Pages that link to "Item:Q4299033"
From MaRDI portal
The following pages link to ON THE INVERTIBILITY OF PERIODIC MOVING-AVERAGE MODELS (Q4299033):
Displayed 15 items.
- On the existence of higher-order moments of periodic GARCH models (Q958952) (← links)
- Model-building problem of periodically correlated \(m\)-variate moving average processes (Q1268004) (← links)
- On AR(1) models with periodic and almost periodic coefficients. (Q1766030) (← links)
- Integer-valued autoregressive processes with periodic structure (Q2270279) (← links)
- Weighted least absolute deviations estimation for periodic ARMA models (Q2516021) (← links)
- On Mixture Periodic Vector Autoregressive Models (Q2876148) (← links)
- Moments of Mixture Periodic Autoregressive Models (Q2892598) (← links)
- A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes (Q2930878) (← links)
- Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes (Q3077640) (← links)
- An On-Line Estimation Algorithm for Periodic Autoregressive Models (Q3424175) (← links)
- Predictive Density Order Selection of Periodic AR Models (Q3527751) (← links)
- Calculating the autocovariances and the likelihood for periodic V ARMA models (Q3636723) (← links)
- Adaptive Estimation of Causal Periodic Autoregressive Model (Q3652708) (← links)
- Calculation of the Fisher Information Matrix for Periodic ARMA Models (Q4681055) (← links)
- Causality conditions and autocovariance calculations in PVAR models (Q5438711) (← links)