Pages that link to "Item:Q111924"

The following pages link to Estimating linear representations of nonlinear processes (Q111924):

Displaying 43 items.

• Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations (Q111926) (← links)
• weakARMA (Q111927) (← links)
• A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958) (← links)
• Computing and estimating information matrices of weak ARMA models (Q425392) (← links)
• Autocopulas: investigating the interdependence structure of stationary time series (Q430873) (← links)
• Structure of a double autoregressive process driven by a hidden Markov chain (Q449432) (← links)
• Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924) (← links)
• A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
• Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms (Q538155) (← links)
• A conditional least squares approach to PGARCH and PARMA-PGARCH time series estimation (Q611171) (← links)
• Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors (Q619148) (← links)
• Estimating structural VARMA models with uncorrelated but non-independent error terms (Q631613) (← links)
• Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\) (Q824761) (← links)
• HAC estimation and strong linearity testing in weak ARMA models (Q860337) (← links)
• Semi-strong linearity testing in linear models with dependent but uncorrelated errors (Q893971) (← links)
• Implementation of Lévy CARMA model in \texttt{yuima} package (Q906147) (← links)
• Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models (Q990922) (← links)
• Aggregation and systematic sampling of periodic ARMA processes (Q1023773) (← links)
• Estimation and forecasting in vector autoregressive moving average models for rich datasets (Q1680191) (← links)
• Strong convergence of estimators in nonlinear autoregressive models (Q1873108) (← links)
• Linear filtering for asymmetric stochastic volatility models (Q1929412) (← links)
• Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes (Q1950896) (← links)
• Covariance matrix estimation for estimators of mixing weak ARMA models (Q1970859) (← links)
• Estimation of weak ARMA models with regime changes (Q1984643) (← links)
• Temporal aggregation and systematic sampling for INGARCH processes (Q2123259) (← links)
• Goodness-of-fit tests for SPARMA models with dependent error terms (Q2151745) (← links)
• Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
• Asymptotic properties of conditional least-squares estimators for array time series (Q2243553) (← links)
• Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
• On partial-sum processes of ARMAX residuals (Q2284371) (← links)
• Bayesian semiparametric double autoregressive modeling (Q2298423) (← links)
• Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models (Q2851994) (← links)
• Selection of weak VARMA models by modified Akaike's information criteria (Q2930907) (← links)
• MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS (Q3408521) (← links)
• ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS (Q3440787) (← links)
• Estimation and Testing Stationarity for Double-Autoregressive Models (Q4665831) (← links)
• Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors (Q5430508) (← links)
• Estimating weak periodic vector autoregressive time series (Q6064239) (← links)
• Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms (Q6067649) (← links)
• Bayesian inference for a mixture double autoregressive model (Q6068059) (← links)
• Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms (Q6158216) (← links)
• Linear approximation of the threshold autoregressive model: an application to order estimation (Q6163484) (← links)
• Optimal estimating function for weak location‐scale dynamic models (Q6176937) (← links)