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                             28 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A bootstrap test for time series linearity Berg, Arthur
2010
140 12 p. 3841-3857
17 p.
artikel
2 A note on the invertibility of nonlinear ARMA models Chan, Kung-Sik
2010
140 12 p. 3709-3714
6 p.
artikel
3 An RKHS framework for functional data analysis Kupresanin, Ana
2010
140 12 p. 3627-3637
11 p.
artikel
4 A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process Hinich, Melvin J.
2010
140 12 p. 3688-3692
5 p.
artikel
5 CARMA(p,q) generalized random processes Brockwell, Peter J.
2010
140 12 p. 3613-3618
6 p.
artikel
6 Classification of multivariate non-stationary signals: The SLEX-shrinkage approach Böhm, Hilmar
2010
140 12 p. 3754-3763
10 p.
artikel
7 Contents 2010
140 12 p. iii-iv
nvt p.
artikel
8 Efficiency in estimation of memory Chen, Willa W.
2010
140 12 p. 3820-3840
21 p.
artikel
9 Encoding dissimilarity data for statistical model building Wahba, Grace
2010
140 12 p. 3580-3596
17 p.
artikel
10 Estimation of covariance matrix via the sparse Cholesky factor with lasso Chang, Changgee
2010
140 12 p. 3858-3873
16 p.
artikel
11 Flexible modeling of conditional distributions using smooth mixtures of asymmetric student t densities Li, Feng
2010
140 12 p. 3638-3654
17 p.
artikel
12 Goodness-of-fit testing under long memory Koul, Hira L.
2010
140 12 p. 3742-3753
12 p.
artikel
13 IBC (editors cont.) 2010
140 12 p. IBC-
1 p.
artikel
14 Long memory in intertrade durations, counts and realized volatility of NYSE stocks Deo, Rohit
2010
140 12 p. 3715-3733
19 p.
artikel
15 Nonparametric regression estimation in a null recurrent time series Arnfinn Karlsen, Hans
2010
140 12 p. 3619-3626
8 p.
artikel
16 Non-stationary structural model with time-varying demand elasticities Kim, Kun Ho
2010
140 12 p. 3809-3819
11 p.
artikel
17 OBC (Editors) 2010
140 12 p. OBC-
1 p.
artikel
18 On the sample mean of locally stationary long-memory processes Palma, Wilfredo
2010
140 12 p. 3764-3774
11 p.
artikel
19 Preface Pourahmadi, Mohsen
2010
140 12 p. 3578-3579
2 p.
artikel
20 Resampling-based bias-corrected time series prediction Bandyopadhyay, S.
2010
140 12 p. 3775-3788
14 p.
artikel
21 Selection between models through multi-step-ahead forecasting McElroy, Tucker S.
2010
140 12 p. 3655-3675
21 p.
artikel
22 Semiparametric distribution forecasting Kedem, Benjamin
2010
140 12 p. 3734-3741
8 p.
artikel
23 Smoothing spline ANOPOW Stoffer, David S.
2010
140 12 p. 3789-3796
8 p.
artikel
24 Spectral analysis for processes with almost periodic covariances Rosenblatt, Murray
2010
140 12 p. 3608-3612
5 p.
artikel
25 Stochastic modeling of particle movement with application to marine biology and oceanography Brillinger, David R.
2010
140 12 p. 3597-3607
11 p.
artikel
26 Tail exponent estimation via broadband log density-quantile regression Holan, Scott H.
2010
140 12 p. 3693-3708
16 p.
artikel
27 The generalized linear chirp process Robertson, Stephen D.
2010
140 12 p. 3676-3687
12 p.
artikel
28 Wavelet modeling of functional random effects with application to human vision data Ogden, R. Todd
2010
140 12 p. 3797-3808
12 p.
artikel
                             28 gevonden resultaten
 
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