Results 61 to 70 of about 198 (153)
Optimal Prediction with Conditionally Heteroskedastic Factor Analysed Hidden Markov Models
Latent factor models, EM algorithm, Conditional heteroskedasticity, HMM, Time series segmentation, Forecasting, 62H25, 62M05, 62M10, 62P20,
Mohamed Saidane, Christian Lavergne
core +1 more source
MULTI-TARGET DETECTION WITH ROTATIONS. [PDF]
Inverse Probl Imaging (Springfield), 2023 Bendory T +4 more
europepmc +1 more source
On the Identifiability of Minimal VARMA Representations
Mathematics Subject Classification (1991): 62M10., multivariate ARMA models, identifiability, identification.,
Christian Francq, Alain Berlinet
core +1 more source
Mildly Explosive Autoregression with Strong Mixing Errors. [PDF]
Entropy (Basel), 2022 Liu X, Li X, Gao M, Yang W.
europepmc +1 more source
Consistent estimation of covariation under nonsynchronicity
Consistency, Discrete-time sampling, High-frequency data, Nonsynchronous trading, Quadratic variation, Realized covariance, Semimartingale, Stopping time, 62M10, 60G44, 62P05,
Shigeo Kusuoka, Takaki Hayashi
core +1 more source
Temporal and contemporaneous disaggregation of multiple economic time series
Data-based procedure, discrepancy measure, Kalman filter, mean square error, vector autoregressive models, Primary 62M10, secondary 62F30, 62H12,
Víctor Guerrero, Fabio Nieto
core +1 more source
SIOPRED: a prediction and optimisation integrated system for demand
Forecasting, Holt-Winters method, Non-linear optimisation, Decision support systems, 62M10, 62M20, 62P30, 90C30,
J. Bermúdez, J. Segura, E. Vercher
core +1 more source
On estimation of parameters for spatial autoregressive model
Autoregressive models, Estimation of parameters, Random fields, Primary: 62M10, 62M40, Secondary: 91B72,
Vygantas Paulauskas, Youri Davydov
core +1 more source
Kernel type smoothed quantile estimation under long memory
Asymptotic normality, Long memory time series, Quantile estimation, Strong consistency, 62M10, 62G05, 62G20,
Lihong Wang
core +1 more source
On inference for threshold autoregressive models
Bayesian model comparison, reversible jump, threshold autoregression, Wolfe’s sunspot, 62M10, 62F15,
Yu-Jau Lin, Osnat Stramer
core +1 more source