Declerck, Philippe Predictability and control synthesis. (English) Zbl 1274.93188 Kybernetika 35, No. 1, 25-38 (1999). MSC: 93C65 93B25 93B50 PDFBibTeX XMLCite \textit{P. Declerck}, Kybernetika 35, No. 1, 25--38 (1999; Zbl 1274.93188) Full Text: Link
Hsu, Nan-Jung; Ray, Bonnie K.; Breidt, F. Jay Bayesian estimation of common long-range dependent models. (English) Zbl 0984.62017 Grigelionis, B. (ed.) et al., Probability theory and mathematical statistics. Proceedings of the 7th international Vilnius conference, Vilnius, Lithuania, August, 12-18, 1998. Vilnius: TEV. 311-324 (1999). MSC: 62F15 62M10 86A32 PDFBibTeX XMLCite \textit{N.-J. Hsu} et al., in: Probability theory and mathematical statistics. Proceedings of the 7th international Vilnius conference, Vilnius, Lithuania, August, 12--18, 1998. Vilnius: TEV; Utrecht: VSP. 311--324 (1999; Zbl 0984.62017)
Hwang, Chyi; Hwang, Jyh-Haur; Tsay, Sun-Yuan The evaluation of cross-correlation sequences for 2-D ARMA processes. (English) Zbl 0984.94008 IEEE Trans. Circuits Syst., II, Analog Digit. Signal Process. 46, No. 8, 1064-1072 (1999). MSC: 94A12 93E11 PDFBibTeX XMLCite \textit{C. Hwang} et al., IEEE Trans. Circuits Syst., II, Analog Digit. Signal Process. 46, No. 8, 1064--1072 (1999; Zbl 0984.94008) Full Text: DOI
Deng, Zili; Xu, Yan New approaches to Wiener filtering and Kalman filtering for descriptor systems. (Chinese. English summary) Zbl 0978.93073 Control Theory Appl. 16, No. 5, 634-638 (1999). Reviewer: Yu Wenhuan (Tianjin) MSC: 93E10 93C55 93C35 93E15 PDFBibTeX XMLCite \textit{Z. Deng} and \textit{Y. Xu}, Control Theory Appl. 16, No. 5, 634--638 (1999; Zbl 0978.93073)
Lin, T. C.; Pourahmadi, M.; Schick, A. Regression models with time series errors. (English) Zbl 0956.62082 J. Time Ser. Anal. 20, No. 4, 425-434 (1999). Reviewer: A.V.Swishchuk (Kyïv) MSC: 62M10 62J02 62G08 41A15 PDFBibTeX XMLCite \textit{T. C. Lin} et al., J. Time Ser. Anal. 20, No. 4, 425--434 (1999; Zbl 0956.62082) Full Text: DOI
García Ben, Marta; Martinez, Elena J.; Yohai, Victor J. Robust estimation in vector autoregressive moving-average models. (English) Zbl 0956.62074 J. Time Ser. Anal. 20, No. 4, 381-400 (1999). Reviewer: A.V.Swishchuk (Kyïv) MSC: 62M10 62F35 62H15 62H12 PDFBibTeX XMLCite \textit{M. García Ben} et al., J. Time Ser. Anal. 20, No. 4, 381--400 (1999; Zbl 0956.62074) Full Text: DOI
Allen, Michael; Datta, Somnath A note on bootstrapping \(M\)-estimators in ARMA models. (English) Zbl 0956.62073 J. Time Ser. Anal. 20, No. 4, 365-380 (1999). Reviewer: A.V.Swishchuk (Kyïv) MSC: 62M10 62F40 62F10 65C60 PDFBibTeX XMLCite \textit{M. Allen} and \textit{S. Datta}, J. Time Ser. Anal. 20, No. 4, 365--380 (1999; Zbl 0956.62073) Full Text: DOI
Resnick, Sidney; Samorodnitsky, Gennady; Xue, Fang How misleading can sample ACFs of stable MAs be? (Very!). (English) Zbl 0959.62076 Ann. Appl. Probab. 9, No. 3, 797-817 (1999). MSC: 62M10 62G32 60E07 60G70 PDFBibTeX XMLCite \textit{S. Resnick} et al., Ann. Appl. Probab. 9, No. 3, 797--817 (1999; Zbl 0959.62076) Full Text: DOI
