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Found 79 Documents (Results 1–79)

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
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1-resiliency of bipermutive cellular automata rules. (English) Zbl 1336.68170

Kari, Jarkko (ed.) et al., Cellular automata and discrete complex systems. 19th international workshop, AUTOMATA 2013, Gießen, Germany, September 17–19, 2013. Proceedings. Berlin: Springer (ISBN 978-3-642-40866-3/pbk). Lecture Notes in Computer Science 8155, 110-123 (2013).
MSC:  68Q80 94A60
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Using “surrogate surrogate data” to calibrate the actual rate of false positives in tests for nonlinearity in time series. (English) Zbl 0863.58055

Cutler, Colleen D. (ed.) et al., Nonlinear dynamics and time series: building a bridge between the natural and statistical sciences. Proceedings of the workshop, Montréal, Canada, July 1995. Providence, RI: American Mathematical Society. Fields Inst. Commun. 11, 99-113 (1997).
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Gaussianity and nonlinearity of foreign exchange rates. (English) Zbl 0919.62132

Dodge, Yadolah (ed.), \(L_1\)-statistical procedures and related topics. Papers of the 3rd international conference on \(L_1\) norm and related methods held in Neuchâtel, Switzerland, August 11–15, 1997. Hayward, CA: IMS, Institute of Mathematical Statistics. IMS Lect. Notes, Monogr. Ser. 31, 337-350 (1997).
MSC:  62P20 62M10 62M15
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