On Mixture Periodic Vector Autoregressive Models (Q2876148): Difference between revisions

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+https://doi.org/10.1080/03610918.2012.750353
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+W2072747592
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@@ Property / cites work @@
+Bootstrapping Markov chains: Countable case
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+Model-building problem of periodically correlated \(m\)-variate moving average processes
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+ON THE INVERTIBILITY OF PERIODIC MOVING-AVERAGE MODELS
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+Mixture periodic autoregressive conditional heteroskedastic models
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+Moments of Mixture Periodic Autoregressive Models
@@ Property / cites work: Moments of Mixture Periodic Autoregressive Models / rank @@
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+Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
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+Edgeworth correction by bootstrap in autoregressions
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+On a mixture vector autoregressive model
@@ Property / cites work: On a mixture vector autoregressive model / rank @@
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+Periodic Time Series Models
@@ Property / cites work: Periodic Time Series Models / rank @@
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+Bootstrapping regression models
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+On bootstrapping two-stage least-squares estimates in stationary linear models
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+Heavy traffic approximations for busy period in an M/G/\(\infty\) queue
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+On blocking rules for the bootstrap with dependent data
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+Second order optimality of stationary bootstrap
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+On the moving block bootstrap under long range dependence
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+On Edgeworth expansion and moving block bootstrap for Studentized \(M\)-estimators in multiple linear regression models
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+On periodic and multiple autoregressions
@@ Property / cites work: On periodic and multiple autoregressions / rank @@
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+Mixture periodic autoregressive time series models
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+On a Mixture Autoregressive Model
@@ Property / cites work: On a Mixture Autoregressive Model / rank @@
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+On a Mixture Autoregressive Conditional Heteroscedastic Model
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+Jackknife, bootstrap and other resampling methods in regression analysis
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+Publication:2876148