Pages that link to "Item:Q5467614"

The following pages link to Parameter Estimation for Periodically Stationary Time Series (Q5467614):

Displaying 13 items.

• Dynamic modeling of mean-reverting spreads for statistical arbitrage (Q545522) (← links)
• Robust estimation of periodic autoregressive processes in the presence of additive outliers (Q990899) (← links)
• A Bayesian analysis of moving average processes with time-varying parameters (Q1020904) (← links)
• Aggregation and systematic sampling of periodic ARMA processes (Q1023773) (← links)
• A new method to detect periodically correlated structure (Q1695432) (← links)
• Innovations algorithm asymptotics for periodically stationary time series with heavy tails (Q2482609) (← links)
• Asymptotic results for Fourier-PARMA time series (Q4979099) (← links)
• Parsimonious time series modeling for high frequency climate data (Q5001028) (← links)
• The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance (Q5062351) (← links)
• Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution (Q5135322) (← links)
• EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS (Q5176764) (← links)
• The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 (Q6134391) (← links)
• Autoregressive model with double Pareto distributed noise (Q6200055) (← links)