Search Results

Bayesian forecasting with the Holt-Winters model

Authors: Bermúdez, J D; Segura, J V; Vercher, E

Source: Journal of the Operational Research Society, Volume 61, Number 1, January 2010 , pp. 164-171(8)

Publisher: Palgrave Macmillan

Estimation of the Variance Function in Heteroscedastic Linear Regression Models

Authors: Shen, Silian; Mei, Changlin

Source: Communications in Statistics: Theory and Methods, Volume 38, Number 7, January 2009 , pp. 1098-1112(15)

Publisher: Taylor and Francis Ltd

Robust Testing Procedures in Heteroscedastic Linear Models

Authors: Zhao, Jin; Wang, Jinde

Source: Communications in Statistics: Simulation and Computation, Volume 38, Number 2, February 2009 , pp. 244-256(13)

Publisher: Taylor and Francis Ltd

Hierarchical Bayesian Markov switching models with application to predicting spawning success of shovelnose sturgeon

Authors: Holan, Scott H.; Davis, Ginger M.; Wildhaber, Mark L.; DeLonay, Aaron J.; Papoulias, Diana M.

Source: Journal of the Royal Statistical Society: Series C (Applied Statistics), Volume 58, Number 1, February 2009 , pp. 47-64(18)

Publisher: Blackwell Publishing

Applications of AR*-GRNN model for financial time series forecasting

Authors: Li, Weimin; Luo, Yishu; Zhu, Qin; Liu, Jianwei; Le, Jiajin

Source: Neural Computing & Applications, Volume 17, Numbers 5-6, October 2008 , pp. 441-448(8)

Publisher: Springer

Estimating and clustering curves in the presence of heteroscedastic errors

Author: Serban, Nicoleta

Source: Journal of Nonparametric Statistics, Volume 20, Number 7, October 2008 , pp. 553-571(19)

Publisher: Taylor and Francis Ltd

On weighted total least-squares adjustment for linear regression

Authors: Schaffrin, Burkhard; Wieser, Andreas

Source: Journal of Geodesy, Volume 82, Number 7, July 2008 , pp. 415-421(7)

Publisher: Springer

A RESTRICTED MAXIMUM LIKELIHOOD PROCEDURE FOR ESTIMATING THE VARIANCE FUNCTION OF AN IMMUNOASSAY

Authors: O'Malley, A. James; Smith, Murray H.; Sadler, William A.

Source: Australian & New Zealand Journal of Statistics, Volume 50, Number 2, June 2008 , pp. 161-177(17)

Publisher: Blackwell Publishing

A light-tailed conditionally heteroscedastic model with applications to river flows

Authors: Elek, Péter; Márkus, László

Source: Journal of Time Series Analysis, Volume 29, Number 1, January 2008 , pp. 14-36(23)

Publisher: Blackwell Publishing

Consistent estimation and testing in heteroscedastic polynomial errors-in-variables models

Authors: Zavala, Arturo; Bolfarine, Heleno; Castro, Mário

Source: Annals of the Institute of Statistical Mathematics, Volume 59, Number 3, September 2007 , pp. 515-530(16)

Publisher: Springer

A general approach to heteroscedastic linear regression

Authors: Leslie, David; Kohn, Robert; Nott, David

Source: Statistics and Computing, Volume 17, Number 2, June 2007 , pp. 131-146(16)

Publisher: Springer

Assessing Nonlinearity in Compartment Models via the Relative Curvature Measure

Authors: Daimon, Takashi; Yamada, Hiroshi; Goto, Masashi

Source: Journal of Pharmacokinetics and Pharmacodynamics, Volume 34, Number 2, April 2007 , pp. 207-227(21)

Publisher: Springer

New models for old questions: generalized linear models for cost prediction

Authors: Moran, John L.; Solomon, Patricia J.; Peisach, Aaron R.; Martin, Jeffrey

Source: Journal of Evaluation in Clinical Practice, Volume 13, Number 3, June 2007 , pp. 381-389(9)

Publisher: Blackwell Publishing

An optimal experimental design criterion for discriminating between non-normal models

Authors: López-Fidalgo, J.; Tommasi, C.; Trandafir, P. C.

Source: Journal of the Royal Statistical Society: Series B (Statistical Methodology), Volume 69, Number 2, April 2007 , pp. 231-242(12)

Publisher: Blackwell Publishing

Non-linear mixture models for cross-sectional financial log returns

Authors: Sun, Yan; Jandhyala, Venkata; Fotopoulos, Stergios

Source: Journal of Statistical Computation and Simulation, Volume 76, Number 11, November 2006 , pp. 967-983(17)

Publisher: Taylor and Francis Ltd

Bartlett Adjustments for Overdispersed Generalized Linear Models

Authors: Cordeiro, Gauss; Cysneiros, Audrey; Cysneiros, Francisco

Source: Communications in Statistics: Theory and Methods, Volume 35, Number 5, 2006 , pp. 937-952(16)

Publisher: Taylor and Francis Ltd

Efficient semiparametric estimator for heteroscedastic partially linear models

Authors: Ma, Yanyuan; Chiou, Jeng-Min; Wang, Naisyin

Source: Biometrika, Volume 93, Number 1, March 2006 , pp. 75-84(10)

Publisher: Oxford University Press

Variable Selection for Heteroscedastic Data Through Variance Estimation

Authors: Baek, Songjoon; Karaman, Filiz; Ahn, Hongshik

Source: Communications in Statistics: Simulation and Computation, Volume 34, Number 3, 2005 , pp. 567-583(17)

Publisher: Taylor and Francis Ltd

Iterative Weighted Semiparametric Least Squares Estimation in Repeated Measurement Partially Linear Regression Models

Authors: Chen, Gemai; You, Jin-hong

Source: Acta Mathematicae Applicatae Sinica, Volume 21, Number 2, May 2005 , pp. 177-192(16)

Publisher: Springer

Robust modelling of DTARCH models

Authors: Van Hui, Yer; Jiang, Jiancheng

Source: The Econometrics Journal, Volume 8, Number 2, July 2005 , pp. 143-158(16)

Publisher: Blackwell Publishing