Time Series Analysis Techniques

This cluster is dedicated to statistical methods specifically designed for analyzing time series data. It includes topics such as model identification and the performance of estimators to derive meaningful insights from temporal trends.

time series analysis
model identification
GMM estimators
permutation entropy
statistical modeling
temporal data

44,244 papers

Parent topic: Statistical Modeling Techniques

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Papers Over Time

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Top Papers

A New Look At The Statistical Model Identification

1974 · 37,689 citations

Large Sample Properties Of Generalized Method Of Moments Estimators

1982 · 8,671 citations

Permutation Entropy: A Natural Complexity Measure For Time Series

2002 · 3,668 citations

On The Average Value Of Correlated Time Series, With Applications In Dendroclimatology And Hydrometeorology

1984 · 2,728 citations

Kernel Smoothing

1995 · 2,507 citations

Nonlinear Regression Analysis And Its Applications

1988 · 2,040 citations

A Reliable Data-Based Bandwidth Selection Method For Kernel Density Estimation

1991 · 1,776 citations

Model-Based Gaussian And Non-Gaussian Clustering

1993 · 1,621 citations

Generalized Cumulant Expansion Method

1962 · 1,543 citations

A Fast Algorithm For The Minimum Covariance Determinant Estimator

1999 · 1,509 citations

Distribution Of Residual Autocorrelations In Autoregressive-Integrated Moving Average Time Series Models

1970 · 1,484 citations

On The Efficiency Of Certain Quasi-Random Sequences Of Points In Evaluating Multi-Dimensional Integrals

1960 · 1,400 citations

The Second-Order Analysis Of Stationary Point Processes

1976 · 1,361 citations

Smearing Estimate: A Nonparametric Retransformation Method

1983 · 1,207 citations

Improved Surrogate Data For Nonlinearity Tests

1996 · 1,192 citations

On The Best Rank-1 And Rank-(R1 ,R2 ,. . .,RN) Approximation Of Higher-Order Tensors

2000 · 1,187 citations

Improved Estimation Of The Covariance Matrix Of Stock Returns With An Application To Portfolio Selection

2003 · 1,176 citations

Generalized Inverses, Ridge Regression, Biased Linear Estimation, And Nonlinear Estimation

1970 · 1,152 citations

Traitement Statistique Des Erreurs Dans La Determination Des Structures Cristallines

1952 · 1,108 citations

Some Theorems On Quadratic Forms Applied In The Study Of Analysis Of Variance Problems, I. Effect Of Inequality Of Variance In The One-Way Classification

1954 · 1,040 citations