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Journal of econometrics, ISSN 0304-4076, 12/2015, Volume 189, Issue 2, pp. 485 - 491
Panel threshold model | Mixture of distributions | Splines | Volatility | Threshold unit root | Positive-valued time series | Structural breaks | Threshold autoregressive models | Nonlinear unit root | Non-stationarity | Catastrophe | Stochastic volatility | GARCH model | Markov switching model | Wrong model | Hysteresis | Mis-specified model | Non-likelihood approach | Threshold moving average models | Threshold principle | All-step-ahead prediction | Hidden Markov chain | Smooth threshold autoregressive models | Asymmetry | Bayesian decision | Business cycle | Conditionally heteroscedastic autoregressive models with thresholds | Open-loop system | Jump resonance | Economics | Mathematics, Interdisciplinary Applications | Physical Sciences | Social Sciences | Social Sciences, Mathematical Methods | Business & Economics | Mathematics | Mathematical Methods In Social Sciences | Science & Technology | Studies | Econometrics | Time series
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The Annals of statistics, ISSN 0090-5364, 04/2020, Volume 48, Issue 2, pp. 1124 - 1142
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Journal of applied econometrics (Chichester, England), ISSN 0883-7252, 04/2019, Volume 34, Issue 3, pp. 347 - 364
Economics | Business & Economics | Social Sciences | Mathematical Methods In Social Sciences | Social Sciences, Mathematical Methods | Economic models | Matrix algebra | Volatility | Variability | Time series | Innovations | Graph theory | Covariance matrix | Regression analysis | Matrix methods | Forecasting | Algorithms | Covariance | Mathematical analysis | Matrices | Graphical representations
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Journal of time series analysis, ISSN 0143-9782, 05/2016, Volume 37, Issue 3, pp. 291 - 314
integer‐valued AR and GARCH models | time series of counts | non‐normal asymptotic distribution | Poisson quasi‐maximum likelihood estimator | consistency and asymptotic normality | Boundary of the parameter space | Time series of counts | Consistency and asymptotic normality | Poisson quasi-maximum likelihood estimator | Integer-valued AR and GARCH models | Non-normal asymptotic distribution | Mathematics, Interdisciplinary Applications | Statistics & Probability | Physical Sciences | Mathematics | Science & Technology | Monte Carlo method | Analysis | Models | Studies | Statistical analysis | Poisson distribution | Time series | Economics and Finance | Humanities and Social Sciences
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Journal of econometrics, ISSN 0304-4076, 08/2020
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Energy (Oxford), ISSN 0360-5442, 05/2018, Volume 151, pp. 347 - 357
Wind generation | Exogenous variables | Predictability | Time series | Artificial neural networks | Thermodynamics | Physical Sciences | Technology | Energy & Fuels | Science & Technology | Neural networks | Models | Precipitation (Meteorology) | Statistical analysis | Error analysis | Autoregressive models | Model accuracy | Seasonal variations | Wind speed | Mathematical analysis | Research methodology | Predictions | Mathematical models
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Ecology (Durham), ISSN 0012-9658, 3/2010, Volume 91, Issue 3, pp. 858 - 871
Datasets | Simulations | Population ecology | Maximum likelihood estimation | Ecological modeling | Time series models | Estimation bias | Time series | Autoregressive moving average | Modeling | autoregressive moving average (ARMA) models | model selection | restricted maximum likelihood (REML) parameter estimation | return time | stability | estimation bias | Autoregressive moving average (ARMA) models | Restricted maximum likelihood (REML) parameter estimation | Stability | Model selection | Return time | Environmental Sciences & Ecology | Ecology | Life Sciences & Biomedicine | Science & Technology | Fundamental and applied biological sciences. Psychology | Biological and medical sciences | General aspects | Animal and plant ecology | Animal, plant and microbial ecology | Animals | Time Factors | Galliformes - physiology | Models, Biological | Computer Simulation | Ecosystem | Models, Statistical | Population Dynamics | Autoregression (Statistics) | Models | Ecological research | Methods | Parameter estimation | Stochastic models | Maximum likelihood method | Index Medicus
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The Annals of statistics, ISSN 0090-5364, 2018, Volume 46, Issue 6B, pp. 3510 - 3538
Bootstrap | Fourier transform | Karhunen–Loève expansion | Principal components | Spectral density operator | Statistics & Probability | Physical Sciences | Mathematics | Science & Technology | Fourier transforms | Statistical analysis | Functional testing | Dependence | Time series | Fourier analysis | Bootstrap method | Statistical methods | Fourier series | Data assimilation | Autoregressive processes
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Applied stochastic models in business and industry, ISSN 1524-1904, 07/2015, Volume 31, Issue 4, pp. 495 - 514
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Neural computing & applications, ISSN 0941-0643, 2/2018, Volume 29, Issue 3, pp. 749 - 760
Data Mining and Knowledge Discovery | Time series | Autoregressive model | Computational Science and Engineering | Particle swarm optimization | Computational Biology/Bioinformatics | Fuzzy inference system | Adaptive network fuzzy inference system | Computer Science | Image Processing and Computer Vision | Artificial Intelligence (incl. Robotics) | Fuzzy C-Means | Probability and Statistics in Computer Science | Computer Science, Artificial Intelligence | Technology | Science & Technology | Models | Neural networks | Mathematical optimization | Analysis | Methods | Adaptive systems | Artificial neural networks | Swarm intelligence | Mathematical models | Forecasting | Augmented reality | Autoregressive processes | Fuzzy systems
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The Annals of statistics, ISSN 0090-5364, 10/2012, Volume 40, Issue 5, pp. 2601 - 2633
Density estimation | Time series models | Approximation | Autoregressive models | Time series | Estimation theory | Stationary processes | Estimators | Point estimators | Perceptron convergence procedure | Smooth backfitting | Local stationarity | Nonparametric regression | Statistics & Probability | Physical Sciences | Mathematics | Science & Technology | Studies | Mathematical models | Regression analysis | Theoretical mathematics | 62M10 | nonparametric regression | 62G20 | 62G08 | smooth backfitting
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Sensors (Basel, Switzerland), ISSN 1424-8220, 08/2019, Volume 19, Issue 16, p. 3611
Statistical analysis | Autoregressive models | Test procedures | Weather forecasting | Artificial neural networks | Time series | Weather stations | Forecasting techniques | Forecasting | Genetic algorithms | Fuzzy sets | Climate change | Heat | Meteorological data | Mathematical analysis | Neural networks | Data sets | Performance enhancement | Polynomials | Trends | Methods | Index Medicus | seasonal time series | TSSF1 | F-transform | TSSF | F1-transform forecasting
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Applied mathematical modelling, ISSN 0307-904X, 06/2020, Volume 82, pp. 766 - 784
H-step forecast | Maximum likelihood | Diagnostics | Heavy-tailedness | Generalized Poisson-inverse Gaussian | Count time series | Mathematics, Interdisciplinary Applications | Engineering | Physical Sciences | Technology | Engineering, Multidisciplinary | Mechanics | Mathematics | Science & Technology | Parameter estimation | Gaussian process | Statistical analysis | Autoregressive models | Normal distribution | Gaussian distribution | Electric utilities | Modelling | Normality | Poisson distributions | Autoregressive processes
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