×

Found 2,008 Documents (Results 301–400)

Generalised partial autocorrelations and the mutual information between past and future. (English) Zbl 1354.60037

Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 303-315 (2016).
MSC:  60G10 62M09 62M15
PDFBibTeX XMLCite
Full Text: DOI Link

The different asymptotic regimes of nearly unstable autoregressive processes. (English) Zbl 1354.60046

Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 283-301 (2016).
MSC:  60G50 60F17 60G55
PDFBibTeX XMLCite
Full Text: DOI arXiv

On the time-reversibility of integer-valued autoregressive processes of general order. (English) Zbl 1351.62171

Steland, Ansgar (ed.) et al., Stochastic models, statistics and their applications. Collected papers based on the presentations at the 12th workshop, Wrocław, Poland, February 2015. Cham: Springer (ISBN 978-3-319-13880-0/hbk; 978-3-319-13881-7/ebook). Springer Proceedings in Mathematics & Statistics 122, 169-177 (2015).
MSC:  62M10
PDFBibTeX XMLCite
Full Text: DOI

Nonlinear time series models and model selection. (English) Zbl 1407.62307

Ma, Jun (ed.) et al., Recent advances in estimating nonlinear models. With applications in economics and finance. New York, NY: Springer. 99-121 (2014).
MSC:  62M10 62M02 62P20
PDFBibTeX XMLCite
Full Text: DOI

Testing for a Markov-switching mean in serially correlated data. (English) Zbl 1407.62303

Ma, Jun (ed.) et al., Recent advances in estimating nonlinear models. With applications in economics and finance. New York, NY: Springer. 85-97 (2014).
PDFBibTeX XMLCite
Full Text: DOI

On evaluation of discrete states of hidden Markov chain under uncertainty conditions. (English) Zbl 1356.60112

Dudin, Alexander (ed.) et al., Information technologies and mathematical modelling. 13th international scientific conference, named after A. F. Terpugov, ITMM 2014, Anzhero-Sudzhensk, Russia, November 20–22, 2014. Proceedings. Cham: Springer (ISBN 978-3-319-13670-7/pbk; 978-3-319-13671-4/ebook). Communications in Computer and Information Science 487, 422-431 (2014).
PDFBibTeX XMLCite
Full Text: DOI

Tail dependence of a Pareto process. (English) Zbl 1319.60115

Pacheco, António (ed.) et al., New advances in statistical modeling and applications. Selected papers based on the presentations at the 19th annual congress of the Portuguese Statistical Society, SPE 2011, September 28 – October 1, 2011. Cham: Springer (ISBN 978-3-319-05322-6/hbk; 978-3-319-05323-3/ebook). Studies in Theoretical and Applied Statistics. Selected Papers of the Statistical Societies, 177-185 (2014).
MSC:  60G70
PDFBibTeX XMLCite
Full Text: DOI

Filter Results by …

Document Type

all top 5

Author

all top 5

Serial

all top 5

Year of Publication

all top 3

Main Field

Biographic Reference

all top 3

Software