Pham Hoang Uyen; Vo Thi Le Uyen; Le Thanh Hoa; Trinh Quoc Trung 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 \textit{Pham Hoang Uyen} et al., Stud. Comput. Intell. 983, 575--585 (2022; Zbl 1495.62101) Full Text: DOI
Güney, Yeşim; Jurečková, Jana; Arslan, Olcay 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). MSC: 62M10 62H15 62G07 62G08 62M45 PDFBibTeX XMLCite \textit{Y. Güney} et al., Springer Proc. Math. Stat. 329, 1--15 (2020; Zbl 1455.62108) Full Text: DOI
Kitsos, Christos P.; Oliveira, Amílcar Asymptotic statistical results: theory and practice. (English) Zbl 1512.62025 Daras, Nicholas J. (ed.) et al., Computational mathematics and variational analysis. Cham: Springer. Springer Optim. Appl. 159, 177-190 (2020). MSC: 62E20 62L20 62M10 PDFBibTeX XMLCite \textit{C. P. Kitsos} and \textit{A. Oliveira}, Springer Optim. Appl. 159, 177--190 (2020; Zbl 1512.62025) Full Text: DOI
Sebestyen, Gheorghe; Hangan, Anca 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 \textit{G. Sebestyen} and \textit{A. Hangan}, in: 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; Zbl 07765505) Full Text: DOI
Peštová, Barbora; Pešta, Michal 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 \textit{B. Peštová} and \textit{M. Pešta}, in: Time series analysis and forecasting. Selected contributions from the international work-conference on time series, ITISE 2017, Granada, Spain, September 18--20, 2017. Cham: Springer. 187--202 (2018; Zbl 1414.62378) Full Text: DOI
Billio, Monica; Casarin, Roberto; Rossini, Luca 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 \textit{M. Billio} et al., in: 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. 155--160 (2018; Zbl 1397.62297) Full Text: DOI
Hryniewicz, Olgierd; Kaczmarek, Katarzyna 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 \textit{O. Hryniewicz} and \textit{K. Kaczmarek}, Adv. Intell. Syst. Comput. 315, 79--86 (2015; Zbl 1381.62257) Full Text: DOI
Jo, Seongil; Lee, Jaeyong; Page, Garritt; Quintana, Fernando; Trippa, Lorenzo; Müller, Peter 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 \textit{S. Jo} et al., in: Nonparametric Bayesian inference in biostatistics. Cham: Springer. 359--375 (2015; Zbl 1338.92012) Full Text: DOI
Zeng, Tao; Li, Yong; Yu, Jun Deviance information criterion for comparing VAR models. (English) Zbl 1453.62283 Chang, Yoosoon (ed.) et al., Essays in honor of Peter C. B. Phillips. Bingley: Emerald. Adv. Econom. 33, 615-637 (2014). MSC: 62M10 62B10 62H15 62H30 62C10 65C05 62P20 91B06 PDFBibTeX XMLCite \textit{T. Zeng} et al., Adv. Econom. 33, 615--637 (2014; Zbl 1453.62283) Full Text: DOI
Hansen, Bruce E. Asymptotic moments of autoregressive estimators with a near unit root and minimax risk. (English) Zbl 1453.62632 Chang, Yoosoon (ed.) et al., Essays in honor of Peter C. B. Phillips. Bingley: Emerald. Adv. Econom. 33, 3-21 (2014). MSC: 62M10 62M07 62C20 PDFBibTeX XMLCite \textit{B. E. Hansen}, Adv. Econom. 33, 3--21 (2014; Zbl 1453.62632) Full Text: DOI
Vasiliev, Vyacheslav 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 \textit{V. Vasiliev}, Springer Proc. Math. Stat. 74, 347--356 (2014; Zbl 1383.62091) Full Text: DOI
Lütkepohl, Helmut 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 \textit{H. Lütkepohl}, Adv. Econom. 32, 169--203 (2013; Zbl 1443.62221) Full Text: DOI
Giacomini, Raffaella 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). MSC: 62M10 62P20 91B51 91B84 62-02 PDFBibTeX XMLCite \textit{R. Giacomini}, Adv. Econom. 32, 1--25 (2013; Zbl 1443.62259) Full Text: DOI
