-
2
-
-
0000133998
-
An analysis of transformation (with discussion)
-
Box, G. E. P., and Cox, D. (1964). "An analysis of transformation (with discussion)." J. R. Stat. Soc. Ser. B. Methodol., 26, 211-246.
-
(1964)
J. R. Stat. Soc. Ser. B. Methodol.
, vol.26
, pp. 211-246
-
-
Box, G.E.P.1
Cox, D.2
-
6
-
-
0002530939
-
STL: A seasonal trend decomposition procedure based on loess
-
Cleveland, B. R., Cleveland, W. S., McRae, J. E., and Terpenning, I. (1990). "STL: A seasonal trend decomposition procedure based on loess." J. Official Stat., 6, 3-73.
-
(1990)
J. Official Stat.
, vol.6
, pp. 3-73
-
-
Cleveland, B.R.1
Cleveland, W.S.2
McRae, J.E.3
Terpenning, I.4
-
7
-
-
84947318637
-
Locally-weighted regression: An approach to regression analysis by local fitting
-
Cleveland, W. S., and Devlin, S. J. (1988). "Locally-weighted regression: an approach to regression analysis by local fitting." J. Am. Stat. Assoc., 83, 596-610.
-
(1988)
J. Am. Stat. Assoc.
, vol.83
, pp. 596-610
-
-
Cleveland, W.S.1
Devlin, S.J.2
-
8
-
-
4444237914
-
Preliminar estimation of ARFIMA models
-
J. G. Betlehem and P. G. M. vand der Heijden, eds., Phisica, Heidelberg, Germany
-
Corduas, M. (2000). "Preliminar estimation of ARFIMA models." Proceedings in computational statistics, J. G. Betlehem and P. G. M. vand der Heijden, eds., Phisica, Heidelberg, Germany, 247-252.
-
(2000)
Proceedings in Computational Statistics
, pp. 247-252
-
-
Corduas, M.1
-
9
-
-
0004168027
-
-
Sage University Paper Series on Quantitative Applications in the Social Sciences, Sage Univ
-
Cromwell, J. B., Labys, W. C., and Terraza, M. (1994). "Univariate tests for time series models." Sage University Paper Series on Quantitative Applications in the Social Sciences, Sage Univ.
-
(1994)
Univariate Tests for Time Series Models
-
-
Cromwell, J.B.1
Labys, W.C.2
Terraza, M.3
-
10
-
-
4444250843
-
Stochastic long-memory modelling of seasonal hydrologic time series: A case study
-
Beijing
-
Grimaldi, S. (2000). "Stochastic long-memory modelling of seasonal hydrologic time series: A case study." Proc., 8th Int. Symp. on Stochastic Hydraulics-ISSH, Beijing, 25-28.
-
(2000)
Proc., 8th Int. Symp. on Stochastic Hydraulics-ISSH
, pp. 25-28
-
-
Grimaldi, S.1
-
11
-
-
4444289129
-
-
PhD thesis
-
Grimaldi, S. (2001). PhD thesis.
-
(2001)
-
-
Grimaldi, S.1
-
12
-
-
45549113571
-
Approach to an irregular time series on the basis of the fractal theory
-
Higuci, T. (1988). "Approach to an irregular time series on the basis of the fractal theory." Physica D, 31, 277-283.
-
(1988)
Physica D
, vol.31
, pp. 277-283
-
-
Higuci, T.1
-
14
-
-
0021638982
-
Modelling persistence in hydrological time series using fractional differencing
-
Hosking, J. R. M. (1984). "Modelling persistence in hydrological time series using fractional differencing." Water Resour. Res., 20, 1989-1908.
-
(1984)
Water Resour. Res.
, vol.20
, pp. 1908-1989
-
-
Hosking, J.R.M.1
-
15
-
-
0030359440
-
Parameter estimation for infinite variance fractional ARIMA
-
Kokoszka, P., and Taqqu, M. S. (1996). "Parameter estimation for infinite variance fractional ARIMA." Ann. Stat., 24(5), 1880-1913.
-
(1996)
Ann. Stat.
, vol.24
, Issue.5
, pp. 1880-1913
-
-
Kokoszka, P.1
Taqqu, M.S.2
-
18
-
-
4444322570
-
-
PhD thesis, Graduate School of Business, Chicago
-
Lee, S. A. (1991). "Long memory time series." PhD thesis, Graduate School of Business, Chicago.
