XML Cite \textit{A. Ibrahim} et al., Far East J. Theor. Stat. 54, No. 5, 427--436 (2018; Zbl 1433.62262) Full Text: DOI
Omelchuk, Igor; Chyrka, Iurii A closed-form ARMA-based ML-estimator of a single-tone frequency. (English) Zbl 1435.94083 Circuits Syst. Signal Process. 37, No. 8, 3441-3456 (2018). MSC: 94A12 62M20 PDF BibTeX XML Cite \textit{I. Omelchuk} and \textit{I. Chyrka}, Circuits Syst. Signal Process. 37, No. 8, 3441--3456 (2018; Zbl 1435.94083) Full Text: DOI
Sukparungsee, Saowanit; Phantu, Suganya; Areepong, Yupaporn Explicit formula of average run length of moving average control chart for Poisson INMA(1) process. (English) Zbl 1426.62392 Adv. Appl. Stat. 52, No. 4, 235-250 (2018). MSC: 62P30 62M10 PDF BibTeX XML Cite \textit{S. Sukparungsee} et al., Adv. Appl. Stat. 52, No. 4, 235--250 (2018; Zbl 1426.62392) Full Text: DOI
Benth, Fred Espen; Süss, André Continuous-time autoregressive moving-average processes in Hilbert space. (English) Zbl 1450.62109 Celledoni, Elena (ed.) et al., Computation and combinatorics in dynamics, stochastics and control. The Abel symposium, Rosendal, Norway, August 16–19, 2016. Selected papers. Cham: Springer. Abel Symp. 13, 297-320 (2018). MSC: 62M10 62R10 60G65 46N30 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{A. Süss}, Abel Symp. 13, 297--320 (2018; Zbl 1450.62109) Full Text: DOI
Weiß, Christian H.; Scotto, Manuel G.; Möller, Tobias A.; Gouveia, Sónia The max-BARMA models for counts with bounded support. (English) Zbl 1414.62384 Stat. Probab. Lett. 143, 28-36 (2018). MSC: 62M10 62F10 PDF BibTeX XML Cite \textit{C. H. Weiß} et al., Stat. Probab. Lett. 143, 28--36 (2018; Zbl 1414.62384) Full Text: DOI
Sabzikar, Farzad; Surgailis, Donatas Invariance principles for tempered fractionally integrated processes. (English) Zbl 1409.60062 Stochastic Processes Appl. 128, No. 10, 3419-3438 (2018). MSC: 60G22 60F05 60F17 60G52 62M10 PDF BibTeX XML Cite \textit{F. Sabzikar} and \textit{D. Surgailis}, Stochastic Processes Appl. 128, No. 10, 3419--3438 (2018; Zbl 1409.60062) Full Text: DOI arXiv
Bowden, Ross S. Modelling joint autoregressive moving average processes. (Abstract of thesis). (English) Zbl 1401.62142 Bull. Aust. Math. Soc. 98, No. 2, 345-347 (2018). MSC: 62M10 60G10 62M07 PDF BibTeX XML Cite \textit{R. S. Bowden}, Bull. Aust. Math. Soc. 98, No. 2, 345--347 (2018; Zbl 1401.62142) Full Text: DOI
Rahul, T.; Balakrishnan, N.; Balakrishna, N. Time series with Birnbaum-Saunders marginal distributions. (English) Zbl 1400.62195 Appl. Stoch. Models Bus. Ind. 34, No. 4, 562-581 (2018). MSC: 62M10 62N05 62F12 62P20 PDF BibTeX XML Cite \textit{T. Rahul} et al., Appl. Stoch. Models Bus. Ind. 34, No. 4, 562--581 (2018; Zbl 1400.62195) Full Text: DOI
Zhang, Lili; Busababodhin, Piyapatr The \(\operatorname{ARIMA}(p,d,q)\) on upper sided of CUSUM procedure. (English) Zbl 1404.62149 Lobachevskii J. Math. 39, No. 3, 424-432 (2018). MSC: 62P30 62M10 PDF BibTeX XML Cite \textit{L. Zhang} and \textit{P. Busababodhin}, Lobachevskii J. Math. 39, No. 3, 424--432 (2018; Zbl 1404.62149) Full Text: DOI
Chen, Feiyan; Ding, Feng; Xu, Ling; Hayat, Tasawar Data filtering based maximum likelihood extended gradient method for multivariable systems with autoregressive moving average noise. (English) Zbl 1390.93879 J. Franklin Inst. 355, No. 7, 3381-3398 (2018). MSC: 93E25 93E10 93C35 PDF BibTeX XML Cite \textit{F. Chen} et al., J. Franklin Inst. 355, No. 7, 3381--3398 (2018; Zbl 1390.93879) Full Text: DOI
Velasco, Carlos; Lobato, Ignacio N. Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models. (English) Zbl 1401.62178 Ann. Stat. 46, No. 2, 555-579 (2018). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M10 62F12 PDF BibTeX XML Cite \textit{C. Velasco} and \textit{I. N. Lobato}, Ann. Stat. 46, No. 2, 555--579 (2018; Zbl 1401.62178) Full Text: DOI
