Modeling of time series arrays by multistep prediction or likelihood methods. (Q1421317): Difference between revisions

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-Ching-Zong Wei
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+Ching-Zong Wei
@@ Property / author: Ching-Zong Wei / rank @@
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+Signal extraction from nonstationary time series
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+An exponential model for the spectrum of a scalar time series
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+Baxter's inequality and convergence of finite predictors of multivariate stochastic processes
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+Fitting time series models to nonstationary processes
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+Convergence results for maximum likelihood type estimators in multivariable ARMA models. II
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+Vector linear time series models: corrections and extensions
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+Vector linear time series models
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+Benchmarking by State Space Models
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+Uniform convergence of sample second moments of families of time series arrays.
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+Estimation based on one step ahead prediction versus estimation based on multi-step ahead prediction
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+Parameter values of ARMA models minimising the one-step-ahead prediction error when the true system is not in the model set
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+Convergence results for maximum likelihood type estimators in multivariable ARMA models
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+Uniqueness of estimated k-step prediction models of ARMA processes
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+Robustness of maximum likelihood estimates for multi-step predictions: The exponential smoothing case
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+Publication:1421317