The following pages link to (Q4331747):
Displayed 48 items.
- partsm (Q23293) (← links)
- Generation Of Time Series Models With Given Spectral Properties (Q92277) (← links)
- Multi-companion matrices (Q92814) (← links)
- Anticipating random periodic solutions. I: SDEs with multiplicative linear noise. (Q285819) (← links)
- Periodically correlated autoregressive Hilbertian processes (Q453784) (← links)
- Macroeconomics and the reality of mixed frequency data (Q726586) (← links)
- Functional coefficient seasonal time series models with an application of Hawaii tourism data (Q740081) (← links)
- Seasonal nonlinear long memory model for the US inflation rates (Q928152) (← links)
- Improved frequency selective filters (Q951867) (← links)
- Loss development forecasting models: an econometrician's view (Q1282143) (← links)
- Impulse response functions for periodic integration (Q1389739) (← links)
- Testing for integration using evolving trend and seasonals models: A Bayesian approach. (Q1586560) (← links)
- A new method to detect periodically correlated structure (Q1695432) (← links)
- Forecasting seasonal time series data: a Bayesian model averaging approach (Q1729308) (← links)
- Functional data analysis of the dynamics of the monthly index of nondurable goods production. (Q1858948) (← links)
- Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes. (Q1871254) (← links)
- A new method to compare the spectral densities of two independent periodically correlated time series (Q1997541) (← links)
- Non-parametric seasonal unit root tests under periodic non-stationary volatility (Q2095770) (← links)
- On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes (Q2316342) (← links)
- Periodic autoregressive models with closed skew-normal innovations (Q2319487) (← links)
- A comparison between the linear regression model with autocorrelated errors and the partial adjustment model (Q2319559) (← links)
- Periodic and seasonal (co-)integration in the state space framework (Q2328546) (← links)
- Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes (Q2476824) (← links)
- On stationarity and \(\beta \)-mixing of periodic bilinear processes (Q2518956) (← links)
- Cointegration analysis of brand and category sales: Stationarity and long-run equilibrium in market shares (Q2744947) (← links)
- Forward Moving Average Representations for MA Processes of Finite Order: Multivariate Stationary and Periodically Correlated (Q2815349) (← links)
- Non-parametric testing for seasonally and periodically integrated processes (Q2931591) (← links)
- The consequences of seasonal adjustment for periodic autoregressive processes (Q3023023) (← links)
- Efficient Semiparametric Estimation of the Periods in a Superposition of Periodic Functions with Unknown Shape (Q3505310) (← links)
- Predictive Density Order Selection of Periodic AR Models (Q3527751) (← links)
- TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES (Q3632411) (← links)
- Testing nested and non-nested periodically integrated autoregressive models (Q4226844) (← links)
- The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series (Q4439300) (← links)
- TESTING FOR PERIODIC STATIONARITY (Q4443974) (← links)
- THE BEHAVIOR OF HEGY TESTS FOR QUARTERLY TIME SERIES WITH SEASONAL MEAN SHIFTS (Q4678785) (← links)
- On trends and constants in periodic autoregressions (Q4701044) (← links)
- Performance of seasonal unit root tests for monthly data (Q4935534) (← links)
- On periodic autoregressive stochastic volatility models: structure and estimation (Q4960634) (← links)
- The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance (Q5062351) (← links)
- Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models (Q5078113) (← links)
- A computational method to compare spectral densities of independent periodically correlated time series (Q5078483) (← links)
- PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models (Q5086089) (← links)
- Bootstrapping Periodic State-Space Models (Q5252835) (← links)
- Nonlinear modelling of periodic threshold autoregressions using Tsmars (Q5467630) (← links)
- On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity (Q5944502) (← links)
- Recursive and rolling regression-based tests of the seasonal unit root hypothesis (Q5959568) (← links)
- The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 (Q6134391) (← links)
- Autoregressive model with double Pareto distributed noise (Q6200055) (← links)