Schäffler, Stefan Generalized stochastic processes. Modelling and applications of noise processes. Translated from the German. (English) Zbl 1436.60001 Compact Textbooks in Mathematics. Cham: Birkhäuser (ISBN 978-3-319-78767-1/pbk; 978-3-319-78768-8/ebook). xv, 183 p. (2018). Reviewer: Dora Seleši (Novi Sad) MSC: 60-01 60G20 60G35 60H05 60H10 60H15 60H30 60H40 PDF BibTeX XML Cite \textit{S. Schäffler}, Generalized stochastic processes. Modelling and applications of noise processes. Translated from the German. Cham: Birkhäuser (2018; Zbl 1436.60001) Full Text: DOI
Kevei, Péter Asymptotic moving average representation of high-frequency sampled multivariate CARMA processes. (English) Zbl 1387.62103 Ann. Inst. Stat. Math. 70, No. 2, 467-487 (2018). MSC: 62M10 62M15 PDF BibTeX XML Cite \textit{P. Kevei}, Ann. Inst. Stat. Math. 70, No. 2, 467--487 (2018; Zbl 1387.62103) Full Text: DOI
Dias, Gustavo Fruet; Kapetanios, George Estimation and forecasting in vector autoregressive moving average models for rich datasets. (English) Zbl 1378.62065 J. Econom. 202, No. 1, 75-91 (2018). MSC: 62M10 62M20 62F12 62P20 PDF BibTeX XML Cite \textit{G. F. Dias} and \textit{G. Kapetanios}, J. Econom. 202, No. 1, 75--91 (2018; Zbl 1378.62065) Full Text: DOI
Brockwell, Peter J.; Matsuda, Yasumasa Continuous auto-regressive moving average random fields on \(\mathbb{R}^n\). (English) Zbl 1411.62277 J. R. Stat. Soc., Ser. B, Stat. Methodol. 79, No. 3, 833-857 (2017). MSC: 62M40 62M10 60G51 PDF BibTeX XML Cite \textit{P. J. Brockwell} and \textit{Y. Matsuda}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 79, No. 3, 833--857 (2017; Zbl 1411.62277) Full Text: DOI
Nai, Wei; Liu, Lu; Wang, Shaoyin; Dong, Decun An EMD-SARIMA-based modeling approach for air traffic forecasting. (English) Zbl 07052077 Algorithms (Basel) 10, No. 4, Paper No. 139, 16 p. (2017). MSC: 90 62 PDF BibTeX XML Cite \textit{W. Nai} et al., Algorithms (Basel) 10, No. 4, Paper No. 139, 16 p. (2017; Zbl 07052077) Full Text: DOI
Mohammadi, Mohammad Prediction of \(\alpha\)-stable GARCH and ARMA-GARCH-M models. (English) Zbl 1397.62316 J. Forecast. 36, No. 7, 859-866 (2017). MSC: 62M10 62P12 62P20 91B84 PDF BibTeX XML Cite \textit{M. Mohammadi}, J. Forecast. 36, No. 7, 859--866 (2017; Zbl 1397.62316) Full Text: DOI
Phanyaem, Suvimol Average run length of cumulative sum control charts for \(\mathrm{SARMA}(1, 1)_{\mathrm{L}}\) models. (English) Zbl 1395.62137 Thail. Stat. 15, No. 2, 184-195 (2017). MSC: 62P30 62M10 PDF BibTeX XML Cite \textit{S. Phanyaem}, Thail. Stat. 15, No. 2, 184--195 (2017; Zbl 1395.62137)
Chen, Mengting; Ding, Feng; Xu, Ling; Hayat, Tasawar; Alsaedi, Ahmed Iterative identification algorithms for bilinear-in-parameter systems with autoregressive moving average noise. (English) Zbl 1380.93271 J. Franklin Inst. 354, No. 17, 7885-7898 (2017). MSC: 93E15 93C10 93E24 PDF BibTeX XML Cite \textit{M. Chen} et al., J. Franklin Inst. 354, No. 17, 7885--7898 (2017; Zbl 1380.93271) Full Text: DOI
Li, Zheng; Wang, Guoli Generalized predictive control of linear time-varying systems. (English) Zbl 1378.93046 J. Franklin Inst. 354, No. 4, 1819-1832 (2017). MSC: 93B40 93C05 PDF BibTeX XML Cite \textit{Z. Li} and \textit{G. Wang}, J. Franklin Inst. 354, No. 4, 1819--1832 (2017; Zbl 1378.93046) Full Text: DOI
Mei, Jingning; Shao, Q.; Liu, R. Efficient inference for parameters of unobservable periodic autoregressive time series. (English) Zbl 1373.62451 Commun. Stat., Theory Methods 46, No. 15, 7390-7408 (2017). MSC: 62M10 62G05 PDF BibTeX XML Cite \textit{J. Mei} et al., Commun. Stat., Theory Methods 46, No. 15, 7390--7408 (2017; Zbl 1373.62451) Full Text: DOI
Schäffler, Stefan Generalized stochastic processes. Modelling and application of technical noise processes. (Verallgemeinerte stochastische Prozesse. Modellierung und Anwendung technischer Rauschprozesse.) (German) Zbl 1382.60002 Berlin: Springer Spektrum (ISBN 978-3-662-54264-4/pbk; 978-3-662-54265-1/ebook). xv, 182 p. (2017). Reviewer: Dora Seleši (Novi Sad) MSC: 60-01 60G20 60G35 60H05 60H10 60H15 60H30 60H40 PDF BibTeX XML Cite \textit{S. Schäffler}, Verallgemeinerte stochastische Prozesse. Modellierung und Anwendung technischer Rauschprozesse. Berlin: Springer Spektrum (2017; Zbl 1382.60002) Full Text: DOI
