×

Found 48 Documents (Results 1–48)

Lasso regression and its application in forecasting macro economic indicators: a study on Vietnam’s exports. (English) Zbl 1495.62101

Thach, Nguyen Ngoc (ed.) et al., Prediction and causality in econometrics and related topics. Cham: Springer. Stud. Comput. Intell. 983, 575-585 (2022).
MSC:  62P20 62J07 62M10
PDFBibTeX XMLCite
Full Text: DOI

Averaged autoregression quantiles in autoregressive model. (English) Zbl 1455.62108

Maciak, Matúš (ed.) et al., Analytical methods in statistics. AMISTAT. Proceedings of the workshop, Liberec, Czech Republic, September 16–19, 2019. Cham: Springer. Springer Proc. Math. Stat. 329, 1-15 (2020).
PDFBibTeX XMLCite
Full Text: DOI

Anomaly detection using system identification techniques. (English) Zbl 07765505

Madani, Kurosh (ed.) et al., ICINCO 2018. Proceedings of the 15th international conference on informatics in control, automation and robotics, Porto, Portugal, July 29–31, 2018. In 2 volumes. Setúbal: SCITEPRESS – Science and Technology Publications. 482-487, Vol. 1 (2018).
MSC:  93B30 93B70 93C83
PDFBibTeX XMLCite
Full Text: DOI

Asymptotic and bootstrap tests for a change in autoregression omitting variability estimation. (English) Zbl 1414.62378

Rojas, Ignacio (ed.) et al., Time series analysis and forecasting. Selected contributions from the international work-conference on time series, ITISE 2017, Granada, Spain, September 18–20, 107. Cham: Springer. Contrib. Stat., 187-202 (2018).
MSC:  62M10 62F40 62P05
PDFBibTeX XMLCite
Full Text: DOI

Bayesian nonparametric sparse vector autoregressive models. (English) Zbl 1397.62297

Corazza, Marco (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. MAF 2018. Selected papers based on the presentations at the international conference, Madrid, Spain, April 4–6, 2018. Cham: Springer (ISBN 978-3-319-89823-0/hbk; 978-3-319-89824-7/ebook). 155-160 (2018).
MSC:  62M10 62G08
PDFBibTeX XMLCite
Full Text: DOI

Forecasting short time series with the Bayesian autoregression and the soft computing prior information. (English) Zbl 1381.62257

Grzegorzewski, Przemysław (ed.) et al., Strengthening links between data analysis and soft computing. Collected papers based on the presentations at the 7th international conference on soft methods in probability and statistics, SMPS 2014, Warsaw, Poland, September 22–24, 2014. Cham: Springer (ISBN 978-3-319-10764-6/pbk; 978-3-319-10765-3/ebook). Advances in Intelligent Systems and Computing 315, 79-86 (2015).
MSC:  62M20 62M10
PDFBibTeX XMLCite
Full Text: DOI

Spatial species sampling and product partition models. (English) Zbl 1338.92012

Mitra, Riten (ed.) et al., Nonparametric Bayesian inference in biostatistics. Cham: Springer (ISBN 978-3-319-19517-9/hbk; 978-3-319-19518-6/ebook). Frontiers in Probability and the Statistical Sciences, 359-375 (2015).
MSC:  92B15 62G99 62D05
PDFBibTeX XMLCite
Full Text: DOI

Guaranteed estimation of logarithmic density derivative by dependent observations. (English) Zbl 1383.62091

Akritas, Michael G. (ed.) et al., Topics in nonparametric statistics. Proceedings of the first conference of the International Society for Nonparametric Statistics, ISNPS, Chalkidiki, Greece, June 15–19, 2012. New York, NY: Springer (ISBN 978-1-4939-0568-3/hbk; 978-1-4939-0569-0/ebook). Springer Proceedings in Mathematics & Statistics 74, 347-356 (2014).
MSC:  62G05
PDFBibTeX XMLCite
Full Text: DOI

Identifying structural vector autoregressions via changes in volatility. (English) Zbl 1443.62221

Fomby, Thomas B. (ed.) et al., VAR models in macroeconomics: new developments and applications. Essays in honor of Christopher A. Sims. Mainly selected papers based on the presentations at the 12th advances in econometrics conference, Dallas, TX, USA, November 2–4, 2012. Bingley: Emerald. Adv. Econom. 32, 169-203 (2013).
MSC:  62M02 62H12 62M10
PDFBibTeX XMLCite
Full Text: DOI

The relationship between DSGE and VAR models. (English) Zbl 1443.62259

Fomby, Thomas B. (ed.) et al., VAR models in macroeconomics: new developments and applications. Essays in honor of Christopher A. Sims. Mainly selected papers based on the presentations at the 12th advances in econometrics conference, Dallas, TX, USA, November 2–4, 2012. Bingley: Emerald. Adv. Econom. 32, 1-25 (2013).
PDFBibTeX XMLCite
Full Text: DOI

Semiparametric smooth transition modeling for nonlinear time series. (English) Zbl 1100.62092

Maroulis, George (ed.) et al., In the frontiers of computational science. Lectures presented in the international conference of computational methods in science and engineering (ICCMSE 2005), Corinth, Greece, October 21–26, 2005. Utrecht: VSP (ISBN 90-6764-442-0/pbk). Lecture Series on Computer and Computational Sciences 3, 343-359 (2006).
PDFBibTeX XMLCite

