The following pages link to (Q5613639):
Displaying 50 items.
- Minimum Hellinger distance estimates for a periodically time-varying long memory parameter (Q2080960) (← links)
- Minimax filtering of sequences with periodically stationary increments (Q2132093) (← links)
- A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases (Q2243476) (← links)
- Integer-valued autoregressive processes with periodic structure (Q2270279) (← links)
- Periodically correlated models for short-term electricity load forecasting (Q2284058) (← links)
- Parsimonious periodic autoregressive models for time series with evolving trend and seasonality (Q2302470) (← links)
- On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes (Q2316342) (← links)
- Periodic autoregressive models with closed skew-normal innovations (Q2319487) (← links)
- Estimation problems for periodically correlated isotropic random fields (Q2340295) (← links)
- Periodic autoregressive stochastic volatility (Q2412761) (← links)
- Exact maximum likelihood estimation for non-stationary periodic time series models (Q2445716) (← links)
- Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure (Q2469670) (← links)
- Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes (Q2476824) (← links)
- On infinite dimensional discrete time periodically correlated processes (Q2478007) (← links)
- Decomposition of discrete time periodically correlated and multivariate stationary symmetric stable processes (Q2572204) (← links)
- Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series (Q2802914) (← links)
- Minimax-robust filtering of functionals from periodically correlated random fields (Q2813508) (← links)
- A Wavelet Characterization of Continuous-Time Periodically Correlated Processes with Application to Simulation (Q2830679) (← links)
- Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models (Q2851994) (← links)
- Forecasting with prediction intervals for periodic autoregressive moving average models (Q2852490) (← links)
- Empirical determination of the frequencies of an almost periodic time series (Q2852498) (← links)
- A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes (Q2930878) (← links)
- Periodic autoregressive model identification using genetic algorithms (Q2931589) (← links)
- Spectrum of periodically correlated fields (Q2969440) (← links)
- Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes (Q3077640) (← links)
- On modelling and diagnostic checking of vector periodic autoregressive time series models (Q3077642) (← links)
- ON THE SPECTRAL DENSITY MATRIX OF A PERIODIC ARMA PROCESS (Q3197170) (← links)
- Probabilistic properties of a Markov-switching periodic GARCH process (Q3297110) (← links)
- Statistical analysis of periodic autoregression (Q3323074) (← links)
- The Wold decomposition of Hilbertian periodically correlated processes (Q3386936) (← links)
- On the support of the spectral measure of a harmonizable sequence (Q3508089) (← links)
- Subsampling in testing autocovariance for periodically correlated time series (Q3552861) (← links)
- (Q3709710) (← links)
- (Q3773125) (← links)
- QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations (Q4568274) (← links)
- Bootstrapping periodically autoregressive models (Q4578059) (← links)
- (Q4581311) (← links)
- On periodic autoregressive stochastic volatility models: structure and estimation (Q4960634) (← links)
- Prediction for the processes with almost cyclostationary structure (Q5036909) (← links)
- Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes (Q5077480) (← links)
- Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models (Q5078113) (← links)
- On the asymptotic behavior of the periodograms of periodically correlated spatial processes: Periodicity detection (Q5078380) (← links)
- A computational method to compare spectral densities of independent periodically correlated time series (Q5078483) (← links)
- Empirical study of robust estimation methods for PAR models with application to the air quality area (Q5085567) (← links)
- PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models (Q5086089) (← links)
- On mixture periodic Integer-Valued <i>ARCH</i> models (Q5086368) (← links)
- Nonlinear least squares estimation of the periodic <i>EXPAR</i>(1) model (Q5093721) (← links)
- Adaptive test for periodicity in restrictive EXPAR(p) models (Q5095993) (← links)
- On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations (Q5107312) (← links)
- An integer-valued autoregressive process for seasonality (Q5107714) (← links)
