Home > Research > Browse

Results for Autoregression

Publications & Outputs

  1. On the Issue of Choosing the Best Predictive Model Based on Bayesian Principles

    Svetunkov, S. & Svetunkov, I., 21/06/2024, Understanding the Digital Transformation of Socio-Economic-Technological Systems . Campos Devezas, T., Berawi, M. A., Barykin, S. E. & Kudryavtseva, T. (eds.). Cham: Springer, p. 107-119 13 p. (Lecture Notes in Networks and Systems; vol. 951).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  2. Autocovariance Estimation in the Presence of Changepoints

    Gallagher, C., Killick, R., Lund, R. & Shi, X., 31/12/2022, In: Journal of the Korean Statistical Society. 51, 4, p. 1021-1040 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. On categorical time series with covariates

    Fokianos, K. & Truquet, L., 1/09/2019, In: Stochastic Processes and their Applications. 129, 9, p. 3446-3462 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review