Pages that link to "Item:Q1253859"

The following pages link to An approach to modeling seasonally stationary time series (Q1253859):

Displaying 23 items.

• Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series (Q637103) (← links)
• Periodic linear-quadratic methods for modeling seasonality (Q751463) (← links)
• Aggregation and systematic sampling of periodic ARMA processes (Q1023773) (← links)
• Model-building problem of periodically correlated \(m\)-variate moving average processes (Q1268004) (← links)
• On cross-correlation function evaluation from a periodically time-varying digital filter's output (Q1272637) (← links)
• The modified Yule-Walker method for \(\alpha\)-stable time series models (Q1620393) (← links)
• A stochastic model of IndoPacific sea surface temperature anomalies (Q1816839) (← links)
• First-order seasonal autoregressive processes with periodically varying parameters (Q1827546) (← links)
• Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes. (Q1871254) (← links)
• Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series (Q2802914) (← links)
• A single series representation of multiple independent ARMA processes (Q2930892) (← links)
• On modelling and diagnostic checking of vector periodic autoregressive time series models (Q3077642) (← links)
• Asymptotic Inefficiency of Mean-Correction on Parameter Estimation for a Periodic First-Order Autoregressive Model (Q3424229) (← links)
• PARSIMONIOUS PERIODIC TIME SERIES MODELING (Q3429881) (← links)
• (Q3790523) (← links)
• A LIMITING PROPERTY OF SAMPLE AUTOCOVARIANCES OF PERIODICALLY CORRELATED PROCESSES WITH APPLICATION TO PERIOD DETERMINATION (Q3821445) (← links)
• FORECASTING OF MULTIVARIATE PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4272781) (← links)
• Bootstrapping periodically autoregressive models (Q4578059) (← links)
• Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models (Q4677018) (← links)
• ESTIMATION OF PERIODICALLY VARYING MEANS AND STANDARD DEVIATIONS IN TIME SERIES DATA (Q4746696) (← links)
• Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution (Q5135322) (← links)
• EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS (Q5176764) (← links)
• Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients (Q5454669) (← links)