Areepong, Yupaporn; Sukparungsee, Saowanit Explicit formulas of average run length of cumulative sum control chart for autoregressive integrated moving average with exogenous variable model. (English) Zbl 1370.62044 Adv. Appl. Stat. 50, No. 1, 21-36 (2017). MSC: 62P30 62L10 62M10 PDF BibTeX XML Cite \textit{Y. Areepong} and \textit{S. Sukparungsee}, Adv. Appl. Stat. 50, No. 1, 21--36 (2017; Zbl 1370.62044) Full Text: DOI Link
Liang, Rubing; Xia, Qiang; Pan, Jiazhu; Liu, Jinshan Testing a linear ARMA model against threshold-ARMA models: a Bayesian approach. (English) Zbl 1362.62172 Commun. Stat., Simulation Comput. 46, No. 2, 1302-1317 (2017). MSC: 62M10 62F10 62F15 PDF BibTeX XML Cite \textit{R. Liang} et al., Commun. Stat., Simulation Comput. 46, No. 2, 1302--1317 (2017; Zbl 1362.62172) Full Text: DOI
Brandes, Dirk-Philip Continuous time autoregressive moving average processes with random Lévy coefficients. (English) Zbl 1361.60066 ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 219-244 (2017). MSC: 60J60 60H10 60G51 60G10 60H05 62M10 PDF BibTeX XML Cite \textit{D.-P. Brandes}, ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 219--244 (2017; Zbl 1361.60066) Full Text: Link
Ding, Feng; Wang, Feifei; Xu, Ling; Wu, Minghu Decomposition based least squares iterative identification algorithm for multivariate pseudo-linear ARMA systems using the data filtering. (English) Zbl 1355.93190 J. Franklin Inst. 354, No. 3, 1321-1339 (2017). MSC: 93E12 93E24 PDF BibTeX XML Cite \textit{F. Ding} et al., J. Franklin Inst. 354, No. 3, 1321--1339 (2017; Zbl 1355.93190) Full Text: DOI
Guo, Hongyue; Liu, Xiaodong; Sun, Zhubin Multivariate time series prediction using a hybridization of VARMA models and Bayesian networks. (English) Zbl 07281656 J. Appl. Stat. 43, No. 16, 2897-2909 (2016). MSC: 62H12 62P20 PDF BibTeX XML Cite \textit{H. Guo} et al., J. Appl. Stat. 43, No. 16, 2897--2909 (2016; Zbl 07281656) Full Text: DOI
McElroy, Tucker S. Nonnested model comparisons for time series. (English) Zbl 07072161 Biometrika 103, No. 4, 905-914 (2016). MSC: 62P10 PDF BibTeX XML Cite \textit{T. S. McElroy}, Biometrika 103, No. 4, 905--914 (2016; Zbl 07072161) Full Text: DOI
Nguimkeu, Pierre An improved selection test between autoregressive and moving average disturbances in regression models. (English) Zbl 06835918 J. Time Ser. Econom. 8, No. 1, 41-54 (2016). MSC: 62J05 62F03 62M10 62P20 PDF BibTeX XML Cite \textit{P. Nguimkeu}, J. Time Ser. Econom. 8, No. 1, 41--54 (2016; Zbl 06835918) Full Text: DOI
Xia, Qiang; Wong, Heung Identification of threshold autoregressive moving average models. (English) Zbl 1367.62268 Li, Wai Keung (ed.) et al., Advances in time series methods and applications. The A. Ian McLeod festschrift, University of Ontario, ON, Canada, June 2–3, 2014. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-6567-0/hbk; 978-1-4939-6568-7/ebook). Fields Institute Communications 78, 195-214 (2016). MSC: 62M10 62M07 PDF BibTeX XML Cite \textit{Q. Xia} and \textit{H. Wong}, Fields Inst. Commun. 78, 195--214 (2016; Zbl 1367.62268) Full Text: DOI
Tai, M. T.; Yang, Y. X.; Ling, S. Q. Diagnostic checking for partially nonstationary multivariate ARMA models. (English) Zbl 1367.62265 Li, Wai Keung (ed.) et al., Advances in time series methods and applications. The A. Ian McLeod festschrift, University of Ontario, ON, Canada, June 2–3, 2014. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-6567-0/hbk; 978-1-4939-6568-7/ebook). Fields Institute Communications 78, 115-130 (2016). MSC: 62M10 91B84 PDF BibTeX XML Cite \textit{M. T. Tai} et al., Fields Inst. Commun. 78, 115--130 (2016; Zbl 1367.62265) Full Text: DOI
