Pages that link to "Item:Q1970859"

The following pages link to Covariance matrix estimation for estimators of mixing weak ARMA models (Q1970859):

Displaying 13 items.

• Computing and estimating information matrices of weak ARMA models (Q425392) (← 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)
• 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)
• Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference (Q1023632) (← links)
• Aggregation and systematic sampling of periodic ARMA processes (Q1023773) (← links)
• Bayesian semiparametric double autoregressive modeling (Q2298423) (← links)
• TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
• Estimation and Testing Stationarity for Double-Autoregressive Models (Q4665831) (← 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)