Pace, R. Kelley; LeSage, James P.; Zhu, Shuang Spatial dependence in regressors and its effect on performance of likelihood-based and instrumental variable estimators. (English) Zbl 1452.62954 Terrell, Dek (ed.) et al., 30th anniversary edition. Dedicated to Thomas Fomby and R. Carter Hill. Bingley: Emerald. Adv. Econom. 30, 257-295 (2012). MSC: 62P20 62H11 62M10 PDFBibTeX XMLCite \textit{R. K. Pace} et al., Adv. Econom. 30, 257--295 (2012; Zbl 1452.62954) Full Text: DOI
Sen, Monalisa; Bera, Anil K.; Kao, Yu-Hsien A Hausman test for spatial regression model. (English) Zbl 1452.62390 Baltagi, Badi H. (ed.) et al., Essays in honor of Jerry Hausman. Bingley: Emerald. Adv. Econom. 29, 547-559 (2012). MSC: 62H15 62M10 62M30 62J02 65C05 PDFBibTeX XMLCite \textit{M. Sen} et al., Adv. Econom. 29, 547--559 (2012; Zbl 1452.62390) Full Text: DOI
Thomakos, Dimitrios D. 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). Reviewer: Andrew Olenko (Kyïv) MSC: 62M10 62F10 62G05 62M09 PDFBibTeX XMLCite \textit{D. D. Thomakos}, Lect. Ser. Comput. Comput. Sci. 3, 343--359 (2006; Zbl 1100.62092)
van de Geer, Sara A. On Hoeffding’s inequality for dependent random variables. (English) Zbl 1027.60013 Dehling, Herold (ed.) et al., Empirical process techniques for dependent data. Boston, MA: Birkhäuser. 161-169 (2002). Reviewer: Neculai Curteanu (Iaşi) MSC: 60E15 PDFBibTeX XMLCite \textit{S. A. van de Geer}, in: Empirical process techniques for dependent data. Boston, MA: Birkhäuser. 161--169 (2002; Zbl 1027.60013)
Kharin, Yu. S. 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). Reviewer: M.P.Moklyachuk (Kyïv) MSC: 62M20 62F35 62G35 60G25 PDFBibTeX XMLCite \textit{Yu. S. Kharin}, in: 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. 203--211 (2001; Zbl 1008.62094)
Lütkepohl, Helmut 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 \textit{H. Lütkepohl}, in: COMPSTAT. Proceedings of the 14th symposium on computational statistics, Utrecht, Netherlands, August 21--25, 2000. Heidelberg: Physica-Verlag. 109--119 (2000; Zbl 1455.62175) Full Text: DOI Link
Cressie, Noel; Mugglin, Andrew S. 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 \textit{N. Cressie} and \textit{A. S. Mugglin}, in: COMPSTAT. Proceedings of the 14th symposium on computational statistics, Utrecht, Netherlands, August 21--25, 2000. Heidelberg: Physica-Verlag. 41--52 (2000; Zbl 1455.62210) Full Text: DOI
Aguilar, Omar; Huerta, Gabriel; Prado, Raquel; West, Mike 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 \textit{O. Aguilar} et al., in: Bayesian statistics 6. Proceedings of the 6th Valencia international meeting, Alcoceber near Valencia, Spain, June 6--10, 1998. Oxford: Clarendon Press. 3--26 (1999; Zbl 0974.62066)
Abberger, Klaus; Feng, Yuanhua; Heiler, Siegfried 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). Reviewer: R.E.Maiboroda (Kyïv) MSC: 62G07 62M10 62G08 91B84 PDFBibTeX XMLCite \textit{K. Abberger} et al., in: Risk measurement, econometrics and neural networks. Papers from the 6th workshop on econometrics held in Karlsruhe, Germany, March 19--21, 1997. Heidelberg: Physica-Verlag. 1--16 (1998; Zbl 0956.62028)
Feng, Juanhua; Heiler, Siegfried Locally weighted autoregression. (English) Zbl 0951.91049 Galata, Robert (ed.) et al., Econometrics in theory and practice. Festschrift for Hans Schneeweiß. Heidelberg: Physica-Verlag. 101-117 (1998). MSC: 91B70 91B84 PDFBibTeX XMLCite \textit{J. Feng} and \textit{S. Heiler}, in: Econometrics in theory and practice. Festschrift for Hans Schneeweiß. Heidelberg: Physica-Verlag. 101--117 (1998; Zbl 0951.91049)
