Narrow search
Showing 1 - 10 of 34
Cover Image
Gaussian maximum likelihood estimation for ARMA models I
Yao, Qiwei (contributor); Brockwell, Peter J. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755611
Cover Image
Estimation for non-negative Lévy-driven CARMA processes
Brockwell, Peter J.; Davis, Richard A.; Yang, Yu - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 2, pp. 250-259
Persistent link: https://www.econbiz.de/10009160004
Cover Image
Nonparametric autocovariance function estimation
Hyndman, Rob J.; Wand, M. P. - 1996
Persistent link: https://www.econbiz.de/10000942965
Cover Image
Bandwidth selection for kernel conditional density estimation
Bashtannyk, David M. - 1998
Persistent link: https://www.econbiz.de/10000995964
Cover Image
Residual diagnostic plots for checking for model mis-specification in time series regression
Fraccaro, Richard - 1998
Persistent link: https://www.econbiz.de/10000995979
Cover Image
Forecasting : methods and applications
Makridakis, Spyros G.; Wheelwright, Steven C.; Hyndman, … - 1998 - 3. ed.
Persistent link: https://www.econbiz.de/10000643079
Cover Image
An improved method for bandwidth selection when estimating ROC curves
Hall, Peter; Hyndman, Rob J. - 2002
Persistent link: https://www.econbiz.de/10001722334
Cover Image
Boosting multi-step autoregressive forecasts
Ben Taieb, Souhaib; Hyndman, Rob J. - 2014
Persistent link: https://www.econbiz.de/10010349977
Cover Image
Bagging exponential smoothing methods using STL decomposition and Box-Cox transformation
Bergmeir, Christoph; Hyndman, Rob J.; Benítez … - 2014
Persistent link: https://www.econbiz.de/10010349980
Cover Image
Half-life estimation based on the bias-corrected bootstrap : a highest density region approach
Kim, Jae H.; Silvapulle, Paramsothy; Hyndman, Rob J. - 2006
Persistent link: https://www.econbiz.de/10003361020