-
(1991)
Long Memory Time Series
-
-
Lee, S.A.1
-
19
-
-
0030616632
-
Fractionally differenced ARIMA models applied to hydrologic time series: Identification, estimation and simulation
-
Montanari, A., Rosso, R., and Taqqu, M. S. (1997). "Fractionally differenced ARIMA models applied to hydrologic time series: Identification, estimation and simulation." Water Resour. Res., 33(5), 1035-1044.
-
(1997)
Water Resour. Res.
, vol.33
, Issue.5
, pp. 1035-1044
-
-
Montanari, A.1
Rosso, R.2
Taqqu, M.S.3
-
20
-
-
0034065536
-
A seasonal fractional ARIMA model applied to the Nile River monthly flows at Aswan
-
Montanari, A., Rosso, R., and Taqqu, M. S. (2000). "A seasonal fractional ARIMA model applied to the Nile River monthly flows at Aswan." Water Resour. Res., 36(5), 1249-1265.
-
(2000)
Water Resour. Res.
, vol.36
, Issue.5
, pp. 1249-1265
-
-
Montanari, A.1
Rosso, R.2
Taqqu, M.S.3
-
21
-
-
84981470151
-
A distance measures for classifying ARIMA models
-
Piccolo, D. (1990b). "A distance measures for classifying ARIMA models." J. Time Ser. Anal., 11, 153-164.
-
(1990)
J. Time Ser. Anal.
, vol.11
, pp. 153-164
-
-
Piccolo, D.1
-
23
-
-
0001805672
-
Analysis and modelling of hydrologic time series
-
D. R. Maidment, ed., Chap. 19, McGrawHill, New York
-
Salas, J. D. (1993). "Analysis and modelling of hydrologic time series." Handbook of hydrology, D. R. Maidment, ed., Chap. 19, McGrawHill, New York.
-
(1993)
Handbook of Hydrology
-
-
Salas, J.D.1
-
24
-
-
0002346987
-
Estimating long-range dependence in finite and infinite variance series
-
R. Adler, R. Feldman, and M. S. Taqqu, eds, Birkhauser, Boston
-
Taqqu, M. S., and Teverovsky, V. (1998). "Estimating long-range dependence in finite and infinite variance series." Practical guide to heavy tails: Statistical techniques for analyzing heavy tailed distributions, R. Adler, R. Feldman, and M. S. Taqqu, eds, Birkhauser, Boston, 177-217.
-
(1998)
Practical Guide to Heavy Tails: Statistical Techniques for Analyzing Heavy Tailed Distributions
, pp. 177-217
-
-
Taqqu, M.S.1
Teverovsky, V.2
-
25
-
-
0000233505
-
Estimators for long-range dependence: An empirical study
-
Taqqu, M. S., Teverovsky, V., and Wilinger, W. (1995). "Estimators for long-range dependence: An empirical study." Fractals, 3(4), 785-798.
-
(1995)
Fractals
, vol.3
, Issue.4
, pp. 785-798
-
-
Taqqu, M.S.1
Teverovsky, V.2
Wilinger, W.3
-
26
-
-
0003136187
-
Testing for long-range dependence in the presence of shifting means or a slowly declining trend, using a variance-type estimator
-
Teverovsky, V., and Taqqu, M. S. (1997). "Testing for long-range dependence in the presence of shifting means or a slowly declining trend, using a variance-type estimator." J. Time Ser. Anal., 18, 279-304.
-
(1997)
J. Time Ser. Anal.
, vol.18
, pp. 279-304
-
-
Teverovsky, V.1
Taqqu, M.S.2
-
27
-
-
4444321571
-
Non linear and adaptive modelling in time series
-
Tiao, G. C., and Tsay, R. (1994). "Non linear and adaptive modelling in time series." J. Forecast., 13, 338-344.
-
(1994)
J. Forecast.
, vol.13
, pp. 338-344
-
-
Tiao, G.C.1
Tsay, R.2
-
28
-
-
0000751392
-
Estimation and information in stationary time series
-
Whittle, P. (1953). "Estimation and information in stationary time series." Arkiv Feur Matematik, 2, 423-434.
-
(1953)
Arkiv Feur Matematik
, vol.2
, pp. 423-434
-
-
Whittle, P.1
|