Datta, Somnath 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 \textit{S. Datta}, in: 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; Zbl 0926.62030)
Konev, V.; Pergamenshchikov, S. 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 \textit{V. Konev} and \textit{S. Pergamenshchikov}, in: 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; Zbl 0938.62098)
Wefelmeyer, Wolfgang Quasi-likelihood regression models for Markov chains. (English) Zbl 0905.62084 Basawa, Ishwar V. (ed.) et al., Selected proceedings of the symposium on estimating functions. Athens, GA, USA, March 21–23, 1996. Hayward, CA: IMS, Institute of Mathematical Statistics. IMS Lect. Notes, Monogr. Ser. 32, 149-173 (1997). MSC: 62M05 62G20 62M10 PDFBibTeX XMLCite \textit{W. Wefelmeyer}, IMS Lect. Notes, Monogr. Ser. 32, 149--173 (1997; Zbl 0905.62084)
Boshnakov, Georgi N. 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 \textit{G. N. Boshnakov}, in: Stochastic differential and difference equations. Papers from the conference, Györ, Hungary, August 21--24, 1996. Boston, MA: Birkhäuser. 1--9 (1997; Zbl 0885.60058)
Jeganathan, P. 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 \textit{P. Jeganathan}, in: Festschrift for Lucien Le Cam: research papers in probability and statistics. New York, NY: Springer. 275--296 (1997; Zbl 0905.62090)
West, Mike Bayesian time series: Models and computations for the analysis of time series in the physical sciences. (English) Zbl 0886.62034 Hanson, Kenneth M. (ed.) et al., Maximum entropy and Bayesian methods. Proceedings of the 15th international workshop, Santa Fe, NM, USA, July 31–August 4, 1995. Dordrecht: Kluwer Academic Publishers. Fundam. Theor. Phys. 79, 23-34 (1996). MSC: 62F15 62M10 00A79 PDFBibTeX XMLCite \textit{M. West}, Fundam. Theor. Phys. 79, 23--34 (1996; Zbl 0886.62034)
Bhattacharyya, B. B.; Khalil, T. M.; Richardson, G. D. 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 \textit{B. B. Bhattacharyya} et al., in: Essays on probability and statistics. Festschrift in honour of Professor Anil Kumar Bhattacharyya. Calcutta: Presidency College, Dept. of Statistics. 27--40 (1994; Zbl 0838.62079)
Novikov, A. A.; Ehrgashev, B. A. 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 \textit{A. A. Novikov} and \textit{B. A. Ehrgashev}, in: Statistics and control of random processes. Transl. from the Russian. Providence, RI: American Mathematical Society. 169--186 (1993; Zbl 0841.60030); translation from Tr. Mat. Inst. Steklova 202, 209--233 (1993)
Staples, M. P.; Staudte, R. G. 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 \textit{M. P. Staples} and \textit{R. G. Staudte}, in: 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; Zbl 0801.62094)
Boente, Graciela; Fraiman, Ricardo A functional approach to robust nonparametric regression. (English) Zbl 0735.62048 Directions in robust statistics and diagnostics, Pt. 1, Proc. IMA Summer Progr., Minneapolis/MN (USA) 1989, IMA Vol. Math. Appl. 33, 35-46 (1991). Reviewer: H.Bũning MSC: 62G35 62G07 62G20 PDFBibTeX XMLCite \textit{G. Boente} and \textit{R. Fraiman}, in: Bias robust estimation of autoregression parameters. . 35--46 (1991; Zbl 0735.62048)
Martin, R. Douglas; Yohai, Victor J. 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 \textit{R. D. Martin} and \textit{V. J. Yohai}, in: Directions in robust statistics and diagnostics, Pt. 1, Proc. IMA Summer Progr., Minneapolis/MN (USA) 1989, IMA Vol. Math. Appl. 33, . 233--246 (1991; Zbl 0738.62036)
Novikov, A. A. On a family of martingales connected with the process of autoregression. (Russian) Zbl 0713.60058 Statistics and control of stochastic processes, Collect. Artic., Moskva, 160-169 (1989). Reviewer: M.P.Jerschov MSC: 60G44 62J05 PDFBibTeX XML
