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Krafty, Robert T. Discriminant analysis of time series in the presence of within-group spectral variability. (English) Zbl 1359.62374 J. Time Ser. Anal. 37, No. 4, 435-450 (2016). MSC: 62M10 62F12 62M15 62H30 PDFBibTeX XMLCite \textit{R. T. Krafty}, J. Time Ser. Anal. 37, No. 4, 435--450 (2016; Zbl 1359.62374) Full Text: DOI arXiv Link
Kunihama, Tsuyoshi; Omori, Yasuhiro; Zhang, Zhengjun Efficient estimation and particle filter for max-stable processes. (English) Zbl 1300.62094 J. Time Ser. Anal. 33, No. 1, 61-80 (2012). MSC: 62M20 60G70 60G52 62F15 60J22 62P05 91G70 91B84 PDFBibTeX XMLCite \textit{T. Kunihama} et al., J. Time Ser. Anal. 33, No. 1, 61--80 (2012; Zbl 1300.62094) Full Text: DOI Link
Cai, Yuzhi Multi-variate time-series simulation. (English) Zbl 1294.62191 J. Time Ser. Anal. 32, No. 5, 566-579 (2011). MSC: 62M10 62H12 62P12 PDFBibTeX XMLCite \textit{Y. Cai}, J. Time Ser. Anal. 32, No. 5, 566--579 (2011; Zbl 1294.62191) Full Text: DOI
Gong, Zhiyun; Kiessler, Peter; Lund, Robert A prediction-residual approach for identifying rare events in periodic time series. (English) Zbl 1294.62201 J. Time Ser. Anal. 32, No. 4, 407-419 (2011). MSC: 62M10 60G70 62P12 PDFBibTeX XMLCite \textit{Z. Gong} et al., J. Time Ser. Anal. 32, No. 4, 407--419 (2011; Zbl 1294.62201) Full Text: DOI
Elek, Péter; Márkus, Lászlo A light-tailed conditionally heteroscedastic model with applications to river flows. (English) Zbl 1164.62044 J. Time Ser. Anal. 29, No. 1, 14-36 (2008). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 62F12 86A05 62M20 PDFBibTeX XMLCite \textit{P. Elek} and \textit{L. Márkus}, J. Time Ser. Anal. 29, No. 1, 14--36 (2008; Zbl 1164.62044) Full Text: DOI