Pages that link to "Item:Q4677018"
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The following pages link to Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models (Q4677018):
Displaying 26 items.
- On covariance generating functions and spectral densities of periodically correlated autoregressive processes (Q871351) (← links)
- An MDL approach to the climate segmentation problem (Q977634) (← links)
- Aggregation and systematic sampling of periodic ARMA processes (Q1023773) (← links)
- Least-squares estimation and ANOVA for periodic autoregressive time series (Q1771465) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- Goodness-of-fit tests for SPARMA models with dependent error terms (Q2151745) (← links)
- Innovations algorithm asymptotics for periodically stationary time series with heavy tails (Q2482609) (← links)
- Mixture periodic autoregressive time series models (Q2489872) (← links)
- Characterization of discrete scale invariant Markov sequences (Q2817156) (← links)
- Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models (Q2851994) (← links)
- Asymptotic Inefficiency of Mean-Correction on Parameter Estimation for a Periodic First-Order Autoregressive Model (Q3424229) (← links)
- Subsampling in testing autocovariance for periodically correlated time series (Q3552861) (← links)
- A Note on Calculating Autocovariances of Periodic<i>ARMA</i>Models (Q3625317) (← links)
- Calculating the autocovariances and the likelihood for periodic V ARMA models (Q3636723) (← links)
- On Markov-switching periodic<i>ARMA</i>models (Q4638709) (← links)
- Asymptotic results for Fourier-PARMA time series (Q4979099) (← links)
- Parsimonious time series modeling for high frequency climate data (Q5001028) (← links)
- The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance (Q5062351) (← links)
- Empirical study of robust estimation methods for PAR models with application to the air quality area (Q5085567) (← links)
- Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution (Q5135322) (← links)
- EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS (Q5176764) (← links)
- Causality conditions and autocovariance calculations in PVAR models (Q5438711) (← links)
- A prediction‐residual approach for identifying rare events in periodic time series (Q5495688) (← links)
- The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 (Q6134391) (← links)
- Seasonal count time series (Q6135336) (← links)
- Portmanteau tests for periodic ARMA models with dependent errors (Q6153720) (← links)