Found 13 Documents (Results 1–13)
The elliptical Ornstein-Uhlenbeck process. (English) Zbl 07585569
MSC:
62-XX
Low-rank signal subspace: parameterization, projection and signal estimation. (English) Zbl 07585568
Study of automatic choice of parameters for forecasting in singular spectrum analysis. (English) Zbl 07585567
AutoSpec: detection of narrowband frequency changes in time series. (English) Zbl 07585566
MSC:
62-XX
Hierarchical dynamic PARCOR models for analysis of multiple brain signals. (English) Zbl 07585564
MSC:
62-XX
Analyses of the impact of country specific macro risk variables on gold futures contract and its position as an asset class: evidence from India. (English) Zbl 07585563
Testing threshold effect in single-index models. (English) Zbl 07585562
MSC:
62-XX
Forecasting industrial production indices with a new singular spectrum analysis forecasting algorithm. (English) Zbl 07585561
On dual-asymmetry linear double AR models. (English) Zbl 07585559
MSC:
62-XX
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