Identification and validation of periodic autoregressive model with additive noise: finite-variance case (Q6099514): Difference between revisions

Latest revision as of 18:26, 30 December 2024

scientific article; zbMATH DE number 7698174

Language	Label	Description	Also known as
English	Identification and validation of periodic autoregressive model with additive noise: finite-variance case	scientific article; zbMATH DE number 7698174

Statements

instance of

scholarly article

0 references

title

Identification and validation of periodic autoregressive model with additive noise: finite-variance case (English)

0 references

0 references

0 references

0 references

0 references

Journal of Computational and Applied Mathematics

0 references

publication date

20 June 2023

0 references

full work available at URL

https://arxiv.org/abs/2308.11265

0 references

zbMATH Keywords

periodic autoregressive model

0 references

additive noise

0 references

model identification

0 references

model validation

0 references

autocovariance function

0 references

Monte Carlo simulations

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Periodically Correlated Random Sequences

0 references

PERIODIC CORRELATION IN STRATOSPHERIC OZONE DATA

0 references

Identification of autoregressive models in the presence of additive noise

0 references

Parameter estimation of autoregressive signals from observations corrupted with colored noise

0 references

Inverse filtering based method for estimation of noisy autoregressive signals

0 references

Parameter estimation of multichannel autoregressive processes in noise

0 references

Estimation of the parameters of multichannel autoregressive signals from noisy observations

0 references

Fast filtering of noisy autoregressive signals

0 references

Consistent estimation of autoregressive parameters from noisy observations based on two interacting Kalman filters

0 references

Robust estimation of periodic autoregressive processes in the presence of additive outliers

0 references

Robust Estimation For Periodic Autoregressive Time Series

0 references

Model Selection and Multimodel Inference

0 references

Model Based Inference in the Life Sciences: A Primer on Evidence

0 references

Bivariate sub-Gaussian model for stock index returns

0 references

Testing independence in high-dimensional multivariate normal data

0 references

Generalized Schott type tests for complete independence in high dimensions

0 references

On Schott's and Mao's test statistics for independence of normal random vectors

0 references

Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics

0 references

Fast Computation of Multidimensional Fourier Integrals

0 references

Identifiers

arXiv ID

2308.11265

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

10.1016/J.CAM.2023.115131

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6099514

@@ Property / DOI @@
-.1016/j.cam.2023.115131
@@ Property / DOI: 10.1016/j.cam.2023.115131 / rank @@
-Normal rank
@@ Property / OpenAlex ID @@
+W4321256614
@@ Property / OpenAlex ID: W4321256614 / rank @@
+Normal rank
@@ Property / cites work @@
+Periodically Correlated Random Sequences
@@ Property / cites work: Periodically Correlated Random Sequences / rank @@
+Normal rank
@@ Property / cites work @@
+PERIODIC CORRELATION IN STRATOSPHERIC OZONE DATA
@@ Property / cites work: PERIODIC CORRELATION IN STRATOSPHERIC OZONE DATA / rank @@
+Normal rank
@@ Property / cites work @@
+Identification of autoregressive models in the presence of additive noise
+Normal rank
@@ Property / cites work @@
+Parameter estimation of autoregressive signals from observations corrupted with colored noise
+Normal rank
@@ Property / cites work @@
+Inverse filtering based method for estimation of noisy autoregressive signals
+Normal rank
@@ Property / cites work @@
+Parameter estimation of multichannel autoregressive processes in noise
+Normal rank
@@ Property / cites work @@
+Estimation of the parameters of multichannel autoregressive signals from noisy observations
+Normal rank
@@ Property / cites work @@
+Fast filtering of noisy autoregressive signals
@@ Property / cites work: Fast filtering of noisy autoregressive signals / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent estimation of autoregressive parameters from noisy observations based on two interacting Kalman filters
+Normal rank
@@ Property / cites work @@
+Robust estimation of periodic autoregressive processes in the presence of additive outliers
+Normal rank
@@ Property / cites work @@
+Robust Estimation For Periodic Autoregressive Time Series
+Normal rank
@@ Property / cites work @@
+Model Selection and Multimodel Inference
@@ Property / cites work: Model Selection and Multimodel Inference / rank @@
+Normal rank
@@ Property / cites work @@
+Model Based Inference in the Life Sciences: A Primer on Evidence
+Normal rank
@@ Property / cites work @@
+Bivariate sub-Gaussian model for stock index returns
+Normal rank
@@ Property / cites work @@
+Testing independence in high-dimensional multivariate normal data
+Normal rank
@@ Property / cites work @@
+Generalized Schott type tests for complete independence in high dimensions
+Normal rank
@@ Property / cites work @@
+On Schott's and Mao's test statistics for independence of normal random vectors
+Normal rank
@@ Property / cites work @@
+Tests for multivariate normality -- a critical review with emphasis on   weighted $L^2$-statistics
+Normal rank
@@ Property / cites work @@
+Fast Computation of Multidimensional Fourier Integrals
+Normal rank
@@ Property / DOI @@
+.1016/J.CAM.2023.115131
@@ Property / DOI: 10.1016/J.CAM.2023.115131 / rank @@
+Normal rank