Result 1 to 20 of 20 total
Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence. (English)
Math. Comput. Simul. 81, No. 9, 1733-1740 (2011).
1
Identification of nonlinear VAR models using general conditional independence graphs. (English)
Stat. Methodol. 8, No. 2, 256-267 (2011).
2
Granger causality in systems biology: Modeling gene networks in time series microarray data using vector autoregressive models. (English)
Ferreira, Carlos E. (ed.) et al., Advances in bioinformatics and computational biology. 5th Brazilian symposium on bioinformatics, BSB 2010, Rio de Janeiro, Brazil, August 31 ‒ September 3, 2010. Proceedings. Berlin: Springer (ISBN 978-3-642-15059-3/pbk). Lecture Notes in Computer Science 6268. Lecture Notes in Bioinformatics, 13-24 (2010).
3
Identification of Granger causality between gene sets. (English)
J. Bioinform. Comput. Biol. 8, No. 4, 679-701 (2010).
4
Computationally efficient methods for two multivariate fractionally integrated models. (English)
J. Time Ser. Anal. 30, No. 6, 631-651 (2009).
5
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term. (English)
Econom. J. 12, No. 3, 414-435 (2009).
6
An efficient branch-and-bound strategy for subset vector autoregressive model selection. (English)
J. Econ. Dyn. Control 32, No. 6, 1949-1963 (2008).
7
An alternative splicing predictor in C.Elegans based on time series analysis. (English)
Masulli, Francesco (ed.) et al., Applications of fuzzy sets theory. 7th international workshop on fuzzy logic and applications, WILF 2007, Camogli, Italy, July 7‒10, 2007. Proceedings. Berlin: Springer (ISBN 978-3-540-73399-7/pbk). Lecture Notes in Computer Science 4578. Lecture Notes in Artificial Intelligence, 588-595 (2007).
8
Identification of piecewise affine systems based on statistical clustering technique. (English)
Automatica 41, No. 5, 905-913 (2005).
9
Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules. (English)
Linear Algebra Appl. 321, No.1-3, 209-232 (2000).
10
Econometric modelling of long-run relationships in the Singapore currency future market. (English)
Math. Comput. Simul. 43, No. 3-6, 421-427 (1997).
11
ITSM: An interactive time series modelling package for the SPARC workstation. Including floppy disc. (English)
New York: Springer-Verlag. 10 p. (1992).
12
Statistics for spatial data. (English)
Wiley Series in Probability and Mathematical Statistics. New York etc.: John Wiley \& Sons, Inc. xx, 900 p. (1991).
13
ITSM: An interactive time series modelling package for the PC. Written in collaboration with R. J. Hyndman. Including floppy disks. (English)
New York etc.: Springer-Verlag. ix, 104 p. DM 98.00 (1991).
14
Linear prediction theory. A mathematical basis for adaptive systems. (English)
Springer Series in Information Sciences, 21. Berlin etc.: Springer-Verlag. xvi, 422 p. DM 98.00 (1990).
15
Vector-channel lattice filters and identification of flexible structures. (English)
IEEE Trans. Autom. Control 33, No.5, 448-456 (1988).
16
Introduction to the theory and practice of econometrics. 2nd ed. (English)
New York: John Wiley \& Sons, Inc. xxxviii, 1024 p. \$ 59. 95 (1988).
17
Advanced econometric methods. Corr. 2nd printing. (English)
New York etc.: Springer-Verlag. xix, 624 p. DM 78.00 (1988).
18
On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances. (English)
J. Econom. 23, 165-191 (1983).
19
Quelques majorations, et autres propriétés des algorithmes de Schur et Levinson dans le cas vectoriel. (French)
Algorithmes rapides pour le traitement des systemes dynamiques lineaires. Colloq., Aussois/France 1981, Tome 2, Exp. No.11, 22 p. (1981).
20
Result 1 to 20 of 20 total
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