Pages that link to "Item:Q3334817"
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The following pages link to AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE (Q3334817):
Displayed 4 items.
- Order selection for heteroscedastic autoregression: a study on concentration (Q613183) (← links)
- Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863) (← links)
- Analysis of multivariate arma processes with non-stationary innovations (Q3352337) (← links)
- On the prediction of multivariate arma processes with a time dependent covariance structure (Q3783389) (← links)