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

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