Pages that link to "Item:Q1251881"

The following pages link to On periodic and multiple autoregressions (Q1251881):

Displaying 35 items.

• (Q3709710) (← links)
• (Q3711570) (← links)
• On interpolation in periodic autoregressive processes (Q3759762) (← links)
• ESTIMATION IN MULTIPLE AUTOREGRESSIVE-MOVING AVERAGE MODELS USING PERIODICITY (Q3773124) (← links)
• (Q3773125) (← links)
• A LIMITING PROPERTY OF SAMPLE AUTOCOVARIANCES OF PERIODICALLY CORRELATED PROCESSES WITH APPLICATION TO PERIOD DETERMINATION (Q3821445) (← links)
• Testing nested and non-nested periodically integrated autoregressive models (Q4226844) (← links)
• FORECASTING OF MULTIVARIATE PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4272781) (← links)
• PERIODIC CORRELATION IN STRATOSPHERIC OZONE DATA (Q4299015) (← links)
• DIAGNOSTIC CHECKING OF PERIODIC AUTOREGRESSION MODELS WITH APPLICATION (Q4299020) (← links)
• Multivariate autoregressive time semes modeling: one scalar autoregressive model at-A-time (Q4337096) (← links)
• Identification of Periodic Moving-Average Models (Q4434426) (← links)
• TESTING FOR PERIODIC STATIONARITY (Q4443974) (← links)
• Bootstrapping periodically autoregressive models (Q4578059) (← links)
• On Markov-switching periodic<i>ARMA</i>models (Q4638709) (← links)
• LS estimation of periodic autoregressive models with non-Gaussian errors: a simulation study (Q4670719) (← links)
• Calculation of the Fisher Information Matrix for Periodic ARMA Models (Q4681055) (← links)
• ASYMPTOTIC RESULTS FOR PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4696576) (← links)
• (Q4720616) (← links)
• ESTIMATION OF PERIODICALLY VARYING MEANS AND STANDARD DEVIATIONS IN TIME SERIES DATA (Q4746696) (← links)
• Computing the Exact Fisher Information Matrix of Periodic State-Space Models (Q4904680) (← links)
• Asymptotic results for Fourier-PARMA time series (Q4979099) (← links)
• Parsimonious time series modeling for high frequency climate data (Q5001028) (← links)
• Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes (Q5077480) (← links)
• PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models (Q5086089) (← links)
• On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations (Q5107312) (← links)
• EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS (Q5176764) (← links)
• Causality conditions and autocovariance calculations in PVAR models (Q5438711) (← links)
• On periodic EGARCH models (Q5867420) (← links)
• Bayesian circular lattice filters for computationally efficient estimation of multivariate time-varying autoregressive models (Q6113744) (← links)
• A space-time model with temporal cyclostationarity for probabilistic forecasting and simulation of solar irradiance data (Q6548833) (← links)
• Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters (Q6573700) (← links)
• A cyclostationary model for temporal forecasting and simulation of solar global horizontal irradiance (Q6617836) (← links)
• Existence of a periodic and seasonal INAR process (Q6636851) (← links)
• Diagnostic checking of periodic vector autoregressive time series models with dependent errors (Q6656674) (← links)