Pages that link to "Item:Q1341207"
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The following pages link to A multivariate approach to modeling univariate seasonal time series (Q1341207):
Displayed 28 items.
- Testing for periodic integration (Q672884) (← links)
- Spurious deterministic seasonality (Q672885) (← links)
- The effects of seasonally adjusting a periodic autoregressive process (Q672964) (← links)
- Temporal aggregation in a periodically integrated autoregressive process (Q1129424) (← links)
- Seasonal cointegration. The Japanese consumption function (with discussion) (Q1203077) (← links)
- Model-building problem of periodically correlated \(m\)-variate moving average processes (Q1268004) (← links)
- An introduction to stochastic unit-root processes (Q1367137) (← links)
- Multiple unit roots in periodic autoregression (Q1367143) (← links)
- Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments (Q1588306) (← links)
- Forecasting seasonal time series data: a Bayesian model averaging approach (Q1729308) (← links)
- Periodic integration: Further results on model selection and forecasting (Q1915112) (← links)
- Casting vector time series: algorithms for forecasting, imputation, and signal extraction (Q2106771) (← links)
- Integer-valued autoregressive processes with periodic structure (Q2270279) (← links)
- Periodic and seasonal (co-)integration in the state space framework (Q2328546) (← links)
- Alternative estimators and unit root tests for seasonal autoregressive processes (Q2439051) (← links)
- Non-parametric testing for seasonally and periodically integrated processes (Q2931591) (← links)
- COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES (Q3632374) (← links)
- TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES (Q3632411) (← links)
- REGRESSION-BASED SEASONAL UNIT ROOT TESTS (Q3632432) (← links)
- Testing nested and non-nested periodically integrated autoregressive models (Q4226844) (← links)
- A simulation study on vector arma processes with nonstationary innovation:a new approach to identification (Q4347038) (← links)
- Testing for unit roots in time series with nearly deterministic seasonal variation (Q4373277) (← links)
- ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH (Q4443973) (← links)
- TESTING FOR PERIODIC STATIONARITY (Q4443974) (← links)
- UNIT ROOTS IN PERIODIC AUTOREGRESSIONS (Q4892824) (← links)
- On cointegration for processes integrated at different frequencies (Q5095290) (← links)
- A Review of Seasonal Adjustment Diagnostics (Q6067576) (← links)
- Seasonal count time series (Q6135336) (← links)