NON‐PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES

Journal of Time Series Analysis ◽

10.1111/1467-9892.00041 ◽

1997 ◽

Vol 18 (2) ◽

pp. 95-122 ◽

Author(s):

Javier Hidalgo

Keyword(s):

Time Series ◽

Multivariate Time Series ◽

Parametric Estimation ◽

Non Parametric Estimation ◽

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Non-parametric estimation of non-linearity in a cascade time-series system by multiscale approximation

Signal Processing ◽

10.1016/s0165-1684(00)00247-4 ◽

2001 ◽

Vol 81 (4) ◽

pp. 791-807 ◽

Author(s):

Zygmunt Hasiewicz

Keyword(s):

Time Series ◽

Parametric Estimation ◽

Series System ◽

Multiscale Approximation ◽

Non Parametric Estimation ◽

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Non-parametric Estimation of Stochastic Differential Equations from Stationary Time-Series

Journal of Statistical Physics ◽

10.1007/s10955-021-02847-6 ◽

2021 ◽

Vol 186 (1) ◽

Author(s):

Xi Chen ◽

Ilya Timofeyev

Keyword(s):

Time Series ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Parametric Estimation ◽

Stationary Time Series ◽

Stationary Time ◽

Non Parametric Estimation ◽

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Non-parametric Estimation of Seasonal Variations in GPS-Derived Time Series

REFAG 2014 - International Association of Geodesy Symposia ◽

10.1007/1345_2015_191 ◽

2015 ◽

pp. 227-233 ◽

Author(s):

Janusz Bogusz ◽

Marta Gruszczynska ◽

Anna Klos ◽

Maciej Gruszczynski

Keyword(s):

Time Series ◽

Seasonal Variations ◽

Parametric Estimation ◽

Non Parametric Estimation ◽

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Breaking correlation breakdowns: non-parametric estimation of downturn correlations and their application in credit risk models

The Journal of Risk Model Validation ◽

10.21314/jrmv.2008.031 ◽

2008 ◽

Vol 2 (4) ◽

pp. 13-26

Author(s):

Oleg Burd

Keyword(s):

Credit Risk ◽

Parametric Estimation ◽

Risk Models ◽

Non Parametric Estimation ◽

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Parametric and non-parametric estimation for pairwise-interaction point processes

Probability Theory and Applications ◽

10.1515/9783112314227-010 ◽

1987 ◽

pp. 101-112

Keyword(s):

Point Processes ◽

Pairwise Interaction ◽

Parametric Estimation ◽

Interaction Point ◽

Non Parametric Estimation ◽

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Non-parametric estimation for aggregated functional data for electric load monitoring

Environmetrics ◽

10.1002/env.914 ◽

2009 ◽

Vol 20 (2) ◽

pp. 111-130 ◽

Author(s):

Ronaldo Dias ◽

Nancy L. Garcia ◽

Angelo Martarelli

Keyword(s):

Functional Data ◽

Parametric Estimation ◽

Electric Load ◽

Load Monitoring ◽

Non Parametric Estimation ◽

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Non-parametric estimation of the diffusion coefficient from noisy data

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-012-9072-8 ◽

2012 ◽

Vol 15 (3) ◽

pp. 193-223 ◽

Author(s):

Emeline Schmisser

Keyword(s):

Diffusion Coefficient ◽

Parametric Estimation ◽

Non Parametric Estimation ◽

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Distributed non-parametric estimation in a bandwidth-constrained sensor network

2008 42nd Annual Conference on Information Sciences and Systems ◽

10.1109/ciss.2008.4558670 ◽

2008 ◽

Author(s):

Pu Wang ◽

Hongbin Li ◽

Jun Fang

Keyword(s):

Sensor Network ◽

Parametric Estimation ◽

Non Parametric Estimation ◽

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Non-parametric estimation from simultaneous degradation and failure time data

Comptes Rendus Mathematique ◽

10.1016/s1631-073x(02)02451-2 ◽

2002 ◽

Vol 335 (2) ◽

pp. 183-188 ◽

Author(s):

Vilijandas Bagdonavičius ◽

Algis Bikelis ◽

Vytautas Kazakevičius ◽

Mikhail Nikulin

Keyword(s):

Failure Time ◽

Parametric Estimation ◽

Failure Time Data ◽

Time Data ◽

Non Parametric Estimation ◽

Simultaneous Degradation ◽

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Non-parametric estimation with doubly censored data

Journal of Applied Statistics ◽

10.1080/02664769922647 ◽

1999 ◽

Vol 26 (1) ◽

pp. 45-58 ◽

Author(s):

Guadalupe Gomez ◽

M. Luz Calle

Keyword(s):

Censored Data ◽

Parametric Estimation ◽

Doubly Censored Data ◽

Doubly Censored ◽

Non Parametric Estimation ◽

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