González Manteiga, Wenceslao; Vilar Fernández, J. M. A class of non-parametrically constructed parameter estimators for a stationary autoregressive model. (English) Zbl 0638.62093 Mathematical statistics and probability theory, Proc. 6th Pannonian Symp., Bad Tatzmannsdorf/Austria 1986, Vol. B, 85-95 (1987). Reviewer: Ed.McKenzie MSC: 62M10 62G05 62E20 PDFBibTeX XML
Priestley, M. B. New developments in time-series analysis. (English) Zbl 0617.62092 New perspectives in theoretical and applied statistics, Sel. Pap. 3rd Int. Meet. Stat., Bilbao/Spain 1986, 119-131 (1987). Reviewer: H.S.Buscher MSC: 62M10 PDFBibTeX XML
Tel’ksnis, Lajmutis The reliability and resolution of detecting the instants of change in properties of random sequences. (English) Zbl 0608.62112 Detection of changes in random processes, Transl. Ser. Math. Eng., 175-183 (1986). MSC: 62M10 PDFBibTeX XML
Burobin, Nikolaj; Mottl’, Vadim; Muchnik, Il’ya An algorithm for detection of the instant of multiple change of properties of a random process based on the dynamic programming method. (English) Zbl 0608.62111 Detection of changes in random processes, Transl. Ser. Math. Eng., 38-46 (1986). MSC: 62M10 PDFBibTeX XML
Mottl’, Vadim; Yakovlev, Vladimir Estimation of reiterative values of parameters of a random process with multivariable properties. (English) Zbl 0608.62096 Detection of changes in random processes, Transl. Ser. Math. Eng., 130-142 (1986). MSC: 62M05 62M10 62L20 PDFBibTeX XML
Heyde, C. C. On the use of time series representations of population models. (English) Zbl 0588.62193 Essays in time series and allied processes, Pap. Hon. E. J. Hannan, J. Appl. Probab., Spec. Vol. 23 A, 345-353 (1986). MSC: 62P10 62M10 60J85 92D25 PDFBibTeX XML
Jones, Richard H. Time series regression with unequally spaced data. (English) Zbl 0579.62076 Essays in time series and allied processes, Pap. Hon. E. J. Hannan, J. Appl. Probab., Spec. Vol. 23A, 89-98 (1986). MSC: 62M10 62J05 PDFBibTeX XML
Martin, R. Douglas; Yohai, V. J. Gross-error sensitivities of GM and RA-estimates. (English) Zbl 0576.62049 Robust and nonlinear time series analysis, Proc. Workshop, Heidelberg/Ger. 1983, Lect. Notes Stat., Springer-Verlag 26, 198-217 (1984). Reviewer: H.Büning MSC: 62F35 62M10 PDFBibTeX XML
Hannan, E. J. The estimation of ARMA processes. (English) Zbl 0569.62073 Robust and nonlinear time series analysis, Proc. Workshop, Heidelberg/Ger. 1983, Lect. Notes Stat., Springer-Verlag 26, 146-162 (1984). MSC: 62M10 PDFBibTeX XML
Lepskij, O. V. Asymptotic properties of estimates of parameters of the generalized auto- regressive scheme in the non-stable case. (Russian) Zbl 0541.62017 Problems of stability of stochastic models, Proc. Semin., Moskva 1983, 61-71 (1983). Reviewer: V.Albrecht MSC: 62F12 62M10 PDFBibTeX XML
Lim, K. S.; Tong, H. A statistical approach to difference-delay equation modelling in ecology - two case studies. (English) Zbl 0513.92025 Rhythms in biology and other fields of application, Proc. Journ. Soc. Math. France, Luminy 1981, Lect. Notes Biomath. 49, 319-344 (1983). MSC: 92D40 62P10 PDFBibTeX XML
Pukkila, Tarmo M. On the identification of ARMA(p,q) models. (English) Zbl 0489.62082 Time series analysis: theory and practice 1, Proc. int. Conf., Valencia/Spain 1981, 81-103 (1982). MSC: 62M10 93E12 62M20 65C05 PDFBibTeX XML
Jones, Richard H. Multivariate autoregression estimation using residuals. (English) Zbl 0459.62082 Applied time series analysis, Proc. Symp., Tulsa/Okla. 1976, 139-162 (1978). MSC: 62M10 62-04 PDFBibTeX XML