Dacunha-Castelle, D.; Gassiat, E. Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes. (English) Zbl 0957.62073 Ann. Stat. 27, No. 4, 1178-1209 (1999). MSC: 62M10 62F05 62E20 PDFBibTeX XMLCite \textit{D. Dacunha-Castelle} and \textit{E. Gassiat}, Ann. Stat. 27, No. 4, 1178--1209 (1999; Zbl 0957.62073) Full Text: DOI
Jammalamadaka, S. Rao; Wu, Chengou; Wang, Weiqung The influence of numerical and observational errors on likelihood of an ARMA series. (English) Zbl 0938.62095 J. Time Ser. Anal. 20, No. 2, 223-235 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 65C60 65G50 PDFBibTeX XMLCite \textit{S. R. Jammalamadaka} et al., J. Time Ser. Anal. 20, No. 2, 223--235 (1999; Zbl 0938.62095) Full Text: DOI
Abadir, Karim M.; Taylor, Robert A. M. On the definition of (co-)integration. (English) Zbl 0938.62088 J. Time Ser. Anal. 20, No. 2, 129-137 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 PDFBibTeX XMLCite \textit{K. M. Abadir} and \textit{R. A. M. Taylor}, J. Time Ser. Anal. 20, No. 2, 129--137 (1999; Zbl 0938.62088) Full Text: DOI
Huggins, R. M.; Basawa, I. V. Extensions of the bifurcating autoregressive model for cell lineage studies. (English) Zbl 0973.62100 J. Appl. Probab. 36, No. 4, 1225-1233 (1999). MSC: 62P10 62M10 62M99 PDFBibTeX XMLCite \textit{R. M. Huggins} and \textit{I. V. Basawa}, J. Appl. Probab. 36, No. 4, 1225--1233 (1999; Zbl 0973.62100) Full Text: DOI
Brockwell, Antony E.; Brockwell, Peter J. A class of non-embeddable ARMA processes. (English) Zbl 0934.62087 J. Time Ser. Anal. 20, No. 5, 483-486 (1999). Reviewer: A.Ya.Olenko (Kyïv) MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{A. E. Brockwell} and \textit{P. J. Brockwell}, J. Time Ser. Anal. 20, No. 5, 483--486 (1999; Zbl 0934.62087) Full Text: DOI
Raudys, Aistis; Mockus, Jonas Comparison of ARMA and multilayer perceptron based methods for economic time series forecasting. (English) Zbl 0945.62097 Informatica, Vilnius 10, No. 2, 231-244 (1999). MSC: 62M20 62P20 68T05 91B84 PDFBibTeX XMLCite \textit{A. Raudys} and \textit{J. Mockus}, Informatica, Vilnius 10, No. 2, 231--244 (1999; Zbl 0945.62097)
Billio, M.; Monfort, A.; Robert, C. P. Bayesian estimation of switching ARMA models. (English) Zbl 1070.62515 J. Econom. 93, No. 2, 229-255 (1999). MSC: 62M10 62F15 62M05 65C40 PDFBibTeX XMLCite \textit{M. Billio} et al., J. Econom. 93, No. 2, 229--255 (1999; Zbl 1070.62515) Full Text: DOI
Antoniou, E. N.; Vardulakis, A. I. G. A note on the action of constant pseudostate feedback on the internal properness of an ARMA model. (English) Zbl 0952.93067 Automatica 35, No. 8, 1453-1456 (1999). Reviewer: Katsuji Uosaki (Tottori) MSC: 93C35 PDFBibTeX XMLCite \textit{E. N. Antoniou} and \textit{A. I. G. Vardulakis}, Automatica 35, No. 8, 1453--1456 (1999; Zbl 0952.93067) Full Text: DOI
Snell, Andy Testing for \(r\) versus \(r-1\) cointegrating vectors. (English) Zbl 1070.62517 J. Econom. 88, No. 1, 151-191 (1999). MSC: 62M10 62F03 62H25 65C05 PDFBibTeX XMLCite \textit{A. Snell}, J. Econom. 88, No. 1, 151--191 (1999; Zbl 1070.62517) Full Text: DOI