Sunthornwat, Rapin; Areepong, Yupaporn; Sukparungsee, Saowanit Numerical integral equation method of average run length on EWMA control chart for long-memory process with ARFIMA model. (English) Zbl 1370.65006 Proceedings of the 8th international conference in mathematics and its applications, ICMA-MU 2016, Bangkok, Thailand, December 17–19, 2016. Collection of full papers. Bangkok: Mahidol University, Centre of Excellence in Mathematics (CEM) (ISBN 978-616-279-956-3/pbk). 195-204 (2016). MSC: 65C60 62L05 62L20 62M10 PDF BibTeX XML Cite \textit{R. Sunthornwat} et al., in: Proceedings of the 8th international conference in mathematics and its applications, ICMA-MU 2016, Bangkok, Thailand, December 17--19, 2016. Collection of full papers. Bangkok: Mahidol University, Centre of Excellence in Mathematics (CEM). 195--204 (2016; Zbl 1370.65006)
Golembiovsky, D. Yu.; Denisov, D. V.; Petrovykh, A. S. Modeling futures price dynamics on the RTS and MICEX indices. (English. Russian original) Zbl 1367.91176 Mosc. Univ. Comput. Math. Cybern. 40, No. 4, 171-178 (2016); translation from Vestn. Mosk. Univ., Ser. XV 2016, No. 4, 25-32 (2016). MSC: 91G20 91G30 62P05 91G60 PDF BibTeX XML Cite \textit{D. Yu. Golembiovsky} et al., Mosc. Univ. Comput. Math. Cybern. 40, No. 4, 171--178 (2016; Zbl 1367.91176); translation from Vestn. Mosk. Univ., Ser. XV 2016, No. 4, 25--32 (2016) Full Text: DOI
Areepong, Yupaporn; Sukparungsee, Saowanit An explicit expression of average run length of exponentially weighted moving average control chart with ARIMA\((p,d,q)(P,D,Q)_L\) models. (English) Zbl 1359.62527 Adv. Appl. Stat. 49, No. 5, 369-385 (2016). MSC: 62P30 62F25 PDF BibTeX XML Cite \textit{Y. Areepong} and \textit{S. Sukparungsee}, Adv. Appl. Stat. 49, No. 5, 369--385 (2016; Zbl 1359.62527) Full Text: DOI Link
Bahçecitapar, Melike; Uysal, Mehmet Statistical power/sample size analysis for linear mixed effects models with \(MA(1)\) and \(ARMA(1,1)\) autocorrelated errors in longitudinal studies. (English) Zbl 06690603 Adv. Appl. Stat. 49, No. 3, 211-229 (2016). MSC: 62J12 PDF BibTeX XML Cite \textit{M. Bahçecitapar} and \textit{M. Uysal}, Adv. Appl. Stat. 49, No. 3, 211--229 (2016; Zbl 06690603) Full Text: DOI Link
Bao, Zhenhua; Wei, Longfei The deficit at ruin in a class of discrete time risk model with dependent structure. (Chinese. English summary) Zbl 1363.91029 Math. Pract. Theory 46, No. 11, 83-90 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Bao} and \textit{L. Wei}, Math. Pract. Theory 46, No. 11, 83--90 (2016; Zbl 1363.91029)
Bao, Zhenhua; Wei, Longfei Ruin problems for the discrete time risk process based on ARMA model. (Chinese. English summary) Zbl 1363.91028 J. Liaoning Norm. Univ., Nat. Sci. 39, No. 2, 145-150 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Bao} and \textit{L. Wei}, J. Liaoning Norm. Univ., Nat. Sci. 39, No. 2, 145--150 (2016; Zbl 1363.91028) Full Text: DOI
Gülerce, Mustafa; Ünal, Gazanfer Using wavelet analysis to uncover the co-movement behavior of multiple energy commodity prices. (English) Zbl 1414.91147 Int. J. Wavelets Multiresolut. Inf. Process. 14, No. 6, Article ID 1650047, 63 p. (2016). MSC: 91B25 65T60 62H20 62M10 PDF BibTeX XML Cite \textit{M. Gülerce} and \textit{G. Ünal}, Int. J. Wavelets Multiresolut. Inf. Process. 14, No. 6, Article ID 1650047, 63 p. (2016; Zbl 1414.91147) Full Text: DOI
Cavicchioli, Maddalena Statistical analysis of mixture vector autoregressive models. (English) Zbl 1373.62444 Scand. J. Stat. 43, No. 4, 1192-1213 (2016). MSC: 62M10 62F10 62P20 PDF BibTeX XML Cite \textit{M. Cavicchioli}, Scand. J. Stat. 43, No. 4, 1192--1213 (2016; Zbl 1373.62444) Full Text: DOI
Puplinskaitė, Donata; Surgailis, Donatas Aggregation of autoregressive random fields and anisotropic long-range dependence. (English) Zbl 1356.60082 Bernoulli 22, No. 4, 2401-2441 (2016). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60G60 60E07 60F05 60G10 PDF BibTeX XML Cite \textit{D. Puplinskaitė} and \textit{D. Surgailis}, Bernoulli 22, No. 4, 2401--2441 (2016; Zbl 1356.60082) Full Text: DOI Euclid arXiv
Taib, Che Mohd Imran Che Forward pricing in the shipping freight market. (English) Zbl 1336.60135 Japan J. Ind. Appl. Math. 33, No. 1, 3-23 (2016). MSC: 60H30 60H10 91B70 60G51 60G10 PDF BibTeX XML Cite \textit{C. M. I. C. Taib}, Japan J. Ind. Appl. Math. 33, No. 1, 3--23 (2016; Zbl 1336.60135) Full Text: DOI