Robustness in forecasting of time series. (English) Zbl 1008.62094

Aivazian, S. (ed.) et al., Computer data analysis and modeling: Robustness and computer intensive methods (CDAM 2001). Proceedings of the 6th international conference, Minsk, Belarus, September 10-14, 2001. Vol. 1. Minsk: Belarusian State Univ., National Research Center for Applied Problems of Mathematics and Informatics; Belarusian Republican Foundation for Fundamental Research; Belarusian Statistical Association; 985-445-490-8 (vol. 1)). 203-211 (2001).
PDFBibTeX XMLCite

Bootstrapping impulse responses in VAR analyses. (English) Zbl 1455.62175

Bethlehem, Jelke G. (ed.) et al., COMPSTAT. Proceedings of the 14th symposium on computational statistics, Utrecht, Netherlands, August 21–25, 2000. Heidelberg: Physica-Verlag. 109-119 (2000).
MSC:  62M10 62P20 62-08
PDFBibTeX XMLCite
Full Text: DOI Link

Spatio-temporal hierarchical modeling of an infectious disease from (simulated) count data. (English) Zbl 1455.62210

Bethlehem, Jelke G. (ed.) et al., COMPSTAT. Proceedings of the 14th symposium on computational statistics, Utrecht, Netherlands, August 21–25, 2000. Heidelberg: Physica-Verlag. 41-52 (2000).
MSC:  62P10 62M10 62-08
PDFBibTeX XMLCite
Full Text: DOI

Bayesian inference on latent structure in time series. (With discussion). (English) Zbl 0974.62066

Bernardo, J. M. (ed.) et al., Bayesian statistics 6. Proceedings of the 6th Valencia international meeting, Alcoceber near Valencia, Spain, June 6-10, 1998. Oxford: Clarendon Press. 3-26 (1999).
MSC:  62M10 62F15
PDFBibTeX XMLCite

Nonparametric smoothing and quantile estimation in time series. (English) Zbl 0956.62028

Bol, Georg (ed.) et al., Risk measurement, econometrics and neural networks. Papers from the 6th workshop on econometrics held in Karlsruhe, Germany, March 19-21, 1997. Heidelberg: Physica-Verlag. Contributions to Economics. 1-16 (1998).
PDFBibTeX XMLCite

Making the bootstrap work. (English) Zbl 0926.62030

Mukherjee, S. P. (ed.) et al., Frontiers in probability and statistics. 2nd international triennial Calcutta symposium on Probability and Statistics, Calcutta, India, December 30, 1994 - January 2, 1995. London: Narosa Publishing House. 119-129 (1998).
MSC:  62G09 62M10
PDFBibTeX XMLCite

An estimation of a periodic trend under the autoregressive noise. (English) Zbl 0938.62098

Kabanov, Yu. M. (ed.) et al., Statistics and control of stochastic processes. The Liptser Festschrift. Papers from the Steklov seminar held in Moscow, Russia, 1995-1996. Singapore: World Scientific. 205-227 (1997).
MSC:  62M10 62L12
PDFBibTeX XMLCite

Periodically correlated solutions to a class of stochastic difference equations. (English) Zbl 0885.60058

Csiszár, I. (ed.) et al., Stochastic differential and difference equations. Papers from the conference, Györ, Hungary, August 21–24, 1996. Boston, MA: Birkhäuser. Prog. Syst. Control Theory. 23, 1-9 (1997).
Reviewer: A.Dale (Durban)
MSC:  60H99 60J99
PDFBibTeX XMLCite

On asymptotic inference in AR and cointegrated models with unit roots and heavy tailed errors. (English) Zbl 0905.62090

Pollard, David (ed.) et al., Festschrift for Lucien Le Cam: research papers in probability and statistics. New York, NY: Springer. 275-296 (1997).
Reviewer: J.Anděl (Praha)
MSC:  62M10 62F12
PDFBibTeX XMLCite

Estimation of parameters for a spatial autoregressive model with one unit root. (English) Zbl 0838.62079

Mukherjee, S. P. (ed.) et al., Essays on probability and statistics. Festschrift in honour of Professor Anil Kumar Bhattacharyya. Calcutta: Presidency College, Dept. of Statistics, 27-40 (1994).
MSC:  62M10 62M30
PDFBibTeX XMLCite

Limit theorems for the first passage time of autoregression process over a level. (English. Russian original) Zbl 0841.60030

Proc. Steklov Inst. Math. 202, 169-186 (1994); translation from Tr. Mat. Inst. Steklova 202, 209-233 (1993).
MSC:  60G44 62L10 60F15
PDFBibTeX XMLCite

Implementing the bifurcating autoregression model for cell lineage data in the unbalanced case. (English) Zbl 0801.62094

Eisenfeld, J. (ed.) et al., Biomedical modeling and simulation. Selected and revised papers from the IMACS 13th world congress, Dublin, Ireland, July 22-26, 1991. Amsterdam: North-Holland. 3-10 (1992).
MSC:  62P10 92C99 92D10
PDFBibTeX XMLCite

Bias robust estimation of autoregression parameters. (English) Zbl 0738.62036

Directions in robust statistics and diagnostics, Pt. 1, Proc. IMA Summer Progr., Minneapolis/MN (USA) 1989, IMA Vol. Math. Appl. 33, 233-246 (1991).
Reviewer: H.Büning (Berlin)
MSC:  62F35 62J05 62M10
PDFBibTeX XMLCite

Filter Results by …

all top 5

Author

all top 5

Year of Publication

all top 3

Main Field