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  • Paper Periodic moving averages of random variables with regularly varying tails 1997-08-18 Paper ASYMPTOTIC RESULTS FOR PERIODIC AUTOREGRESSIVE MOVING-AVERAGE...
    10 bytes (18 words) - 17:43, 13 December 2023
  • Likelihood Estimation for Periodic Autoregressive Moving Average Models 1985-11-01 Paper PERIODIC AUTOREGRESSIVEMOVING AVERAGE (PARMA) MODELING WITH APPLICATIONS...
    10 bytes (14 words) - 12:40, 14 March 2024
  • 2013-11-15 Paper Forecasting with prediction intervals for periodic autoregressive moving average models 2013-10-09 Paper Convergence analysis of power penalty...
    10 bytes (17 words) - 13:28, 11 December 2023
  • 2014-01-13 Paper Forecasting with prediction intervals for periodic autoregressive moving average models 2013-10-09 Paper Product rule for vector fractional derivatives...
    10 bytes (19 words) - 23:45, 10 December 2023
  • QMLE of periodic integer-valued time series models 2022-10-18 Paper On some periodic INARMA(p,q) models 2022-10-18 Paper On periodic EGARCH models 2022-09-14...
    10 bytes (16 words) - 01:03, 13 December 2023
  • 1997-09-25 Paper RECURSIVE COMPUTATION OF THE PARAMETERS OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES 1997-04-01 Paper Bartlett's formulae -- closed...
    10 bytes (18 words) - 21:56, 11 December 2023
  • procedures for testing autoregressive moving average dependence 1988-01-01 Paper On time-reversibility and the uniqueness of moving average representations for...
    10 bytes (17 words) - 10:28, 8 December 2023
  • order autoregressive periodically correlated model in Banach spaces: existence and central limit theorem 2017-01-17 Paper Forward Moving Average Representations...
    10 bytes (19 words) - 05:37, 9 December 2023
  • 2009-02-28 Paper PARSIMONIOUS PERIODIC TIME SERIES MODELING 2007-03-20 Paper Mixture periodic autoregressive time series models 2006-04-28 Paper Computation...
    10 bytes (16 words) - 21:17, 11 December 2023
  • Parsimonious periodic autoregressive models for time series with evolving trend and seasonality 2020-02-26 Paper Estimating threshold subset autoregressive moving-average...
    10 bytes (17 words) - 17:51, 11 December 2023
  • exponential bilinear time series model 2006-06-16 Paper On the extremal behaviour of generalized periodic sub-sampled moving average models with regularly varying...
    10 bytes (18 words) - 03:11, 12 December 2023
  • 1993-09-07 Paper ASYMPTOTIC RESULTS FOR PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES 1993-06-29 Paper Testing for periodic autocorrelations in seasonal time...
    10 bytes (18 words) - 14:31, 13 December 2023
  • generalized autoregressive conditional heteroscedastic models of time series 2020-07-15 Paper Estimating threshold subset autoregressive moving-average models...
    10 bytes (16 words) - 03:56, 9 December 2023
  • Parsimonious periodic autoregressive models for time series with evolving trend and seasonality 2020-02-26 Paper Estimating threshold subset autoregressive moving-average...
    10 bytes (17 words) - 03:56, 9 December 2023
  • Paper Testing Causality Between Two Vectors in Multivariate Autoregressive Moving Average Models 1993-05-16 Paper CONSISTENT ESTIMATION OF THE ASYMPTOTIC...
    10 bytes (16 words) - 05:04, 13 December 2023
  • matrix of moving-average processes without computation 2016-01-01 Paper Non-recursive methods for computing the coefficients of the autoregressive and the...
    10 bytes (16 words) - 17:06, 12 December 2023
  • data models 2022-07-05 Paper Empirical likelihood for panel data models with spatial errors 2022-06-01 Paper Empirical likelihood for moving average models...
    10 bytes (17 words) - 23:16, 9 December 2023
  • Non-Normal Time Series Revisited 2005-01-14 Paper Identification of Periodic Moving-Average Models 2003-11-06 Paper https://portal.mardi4nfdi.de/entity/Q4699086...
    10 bytes (18 words) - 08:25, 25 September 2023
  • heterogeneity, and trend chasing 2009-07-01 Paper A dynamic analysis of moving average rules 2008-12-12 Paper Commodity markets, price limiters and speculative...
    10 bytes (17 words) - 22:18, 11 December 2023
  • \(D\)-optimal designs with Hadamard matrix 1994-04-26 Paper Non-Gaussian autoregressive moving average processes. 1993-12-20 Paper Bispectra and phase of non-Gaussian...
    10 bytes (18 words) - 22:19, 11 December 2023
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