Paichit, Piyaphon An integral equation procedure for average run length of control chart of ARX(\(p\)) processes. (English) Zbl 1335.62162 Far East J. Math. Sci. (FJMS) 99, No. 3, 359-381 (2016). MSC: 62P30 62P20 PDF BibTeX XML Cite \textit{P. Paichit}, Far East J. Math. Sci. (FJMS) 99, No. 3, 359--381 (2016; Zbl 1335.62162) Full Text: DOI Link
Tsukuma, Hisayuki Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition. (English) Zbl 1331.62068 J. Multivariate Anal. 145, 190-207 (2016). MSC: 62C20 62J07 62H12 PDF BibTeX XML Cite \textit{H. Tsukuma}, J. Multivariate Anal. 145, 190--207 (2016; Zbl 1331.62068) Full Text: DOI
Cheng, Raymond; Ross, William T. An inner-outer factorization in \(\ell^{p}\) with applications to ARMA processes. (English) Zbl 1336.47072 J. Math. Anal. Appl. 437, No. 1, 396-418 (2016). MSC: 47N30 62M10 60G10 47A68 PDF BibTeX XML Cite \textit{R. Cheng} and \textit{W. T. Ross}, J. Math. Anal. Appl. 437, No. 1, 396--418 (2016; Zbl 1336.47072) Full Text: DOI
Zhao, Haiyan; Huffer, Fred; Niu, Xu-Feng Time-varying coefficient models with ARMA-GARCH structures for longitudinal data analysis. (English) Zbl 07269548 J. Appl. Stat. 42, No. 2, 309-326 (2015). MSC: 62 PDF BibTeX XML Cite \textit{H. Zhao} et al., J. Appl. Stat. 42, No. 2, 309--326 (2015; Zbl 07269548) Full Text: DOI
Kumar, T. L. Mohan; Prajneshu Development of hybrid models for forecasting time-series data using nonlinear SVR enhanced by PSO. (English) Zbl 1423.62114 J. Stat. Theory Pract. 9, No. 4, 699-711 (2015). MSC: 62M10 62P20 62M20 PDF BibTeX XML Cite \textit{T. L. M. Kumar} and \textit{Prajneshu}, J. Stat. Theory Pract. 9, No. 4, 699--711 (2015; Zbl 1423.62114) Full Text: DOI
Benth, Fred Espen; Koekebakker, Steen; Taib, Che Mohd Imran Che Stochastic dynamical modelling of spot freight rates. (English) Zbl 1433.91198 IMA J. Manag. Math. 26, No. 3, 273-297 (2015). MSC: 91G70 60G51 91B70 PDF BibTeX XML Cite \textit{F. E. Benth} et al., IMA J. Manag. Math. 26, No. 3, 273--297 (2015; Zbl 1433.91198) Full Text: DOI
Wong, Tony Siu Tung Diagnostic check for heavy tail in linear time series. (English) Zbl 07035607 Stat. Methodol. 24, 1-11 (2015). MSC: 62 PDF BibTeX XML Cite \textit{T. S. T. Wong}, Stat. Methodol. 24, 1--11 (2015; Zbl 07035607) Full Text: DOI
Guo, Lanjie; Ding, Feng Least squares based iterative algorithm for pseudo-linear autoregressive moving average systems using the data filtering technique. (English) Zbl 1395.93581 J. Franklin Inst. 352, No. 10, 4339-4353 (2015). MSC: 93E24 93E11 93E12 93C10 93C05 93C35 PDF BibTeX XML Cite \textit{L. Guo} and \textit{F. Ding}, J. Franklin Inst. 352, No. 10, 4339--4353 (2015; Zbl 1395.93581) Full Text: DOI
Wang, Tianhao; Xia, Yingcun Whittle likelihood estimation of nonlinear autoregressive models with moving average residuals. (English) Zbl 1373.62460 J. Am. Stat. Assoc. 110, No. 511, 1083-1099 (2015). MSC: 62M10 62G07 62G20 62M15 PDF BibTeX XML Cite \textit{T. Wang} and \textit{Y. Xia}, J. Am. Stat. Assoc. 110, No. 511, 1083--1099 (2015; Zbl 1373.62460) Full Text: DOI
Areepong, Yupaporn; Sukparungsee, Saowanit Explicit formulas of average run length for ARIMA\((p,d,q)(P,D,Q)_L\) process of CUSUM control chart. (English) Zbl 1356.62231 Far East J. Math. Sci. (FJMS) 98, No. 8, 1021-1033 (2015). MSC: 62P30 62M10 62L10 PDF BibTeX XML Cite \textit{Y. Areepong} and \textit{S. Sukparungsee}, Far East J. Math. Sci. (FJMS) 98, No. 8, 1021--1033 (2015; Zbl 1356.62231) Full Text: DOI Link
Zhang, Yongli; Koreisha, Sergio Adaptive order determination for constructing time series forecasting models. (English) Zbl 1343.62074 Commun. Stat., Theory Methods 44, No. 22, 4826-4847 (2015). MSC: 62M10 62F07 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{S. Koreisha}, Commun. Stat., Theory Methods 44, No. 22, 4826--4847 (2015; Zbl 1343.62074) Full Text: DOI
Shan, Rui; Liu, Yaning; Liu, Wen An improved conjugate gradient parameter estimation for autoregressive integrated moving average model. (Chinese. English summary) Zbl 1340.62089 J. Henan Univ. Sci. Technol., Nat. Sci. 36, No. 4, 85-90 (2015). MSC: 62M10 62F10 PDF BibTeX XML Cite \textit{R. Shan} et al., J. Henan Univ. Sci. Technol., Nat. Sci. 36, No. 4, 85--90 (2015; Zbl 1340.62089)
