Pages that link to "Item:Q3077642"
From MaRDI portal
The following pages link to On modelling and diagnostic checking of vector periodic autoregressive time series models (Q3077642):
Displayed 15 items.
- Robust modelling of periodic vector autoregressive time series (Q466531) (← links)
- On multiplicative seasonal modelling for vector time series (Q731947) (← links)
- Robust estimation of periodic autoregressive processes in the presence of additive outliers (Q990899) (← links)
- Estimation and identification of periodic autoregressive models with one exogenous variable (Q1674057) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- Detection and estimation of additive outliers in seasonal time series (Q2203427) (← links)
- Periodic autoregressive models with closed skew-normal innovations (Q2319487) (← links)
- Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
- Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications (Q2864627) (← links)
- A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes (Q2930878) (← links)
- Periodic autoregressive model identification using genetic algorithms (Q2931589) (← links)
- Bootstrapping periodically autoregressive models (Q4578059) (← links)
- Bootstrapping Periodic State-Space Models (Q5252835) (← links)
- Estimating weak periodic vector autoregressive time series (Q6064239) (← links)
- Portmanteau tests for periodic ARMA models with dependent errors (Q6153720) (← links)