Parameter Estimation for Periodically Stationary Time Series (Q5467614): Difference between revisions

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+https://doi.org/10.1111/j.1467-9892.2005.00428.x
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+W1970337334
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@@ Property / cites work @@
+Periodic moving averages of random variables with regularly varying tails
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+Innovations algorithm for periodically stationary time series
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+Q5560061
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+Simple consistent estimation of the coefficients of a linear filter
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+Prediction of multivariate time series by autoregressive model fitting
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+Recursive Prediction and Likelihood Evaluation for Periodic ARMA Models
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+EMPIRICAL IDENTIFICATION OF MULTIPLE TIME SERIES
@@ Property / cites work: EMPIRICAL IDENTIFICATION OF MULTIPLE TIME SERIES / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:5467614