Pages that link to "Item:Q2784953"
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The following pages link to Large Sample Properties of Parameter Estimates for Periodic ARMA Models (Q2784953):
Displayed 17 items.
- Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863) (← links)
- Estimation of time-varying ARMA models with Markovian changes in regime (Q1767737) (← links)
- Least-squares estimation and ANOVA for periodic autoregressive time series (Q1771465) (← links)
- Asymptotic influence of mean-correction on estimating a periodic AR(1) model. (Q1775078) (← links)
- First-order seasonal autoregressive processes with periodically varying parameters (Q1827546) (← links)
- Estimating ARMA models with recurrent regime changes (Q1876898) (← links)
- Innovations algorithm asymptotics for periodically stationary time series with heavy tails (Q2482609) (← links)
- Mixture periodic autoregressive time series models (Q2489872) (← links)
- An On-Line Estimation Algorithm for Periodic Autoregressive Models (Q3424175) (← 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)
- Inference in Autoregression under Heteroskedasticity (Q3440759) (← links)
- Efficient Semiparametric Estimation of the Periods in a Superposition of Periodic Functions with Unknown Shape (Q3505310) (← links)
- Robust Estimation For Periodic Autoregressive Time Series (Q3608197) (← links)
- Large sample properties of parameter least squares estimates for time‐varying arma models (Q4677042) (← links)
- A seasonal analysis of riverflow trends (Q5290904) (← links)
- Propriétés dans L<sup>2</sup>et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques (Q5476455) (← links)