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Modeling Periodic Autoregressive Time Series with Multiple Periodic Effects
Subsampling for Heavy Tailed, Non stationary and Weakly Dependent Time Series
Bootstrapping the Autocovariance of PC Time Series
A Simulation Study
On Extreme Values in Stationary Weakly Dependent Random Fields
Subordinated Processes with Infinite Variance
Ornstein-Uhlenbeck Process Delayed by Gamma Subordinator
Estimation of the Pointwise Hölder Exponent in Time Series Analysis
Application of the CIR Model for Spot Short Interest Rates Modelling on the Polish Market
An Overview of Robust Spectral Estimators.

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