Time Series Analysis and Its Applications
Integrity signals
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Claims the paper makes
Claims other papers make about this one
Each is checked against this paper’s own text: does it say what the citing paper says it does?
The Kalman filter can give the minimum mean-squared error within the class of linear estimators even if the noise assumption does not hold.
“Even if the assumption of the noise does not hold, it was shown that the Kalman filter [33] can give the minimum mean-squared error within the class of linear estimators.”
From Estimation of physiological tremor from accelerometers for real-time applications (2011) · cites this paper as [33]
Cited by
Sorted by citations
Estimation of physiological tremor from accelerometers for real-time applications
Veluvolu, K. C., & Ang, W. T. (2011) · Sensors · doi:10.3390/s110303020 · Cited by 117 · see citing works
Periodic climate cooling enhanced natural disasters and wars in China during AD 10–1900
Zhang, Z., Tian, H., Cazelles, B., Kausrud, K. L., Bräuning, A., Guo, F., & Stenseth, N. C. (2010) · Proceedings of the Royal Society B: Biological Sciences · doi:10.1098/rspb.2010.0890 · Cited by 116 · see citing works
Confidence regions of estimated parameters for ecological systems
Marsili-Libelli, S., Guerrizio, S., & Checchi, N. (2003) · Ecological Modelling · doi:10.1016/s0304-3800(03)00068-1 · Cited by 92 · see citing works
Applying Hybrid ARIMA-SGARCH in Algorithmic Investment Strategies on S&P500 Index
Vo, N., & Ślepaczuk, R. (2022) · Entropy · doi:10.3390/e24020158 · Cited by 39 · see citing works
- Authors
- Shumway, R. H., & Stoffer, D. S.
- Affiliations
- University of Pittsburgh (US)
- ORCID
- Stoffer, David S.
- Venue
- Springer Texts in Statistics
- Publisher
- Springer New York
- Published
- 2000
- ISSN
- 1431-875X (ISSN-L)
- OpenAlex
- W4210616753
- Cited by
- 1,039
- References
- 0
- Citations by year
- 2026: 43 · 2025: 119 · 2024: 90 · 2023: 67 · 2022: 50 · 2021: 27 · 2020: 24 · 2019: 17 · 2018: 29 · 2017: 25 · 2016: 31 · 2015: 23 · 2014: 38 · 2013: 39 · 2012: 31
- FWCI
- 10.96
- Type
- book
- Language
- en
- Open access
- closed
- Licence
- www.springer.com/tdm (tdm)
- Locations
- Springer texts in statistics (publishedVersion)
- CERN Document Server (European Organization for Nuclear Research) (submittedVersion)
- Topics
- Physical Sciences › Computer Science › Signal Processing › Time Series Analysis and Forecasting
- Physical Sciences › Mathematics › Applied Mathematics › Statistical and numerical algorithms
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Applications
- Keywords
- time series analysis, time series modeling, forecasting, autocorrelation, stationarity, ARIMA model
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
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