West, Mike; Harrison, Jeff Bayesian forecasting and dynamic models. 2nd ed. (English) Zbl 0871.62026 Springer Series in Statistics. New York, NY: Springer. xiv, 680 p. (1997). Reviewer: R.Schlittgen (Hamburg) MSC: 62F15 62P20 62-01 62-02 62A01 62M20 PDFBibTeX XMLCite \textit{M. West} and \textit{J. Harrison}, Bayesian forecasting and dynamic models. 2nd ed. New York, NY: Springer (1997; Zbl 0871.62026) Full Text: DOI
Abraham, Frederick David Nonlinear coherence in multivariate research: invariants and the reconstruction of attractors. (English) Zbl 1201.37106 Nonlinear Dyn. Psychol. Life Sci. 1, No. 1, 7-33 (1997). MSC: 37M10 37N25 62M10 62P10 PDFBibTeX XMLCite \textit{F. D. Abraham}, Nonlinear Dyn. Psychol. Life Sci. 1, No. 1, 7--33 (1997; Zbl 1201.37106) Full Text: DOI
Forni, Mario; Lippi, Marco Aggregation and the microfoundations of dynamic macroeconomics. (English) Zbl 0954.91046 The ASSET Series. Oxford: Clarendon Press. xvii, 235 p. (1997). Reviewer: Gabriel Talmain (York) MSC: 91B84 91-02 91B64 PDFBibTeX XMLCite \textit{M. Forni} and \textit{M. Lippi}, Aggregation and the microfoundations of dynamic macroeconomics. Oxford: Clarendon Press (1997; Zbl 0954.91046)
Noronha, S. J.; Ananthakrishna, G.; Quaouire, L.; Fressengeas, C.; Kubin, L. P. Chaos in the Portevin-Le Châtelier effect. (English) Zbl 0920.76088 Int. J. Bifurcation Chaos Appl. Sci. Eng. 7, No. 11, 2577-2586 (1997). MSC: 76T99 80A22 37D45 PDFBibTeX XMLCite \textit{S. J. Noronha} et al., Int. J. Bifurcation Chaos Appl. Sci. Eng. 7, No. 11, 2577--2586 (1997; Zbl 0920.76088) Full Text: DOI
Strobach, Peter Square Hankel SVD subspace tracking algorithms. (English) Zbl 1005.94505 Signal Process. 57, No. 1, 1-18 (1997). MSC: 94A12 62M10 93E11 PDFBibTeX XMLCite \textit{P. Strobach}, Signal Process. 57, No. 1, 1--18 (1997; Zbl 1005.94505) Full Text: DOI
Prado, Raquel; West, Mike Exploratory modelling of multiple non-stationary time series: Latent process structure and decompositions. (English) Zbl 0902.62112 Gregoire, Timothy G. (ed.) et al., Modelling longitudinal and spatially correlated data: methods, applications, and future directions. Proceedings of the conference, Nantucket, USA, October 1996. New York: Springer. Lect. Notes Stat., Springer-Verlag. 122, 349-361 (1997). MSC: 62M10 62P10 62F15 92C50 PDFBibTeX XMLCite \textit{R. Prado} and \textit{M. West}, in: Modelling longitudinal and spatially correlated data: methods, applications, and future directions. Proceedings of the conference, Nantucket, USA, October 1996. New York: Springer. 349--361 (1997; Zbl 0902.62112)
Penzer, Jeremy; Shea, Brian The exact likelihood of an autoregressive-moving average model with incomplete data. (English) Zbl 0892.62070 Biometrika 84, No. 4, 919-928 (1997). MSC: 62M10 PDFBibTeX XMLCite \textit{J. Penzer} and \textit{B. Shea}, Biometrika 84, No. 4, 919--928 (1997; Zbl 0892.62070) Full Text: DOI
Swanson, Norman R.; Granger, Clive W. J. Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions. (English) Zbl 0889.62076 J. Am. Stat. Assoc. 92, No. 437, 357-367 (1997). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{N. R. Swanson} and \textit{C. W. J. Granger}, J. Am. Stat. Assoc. 92, No. 437, 357--367 (1997; Zbl 0889.62076) Full Text: DOI
West, Mike Time series decomposition. (English) Zbl 0882.62088 Biometrika 84, No. 2, 489-494 (1997). MSC: 62M10 86A32 PDFBibTeX XMLCite \textit{M. West}, Biometrika 84, No. 2, 489--494 (1997; Zbl 0882.62088) Full Text: DOI
Sarkar, A.; Sharma, K. M. S. An approach to direct selection of best subset AR model. (English) Zbl 0900.62478 J. Stat. Comput. Simulation 56, No. 3, 273-291 (1997). MSC: 62M10 62F07 PDFBibTeX XMLCite \textit{A. Sarkar} and \textit{K. M. S. Sharma}, J. Stat. Comput. Simulation 56, No. 3, 273--291 (1997; Zbl 0900.62478) Full Text: DOI