Fung, Eric H. K.; Chung, Allison P. L. Using ARMA models to forecast workpiece roundness error in a turning operation. (English) Zbl 0945.62126 Appl. Math. Modelling 23, No. 7, 567-585 (1999). MSC: 62P30 62M20 62M10 PDFBibTeX XMLCite \textit{E. H. K. Fung} and \textit{A. P. L. Chung}, Appl. Math. Modelling 23, No. 7, 567--585 (1999; Zbl 0945.62126) Full Text: DOI
Bickel, Peter J.; Bühlmann, Peter A new mixing notion and functional central limit theorems for a sieve bootstrap in time series. (English) Zbl 0954.62102 Bernoulli 5, No. 3, 413-446 (1999). Reviewer: Yurii Lin’kov (Donetsk) MSC: 62M10 60F17 62F40 PDFBibTeX XMLCite \textit{P. J. Bickel} and \textit{P. Bühlmann}, Bernoulli 5, No. 3, 413--446 (1999; Zbl 0954.62102) Full Text: DOI Euclid
Yoshihara, Ken-ichi Weakly dependent stochastic sequences and their applications. Vol. X: Bootstrap methods under weak dependence. (English) Zbl 0934.62041 Tokyo: Sanseido. vii, 393 p. (1999). Reviewer: M.Akahira (Ibaraki) MSC: 62G09 62-02 62M10 62M40 62F12 PDFBibTeX XMLCite \textit{K.-i. Yoshihara}, Weakly dependent stochastic sequences and their applications. Vol. X: Bootstrap methods under weak dependence. Tokyo: Sanseido (1999; Zbl 0934.62041)
Martin, R. J. Autoregression and cepstrum-domain filtering. (English) Zbl 0927.94004 Signal Process. 76, No. 1, 93-97 (1999). MSC: 94A12 93E11 PDFBibTeX XMLCite \textit{R. J. Martin}, Signal Process. 76, No. 1, 93--97 (1999; Zbl 0927.94004) Full Text: DOI
Schack, Bärbel Dynamic topographic spectral analysis of cognitive processes. (English) Zbl 0983.92004 Uhl, Christian (ed.), Analysis of neurophysiological brain functioning. Workshop, Leipzig, Germany, December 1997. Berlin: Springer. Springer Ser. Synergetics. 230-251 (1999). MSC: 92C20 91E10 62M20 91E30 PDFBibTeX XMLCite \textit{B. Schack}, in: Analysis of neurophysiological brain functioning. Workshop, Leipzig, Germany, December 1997. Berlin: Springer. 230--251 (1999; Zbl 0983.92004)
Phillips, Robert F. Partially adaptive estimation of nonlinear models via a normal mixture. (English) Zbl 0928.62077 Econom. Rev. 18, No. 2, 141-167 (1999). MSC: 62M10 62J02 PDFBibTeX XMLCite \textit{R. F. Phillips}, Econom. Rev. 18, No. 2, 141--167 (1999; Zbl 0928.62077) Full Text: DOI
Bakonyi, M.; Rodman, L.; Spitkovsky, I. M.; Woerdeman, H. J. Positive matrix functions on the bitorus with prescribed Fourier coefficients in a band. (English) Zbl 0930.42010 J. Fourier Anal. Appl. 5, No. 1, 21-44 (1999). Reviewer: I.Valuşescu (Bucureşti) MSC: 42B99 47B35 15A54 60G35 PDFBibTeX XMLCite \textit{M. Bakonyi} et al., J. Fourier Anal. Appl. 5, No. 1, 21--44 (1999; Zbl 0930.42010) Full Text: DOI EuDML
Kibria, B. M. Golam; Haq, M. Safiul Predictive inference for the elliptical linear model. (English) Zbl 1063.62545 J. Multivariate Anal. 68, No. 2, 235-249 (1999). MSC: 62H10 62H12 62M10 62J05 PDFBibTeX XMLCite \textit{B. M. G. Kibria} and \textit{M. S. Haq}, J. Multivariate Anal. 68, No. 2, 235--249 (1999; Zbl 1063.62545) Full Text: DOI