Brockwell, Peter J.; Lindner, Alexander CARMA processes as solutions of integral equations. (English) Zbl 1356.60072 Stat. Probab. Lett. 107, 221-227 (2015). MSC: 60G51 60H10 PDF BibTeX XML Cite \textit{P. J. Brockwell} and \textit{A. Lindner}, Stat. Probab. Lett. 107, 221--227 (2015; Zbl 1356.60072) Full Text: DOI
Cheng, Raymond; Harris, Charles B. Mixed-norm spaces and prediction of \(\mathrm{S}\alpha\mathrm{S}\) moving averages. (English) Zbl 1334.60059 J. Time Ser. Anal. 36, No. 6, 853-875 (2015). Reviewer: Vjacheslav Vasiliev (Tomsk) MSC: 60G25 60G52 62M20 62M10 46N30 46E35 PDF BibTeX XML Cite \textit{R. Cheng} and \textit{C. B. Harris}, J. Time Ser. Anal. 36, No. 6, 853--875 (2015; Zbl 1334.60059) Full Text: DOI
Tong, Howell Threshold models in time series analysis – some reflections. (English) Zbl 1337.62281 J. Econom. 189, No. 2, 485-491 (2015). MSC: 62M10 62P20 62-02 65C60 91-02 PDF BibTeX XML Cite \textit{H. Tong}, J. Econom. 189, No. 2, 485--491 (2015; Zbl 1337.62281) Full Text: DOI
Demel, Samuel Seth; Du, Juan Spatio-temporal models for some data sets in continuous space and discrete time. (English) Zbl 06497335 Stat. Sin. 25, No. 1, 81-98 (2015). MSC: 62 PDF BibTeX XML Cite \textit{S. S. Demel} and \textit{J. Du}, Stat. Sin. 25, No. 1, 81--98 (2015; Zbl 06497335) Full Text: DOI
Cheng, Raymond Prediction of stationary Gaussian random fields with incomplete quarterplane past. (English) Zbl 1319.60107 J. Multivariate Anal. 139, 245-258 (2015). MSC: 60G60 60G15 60G25 62M20 PDF BibTeX XML Cite \textit{R. Cheng}, J. Multivariate Anal. 139, 245--258 (2015; Zbl 1319.60107) Full Text: DOI
Aue, Alexander; Dienes, Christopher; Fremdt, Stefan; Steinebach, Josef Reaction times of monitoring schemes for ARMA time series. (English) Zbl 1388.62246 Bernoulli 21, No. 2, 1238-1259 (2015). MSC: 62M10 62L10 PDF BibTeX XML Cite \textit{A. Aue} et al., Bernoulli 21, No. 2, 1238--1259 (2015; Zbl 1388.62246) Full Text: DOI Euclid arXiv
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
Gallego, José L.; Díaz, Carlos Cointegrated VARIMA models: specification and simulation. (English) Zbl 1312.93110 Commun. Stat., Simulation Comput. 44, No. 1, 66-70 (2015). MSC: 93E15 93E03 PDF BibTeX XML Cite \textit{J. L. Gallego} and \textit{C. Díaz}, Commun. Stat., Simulation Comput. 44, No. 1, 66--70 (2015; Zbl 1312.93110) Full Text: DOI
Benth, Fred Espen; Blanco, Sara Ana Solanilla Forward prices as functionals of the spot path in commodity markets modeled by Lévy semistationary processes. (English) Zbl 1337.91087 Int. J. Theor. Appl. Finance 18, No. 2, Article ID 1550010, 35 p. (2015). MSC: 91G20 60G51 60G10 62M10 62P05 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{S. A. S. Blanco}, Int. J. Theor. Appl. Finance 18, No. 2, Article ID 1550010, 35 p. (2015; Zbl 1337.91087) Full Text: DOI
Tsai, Henghsiu; Rachinger, Heiko; Lin, Edward M. H. Inference of seasonal long-memory time series with measurement error. (English) Zbl 1364.62228 Scand. J. Stat. 42, No. 1, 137-154 (2015). MSC: 62M10 62F10 62F03 62E20 PDF BibTeX XML Cite \textit{H. Tsai} et al., Scand. J. Stat. 42, No. 1, 137--154 (2015; Zbl 1364.62228) Full Text: DOI
Chen, Yu-chun; Cheng, Ming-Yen; Wu, Hau-Tieng Non-parametric and adaptive modelling of dynamic periodicity and trend with heteroscedastic and dependent errors. (English) Zbl 1411.62251 J. R. Stat. Soc., Ser. B, Stat. Methodol. 76, No. 3, 651-682 (2014). MSC: 62M10 62G05 62P10 62G08 PDF BibTeX XML Cite \textit{Y.-c. Chen} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 76, No. 3, 651--682 (2014; Zbl 1411.62251) Full Text: DOI
Kovtun, Vladimir; Giloni, Avi; Hurvich, Clifford Assessing the value of demand sharing in supply chains. (English) Zbl 1411.90052 Nav. Res. Logist. 61, No. 7, 515-531 (2014). MSC: 90B06 90B50 62M10 PDF BibTeX XML Cite \textit{V. Kovtun} et al., Nav. Res. Logist. 61, No. 7, 515--531 (2014; Zbl 1411.90052) Full Text: DOI
