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    • Time series model identification by estimating information, memory and quantiles 

      Parzen, Emanuel (Universitat Politècnica de Barcelona. Centre de Càlcul, 1983-12)
      Article
      Open Access
      This paper applies techniques of Quantile Data Analysis to non-parametrically analyze time series functions such as the sample spectral density, sample correlations and sample partial correlations. The aim is to identify ...