Kojadinovic, Ivan; Verdier, Ghislain Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions. (English) Zbl 1471.62467 Electron. J. Stat. 15, No. 1, 773-829 (2021). MSC: 62M10 62L12 62H15 62G09 62G10 62E20 62P05 PDFBibTeX XMLCite \textit{I. Kojadinovic} and \textit{G. Verdier}, Electron. J. Stat. 15, No. 1, 773--829 (2021; Zbl 1471.62467) Full Text: DOI arXiv
Ramasubramanian, Karthik; Singh, Abhishek Machine learning using R. With time series and industry-based use cases in R. 2nd edition. (English) Zbl 1423.68007 New York, NY: Apress (ISBN 978-1-4842-4214-8/pbk; 978-1-4842-4215-5/ebook). xxiv, 700 p. (2019). Reviewer: Irina Ioana Mohorianu (Oxford) MSC: 68-01 68-02 68T05 PDFBibTeX XMLCite \textit{K. Ramasubramanian} and \textit{A. Singh}, Machine learning using R. With time series and industry-based use cases in R. 2nd edition. New York, NY: Apress (2019; Zbl 1423.68007) Full Text: DOI
Chatfield, Chris; Xing, Haipeng The analysis of time series. An introduction with R. 7th edition. (English) Zbl 1435.62003 Chapman & Hall/CRC Texts in Statistical Science Series. Boca Raton, FL: CRC Press (ISBN 978-1-138-06613-7/hbk; 978-1-4987-9563-0/pbk; 978-1-351-25944-6/ebook). xv, 398 p. (2019). MSC: 62-01 62M10 62M15 62M20 PDFBibTeX XMLCite \textit{C. Chatfield} and \textit{H. Xing}, The analysis of time series. An introduction with R. 7th edition. Boca Raton, FL: CRC Press (2019; Zbl 1435.62003) Full Text: DOI
Brown, Jonathon D. Advanced statistics for the behavioral sciences. A computational approach with R. (English) Zbl 1418.62002 Cham: Springer (ISBN 978-3-319-93547-8/hbk; 978-3-319-93549-2/ebook). xxi, 526 p. (2018). MSC: 62-01 62P25 PDFBibTeX XMLCite \textit{J. D. Brown}, Advanced statistics for the behavioral sciences. A computational approach with R. Cham: Springer (2018; Zbl 1418.62002) Full Text: DOI
Mair, Patrick Modern psychometrics with R. (English) Zbl 1414.62006 Use R!. Cham: Springer (ISBN 978-3-319-93175-3/pbk; 978-3-319-93177-7/ebook). xiii, 458 p. (2018). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62-02 62P15 62H25 62H20 68N15 91E45 62M10 62H30 92C55 PDFBibTeX XMLCite \textit{P. Mair}, Modern psychometrics with R. Cham: Springer (2018; Zbl 1414.62006) Full Text: DOI
Hendrych, Radek; Cipra, Tomáš Self-weighted recursive estimation of GARCH models. (English) Zbl 1392.62310 Commun. Stat., Simulation Comput. 47, No. 2, 315-328 (2018). MSC: 62P05 62M10 91B84 PDFBibTeX XMLCite \textit{R. Hendrych} and \textit{T. Cipra}, Commun. Stat., Simulation Comput. 47, No. 2, 315--328 (2018; Zbl 1392.62310) Full Text: DOI
Bücher, Axel; Kojadinovic, Ivan; Rohmer, Tom; Segers, Johan Detecting changes in cross-sectional dependence in multivariate time series. (English) Zbl 1360.62451 J. Multivariate Anal. 132, 111-128 (2014). MSC: 62M10 62H15 62G10 60F05 PDFBibTeX XMLCite \textit{A. Bücher} et al., J. Multivariate Anal. 132, 111--128 (2014; Zbl 1360.62451) Full Text: DOI arXiv
Arratia, Argimiro Computational finance. An introductory course with R. (English) Zbl 1309.91001 Atlantis Studies in Computational Finance and Financial Engineering 1. Amsterdam: Atlantis Press (ISBN 978-94-6239-069-0/hbk; 978-94-6239-070-6/ebook). x, 301 p. (2014). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 91-01 91G60 91-08 91-04 91G10 91G20 91G70 91B84 62P05 60H30 65C05 90C59 90C90 PDFBibTeX XMLCite \textit{A. Arratia}, Computational finance. An introductory course with R. Amsterdam: Atlantis Press (2014; Zbl 1309.91001) Full Text: DOI
Weiß, Christian H. On new perspectives for statistical computing in business and industry – a solution with STATISTICA and R. (English) Zbl 1247.62004 Econ. Qual. Control 25, No. 1, 43-64 (2010). MSC: 62-07 62-04 62P30 62M10 PDFBibTeX XMLCite \textit{C. H. Weiß}, Econ. Qual. Control 25, No. 1, 43--64 (2010; Zbl 1247.62004) Full Text: DOI
Cowpertwait, Paul S. P.; Metcalfe, Andrew V. Introductory time series with R. (English) Zbl 1179.62115 Use R!. New York, NY: Springer (ISBN 978-0-387-88697-8/pbk; 978-0-387-88698-5/ebook). xv, 254 p. (2009). Reviewer: Herbert S. Buscher (Halle, Saale) MSC: 62M10 62M15 62J05 62-01 62-04 62P20 PDFBibTeX XMLCite \textit{P. S. P. Cowpertwait} and \textit{A. V. Metcalfe}, Introductory time series with R. New York, NY: Springer (2009; Zbl 1179.62115) Full Text: DOI