Innovations algorithm asymptotics for periodically stationary time series with heavy tails (Q2482609): Difference between revisions

@@ Property / DOI @@
-.1016/j.jmva.2007.02.005
@@ Property / DOI: 10.1016/j.jmva.2007.02.005 / rank @@
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@@ Property / full work available at URL @@
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+PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS
@@ Property / cites work: PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS / rank @@
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@@ Property / cites work @@
+Periodic moving averages of random variables with regularly varying tails
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+Parameter Estimation for Periodically Stationary Time Series
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+Innovations algorithm for periodically stationary time series
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+ASYMPTOTIC RESULTS FOR PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
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+Large Sample Properties of Parameter Estimates for Periodic ARMA Models
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+Time series with periodic structure
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+On periodic and multiple autoregressions
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+Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models
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+EMPIRICAL IDENTIFICATION OF MULTIPLE TIME SERIES
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+Some results in periodic autoregression
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+FORECASTING OF MULTIVARIATE PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
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+Identification of Periodic Moving-Average Models
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+Testing for periodic autocorrelations in seasonal time series data
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@@ Property / DOI @@
+.1016/J.JMVA.2007.02.005
@@ Property / DOI: 10.1016/J.JMVA.2007.02.005 / rank @@
+Normal rank