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2013-03-20 Paper ARMA model order and parameter estimation using genetic algorithms 2012-10-30 Paper Artificial neural network for discrete model order reduction...

VARMA models 2021-06-03 Paper Estimation of weak ARMA models with regime changes 2020-04-07 Paper Diagnostic Checking in Multivariate ARMA Models With Dependent...

Paper ARMA-cepstrum recursion algorithm for the estimation of the MA parameters of 2-D ARMA models 2006-02-20 Paper Estimation of 2-D ARMA model parameters...

of spectral ARMA model 2013-06-11 Paper Evaluating some Yule-Walker Methods with the Maximum-Likelihood Estimator for the Spectral ARMA Model 2011-04-04...

of Errors In An ARMA-GGARCH Model After Using A Median Inference 2024-01-29 Paper TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL 2022-06-17 Paper...

estimation of AR and ARMA models 1988-01-01 Paper An efficient method to compute consistent estimates of the AR parameters of an ARMA model 1986-01-01 Paper...

threshold moving average models 2020-11-04 Paper Testing a linear ARMA model against threshold-ARMA models: A Bayesian approach 2017-04-11 Paper A Bayesian...

periodic AR(1) model. 2005-05-04 Paper Estimation of time-varying ARMA models with Markovian changes in regime 2005-03-08 Paper Estimating ARMA models with recurrent...

moving average model 2015-02-02 Paper Two step estimators of the minimum distance type for parameters of the \(\mathrm{ARMA}(1,1)\) model 2015-02-02 Paper...

change of an AR(p) model to a Threshold AR(p) model 2014-11-20 Paper Testing for structural change of AR model to threshold AR model 2014-08-06 Paper On...

ARCH(\(\infty\)) models 2018-10-05 Paper Asymmetry and nonstationarity for a seasonal time series model 2016-05-02 Paper Unit root tests for panel MTAR model with...

noniterative estimator for moving average models 1994-07-04 Paper Estimation of a linear regression model with stationary ARMA (p,q) errors 1991-01-01 Paper Estimating...

AND ERGODIC NEAR(p) MODEL 1988-01-01 Paper A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL 1987-01-01 Paper A note...

processes 2000-08-21 Paper Identification of a univariate ARMA model 2000-03-02 Paper Arma models with bilinear innovations 1999-09-02 Paper On White Noises...

estimation bias of ARMA models 2018-06-20 Paper Estimation bias and feasible conditional forecasts from the first-order moving average model 2018-02-07 Paper...

Paper A note on the modelling and analysis of vector ARMA processes with nonstationary innovations 2003-10-15 Paper Multivariate stable ARMA processes with...

Multivariate arma models with generalized autoregressive linear innovation 2002-04-21 Paper Stationarity of multivariate Markov-switching ARMA models 2002-03-19...

Spatio-Temporal Models with Irregular Location Wide Nonstationarity 2024-07-05 Paper Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median...

to random selection models 1985-01-01 Paper The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model 1985-01-01 Paper The...

rank-based procedures for time series analysis: testing an ARMA model against other ARMA models 1988-01-01 Paper https://portal.mardi4nfdi.de/entity/Q3355103...