Paichit, Piyaphon; Areepong, Yupaporn; Sukparungsee, Saowanit Exact expression of average run length of EWMA chart for \(\mathrm{SARIMA(P,D,Q)}_L\) procedure. (English) Zbl 1341.62322 Int. J. Appl. Math. Stat. 52, No. 9, 62-73 (2014). MSC: 62P30 PDF BibTeX XML Cite \textit{P. Paichit} et al., Int. J. Appl. Math. Stat. 52, No. 9, 62--73 (2014; Zbl 1341.62322) Full Text: Link
Paichit, Piyaphon; Areepong, Yupaporn; Sukparungsee, Saowanit Average run length of EWMA chart for SARMA\((P,Q)_L\) processes. (English) Zbl 1307.62081 Far East J. Math. Sci. (FJMS) 93, No. 2, 229-241 (2014). MSC: 62F25 PDF BibTeX XML Cite \textit{P. Paichit} et al., Far East J. Math. Sci. (FJMS) 93, No. 2, 229--241 (2014; Zbl 1307.62081) Full Text: Link
Cang, Shuang; Yu, Hongnian A combination selection algorithm on forecasting. (English) Zbl 1305.62335 Eur. J. Oper. Res. 234, No. 1, 127-139 (2014). MSC: 62M20 62M45 68T05 94A15 PDF BibTeX XML Cite \textit{S. Cang} and \textit{H. Yu}, Eur. J. Oper. Res. 234, No. 1, 127--139 (2014; Zbl 1305.62335) Full Text: DOI
Baumgarten, Christoph Survival probabilities of autoregressive processes. (English) Zbl 1339.60030 ESAIM, Probab. Stat. 18, 145-170 (2014). MSC: 60F99 60G50 60G15 PDF BibTeX XML Cite \textit{C. Baumgarten}, ESAIM, Probab. Stat. 18, 145--170 (2014; Zbl 1339.60030) Full Text: DOI arXiv
Wang, Zhenlei; Tang, Ku; Wang, Xin A multi-model soft sensing method based on D-S and ARIMA model. (Chinese. English summary) Zbl 1313.68131 Control Decis. 29, No. 7, 1160-1166 (2014). MSC: 68T05 93C95 PDF BibTeX XML Cite \textit{Z. Wang} et al., Control Decis. 29, No. 7, 1160--1166 (2014; Zbl 1313.68131) Full Text: DOI
Phanyaem, Suvimol; Areepong, Yupaporn; Sukparungsee, Saowanit Explicit formulas of average run length for \(\mathrm{ARMA}(1, 1)\) process of CUSUM control chart. (English) Zbl 1305.62325 Far East J. Math. Sci. (FJMS) 90, No. 2, 211-224 (2014). MSC: 62M10 PDF BibTeX XML Cite \textit{S. Phanyaem} et al., Far East J. Math. Sci. (FJMS) 90, No. 2, 211--224 (2014; Zbl 1305.62325) Full Text: Link
Fiori, Simone Auto-regressive moving-average discrete-time dynamical systems and autocorrelation functions on real-valued Riemannian matrix manifolds. (English) Zbl 1351.37264 Discrete Contin. Dyn. Syst., Ser. B 19, No. 9, 2785-2808 (2014). MSC: 37M10 53C21 65P99 PDF BibTeX XML Cite \textit{S. Fiori}, Discrete Contin. Dyn. Syst., Ser. B 19, No. 9, 2785--2808 (2014; Zbl 1351.37264) Full Text: DOI
Withers, Christopher S.; Nadarajah, Saralees The distribution of the maximum of the multivariate \(\mathrm{AR}(p)\) and multivariate \(\mathrm{MA}(p)\) processes. (English) Zbl 1302.62033 Stat. Probab. Lett. 95, 48-56 (2014). MSC: 62E15 62M10 62H10 PDF BibTeX XML Cite \textit{C. S. Withers} and \textit{S. Nadarajah}, Stat. Probab. Lett. 95, 48--56 (2014; Zbl 1302.62033) Full Text: DOI
Mathew, Angel System availability behavior of some stationary dependent sequences. (English) Zbl 1288.62152 Stat. Probab. Lett. 84, 17-21 (2014). MSC: 62N05 90B25 62M10 PDF BibTeX XML Cite \textit{A. Mathew}, Stat. Probab. Lett. 84, 17--21 (2014; Zbl 1288.62152) Full Text: DOI
Chen, Han-Fu; Zhao, Wenxiao Recursive identification and parameter estimation. (English) Zbl 1381.93003 Boca Raton, FL: CRC Press (ISBN 978-1-4665-6884-6/hbk; 978-1-138-03428-0/pbk; 978-1-4665-6886-0/ebook). xvii, 411 p. (2014). MSC: 93-02 93E12 93E10 90C15 93C10 PDF BibTeX XML Cite \textit{H.-F. Chen} and \textit{W. Zhao}, Recursive identification and parameter estimation. Boca Raton, FL: CRC Press (2014; Zbl 1381.93003) Full Text: DOI
Oyet, Alwell J.; Ogbonna, Chukwudi Studentized partial score tests for variances in longitudinal data. (English) Zbl 06251183 Int. J. Wavelets Multiresolut. Inf. Process. 12, No. 1, Article ID 1450002, 20 p. (2014). MSC: 62G10 62J02 PDF BibTeX XML Cite \textit{A. J. Oyet} and \textit{C. Ogbonna}, Int. J. Wavelets Multiresolut. Inf. Process. 12, No. 1, Article ID 1450002, 20 p. (2014; Zbl 06251183) Full Text: DOI
