Estimating linear representations of nonlinear processes (Q111924): Difference between revisions

@@ Property / DOI @@
-.1016/S0378-3758(97)00139-0
@@ Property / DOI: 10.1016/S0378-3758(97)00139-0 / rank @@
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@@ Property / author @@
+Jean-Michel Zakoian
@@ Property / author: Jean-Michel Zakoian / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+The Effect of Aggregation on Prediction in the Autoregressive Model
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+Q5631966
@@ Property / cites work: Q5631966 / rank @@
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+Q3229719
@@ Property / cites work: Q3229719 / rank @@
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+Q5663204
@@ Property / cites work: Q5663204 / rank @@
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@@ Property / cites work @@
+Simple consistent estimation of the coefficients of a linear filter
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@@ Property / cites work @@
+Q3827448
@@ Property / cites work: Q3827448 / rank @@
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@@ Property / cites work @@
+Convergence of Distributions Generated by Stationary Stochastic Processes
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@@ Property / cites work @@
+Vector linear time series models
@@ Property / cites work: Vector linear time series models / rank @@
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@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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@@ Property / cites work @@
+Multivariate arma models with generalized autoregressive linear innovation
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@@ Property / cites work @@
+Qualitative threshold ARCH models
@@ Property / cites work: Qualitative threshold ARCH models / rank @@
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@@ Property / cites work @@
+Q3917379
@@ Property / cites work: Q3917379 / rank @@
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+Q3933714
@@ Property / cites work: Q3933714 / rank @@
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@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
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@@ Property / cites work @@
+The estimation of ARMA models
@@ Property / cites work: The estimation of ARMA models / rank @@
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@@ Property / cites work @@
+Some Limit Theorems for Stationary Processes
@@ Property / cites work: Some Limit Theorems for Stationary Processes / rank @@
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@@ Property / cites work @@
+On conditional least squares estimation for stochastic processes
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@@ Property / cites work @@
+Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
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@@ Property / cites work @@
+ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS
@@ Property / cites work: ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS / rank @@
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@@ Property / cites work @@
+CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS
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@@ Property / cites work @@
+THE ESTIMATION OF PARAMETERS FOR AUTOREGRESSIVE MOVING AVERAGE MODELS
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@@ Property / cites work @@
+Bilinear Markovian representation and bilinear models
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@@ Property / cites work @@
+The mixing property of bilinear and generalised random coefficient autoregressive models
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@@ Property / cites work @@
+Current developments in time series modelling
@@ Property / cites work: Current developments in time series modelling / rank @@
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@@ Property / cites work @@
+ESTIMATING VARIANCES AND COVARIANCES OF SAMPLE AUTOCORRELATIONS AND AUTOCOVARIANCES
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@@ Property / cites work @@
+Q3928089
@@ Property / cites work: Q3928089 / rank @@
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@@ Property / cites work @@
+Consistency properties of least squares estimates of autoregressive parameters in ARMA models
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@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
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@@ Property / cites work @@
+Q3928091
@@ Property / cites work: Q3928091 / rank @@
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@@ Property / cites work @@
+On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
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@@ Property / cites work @@
+Asymptotic behavior of least-squares estimates for autoregressive processes with infinite variances
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0378-3758(97)00139-0
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@@ Property / OpenAlex ID @@
+W2039729127
@@ Property / OpenAlex ID: W2039729127 / rank @@
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