Silvestrov, Dmitrii S. American-type options. Stochastic approximation methods. Volume 1. (English) Zbl 1282.91007 De Gruyter Studies in Mathematics 56. Berlin: de Gruyter (ISBN 978-3-11-032967-4/hbk; 978-3-11-032982-7/ebook). x, 509 p. (2014). Reviewer: Iulian Stoleriu (Iaşi) MSC: 91-02 91G20 60G40 62L20 62P05 60J20 60G50 91B70 91G60 PDF BibTeX XML Cite \textit{D. S. Silvestrov}, American-type options. Stochastic approximation methods. Volume 1. Berlin: de Gruyter (2014; Zbl 1282.91007) Full Text: Link
Gupta, Syamantak Datta; Mazumdar, Ravi R.; Glynn, Peter On the convergence of the spectrum of finite order approximations of stationary time series. (English) Zbl 1328.62519 J. Multivariate Anal. 121, 1-21 (2013). MSC: 62M10 62F12 37M10 60F25 60G10 60G99 62J99 PDF BibTeX XML Cite \textit{S. D. Gupta} et al., J. Multivariate Anal. 121, 1--21 (2013; Zbl 1328.62519) Full Text: DOI
Shi, Guogang; Xiang, Qiaojun; Guo, Jianhua; Zhang, Hongxin Effect of aggregation interval on vehicular traffic flow heteroscedasticity. (English) Zbl 1313.90052 J. Southeast Univ., Engl. Ed. 29, No. 4, 445-449 (2013). MSC: 90B20 90B15 91B84 62P20 PDF BibTeX XML Cite \textit{G. Shi} et al., J. Southeast Univ., Engl. Ed. 29, No. 4, 445--449 (2013; Zbl 1313.90052) Full Text: DOI
Mohamed, Rania Ahmed Hamed A comparison between the models ARIMA/GARCH and artificial neural networks in modeling financial returns to the Arab republic of Egypt market securities. (English) Zbl 1284.62567 Adv. Appl. Stat. 36, No. 2, 131-150 (2013). MSC: 62M10 62P05 62M45 65C60 PDF BibTeX XML Cite \textit{R. A. H. Mohamed}, Adv. Appl. Stat. 36, No. 2, 131--150 (2013; Zbl 1284.62567) Full Text: Link
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
Anderson, Paul L.; Meerschaert, Mark M.; Zhang, Kai Forecasting with prediction intervals for periodic autoregressive moving average models. (English) Zbl 1274.62635 J. Time Ser. Anal. 34, No. 2, 187-193 (2013). MSC: 62M20 62M10 62F25 62P12 PDF BibTeX XML Cite \textit{P. L. Anderson} et al., J. Time Ser. Anal. 34, No. 2, 187--193 (2013; Zbl 1274.62635) Full Text: DOI
Roininen, Lassi; Lehtinen, Markku S. Perfect pulse-compression coding via ARMA algorithms and unimodular transfer functions. (English) Zbl 1266.68108 Inverse Probl. Imaging 7, No. 2, 649-661 (2013). MSC: 68P30 94A12 93E11 93E03 PDF BibTeX XML Cite \textit{L. Roininen} and \textit{M. S. Lehtinen}, Inverse Probl. Imaging 7, No. 2, 649--661 (2013; Zbl 1266.68108) Full Text: DOI
Yeh, Hsiaw-Chan General multivariate Weibull processes. (English) Zbl 1291.60070 Commun. Stat., Theory Methods 42, No. 4, 692-715 (2013). Reviewer: Miroslav M. Ristic (Niš) MSC: 60G10 60J05 62E15 PDF BibTeX XML Cite \textit{H.-C. Yeh}, Commun. Stat., Theory Methods 42, No. 4, 692--715 (2013; Zbl 1291.60070) Full Text: DOI
Androulakis, E.; Angelopoulos, P.; Koukouvinos, C. A comparison of three-level orthogonal arrays in the presence of different correlation structures in observations. (English) Zbl 1347.62159 Commun. Stat., Simulation Comput. 42, No. 3, 552-569 (2013). MSC: 62K05 62K20 62M10 PDF BibTeX XML Cite \textit{E. Androulakis} et al., Commun. Stat., Simulation Comput. 42, No. 3, 552--569 (2013; Zbl 1347.62159) Full Text: DOI
Marelli, Damián; You, Keyou; Fu, Minyue Identification of ARMA models using intermittent and quantized output observations. (English) Zbl 1259.93125 Automatica 49, No. 2, 360-369 (2013). MSC: 93E12 93E25 PDF BibTeX XML Cite \textit{D. Marelli} et al., Automatica 49, No. 2, 360--369 (2013; Zbl 1259.93125) Full Text: DOI
Qiu, Debin; Shao, Qin; Yang, Lijian Efficient inference for autoregressive coefficients in the presence of trends. (English) Zbl 1255.62279 J. Multivariate Anal. 114, 40-53 (2013). MSC: 62M10 62G08 62G20 65C60 PDF BibTeX XML Cite \textit{D. Qiu} et al., J. Multivariate Anal. 114, 40--53 (2013; Zbl 1255.62279) Full Text: DOI
Li, Junhong Parameter estimation for Hammerstein CARARMA systems based on the Newton iteration. (English) Zbl 1255.65119 Appl. Math. Lett. 26, No. 1, 91-96 (2013). MSC: 65K10 93C10 93C15 93B30 PDF BibTeX XML Cite \textit{J. Li}, Appl. Math. Lett. 26, No. 1, 91--96 (2013; Zbl 1255.65119) Full Text: DOI