Periodic Time Series Models
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(74)- On some probabilistic properties of double periodic AR models
- Forecasting daily time series using periodic unobserved components time series models
- Periodic stationarity of random coefficient periodic autoregressions
- Aggregation and systematic sampling of periodic ARMA processes
- Dynamic seasonality in time series
- Sparse seasonal and periodic vector autoregressive modeling
- Estimation and identification of periodic autoregressive models with one exogenous variable
- Periodic dynamic factor models: estimation approaches and applications
- Forecasting seasonal time series data: a Bayesian model averaging approach
- Modelling trends and cycles in economic time series
- Detection and estimation of additive outliers in seasonal time series
- Integer-valued autoregressive processes with periodic structure
- The implications of periodically varying coefficients for seasonal time- series processes
- Parsimonious periodic autoregressive models for time series with evolving trend and seasonality
- Asymptotic analysis of non-periodical cointegration with high seasonals
- Periodic autoregressive models with closed skew-normal innovations
- Explosive strong periodic autoregression with multiplicity one
- Data revisions and periodic properties of macroeconomic data
- Bayesian skew selection for multivariate models
- Exact maximum likelihood estimation for non-stationary periodic time series models
- Limiting spectral distribution of large-dimensional sample covariance matrices generated by the periodic autoregressive model
- The econometric analysis of seasonal time series. With a foreword by Thomas J. Sargent
- Asymptotic properties of weighted least squares estimation in weak PARMA models
- Forecasting with prediction intervals for periodic autoregressive moving average models
- Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications
- On mixture periodic vector autoregressive models
- A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes
- Periodic autoregressive model identification using genetic algorithms
- Composite quantile regression estimation for P-GARCH processes
- Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes
- On modelling and diagnostic checking of vector periodic autoregressive time series models
- Robust Estimation For Periodic Autoregressive Time Series
- Forecasting seasonal time series
- Asymptotic inference of unstable periodic ARCH processes
- scientific article; zbMATH DE number 1342025 (Why is no real title available?)
- A periodic Levinson-Durbin algorithm for entropy maximization
- SEASONAL INTEGRATION FOR DAILY DATA
- SEASONALITY IN ECONOMIC MODELS
- Robust modelling of periodic vector autoregressive time series
- scientific article; zbMATH DE number 2100375 (Why is no real title available?)
- On periodic autoregressive stochastic volatility models: structure and estimation
- Asymptotic results for Fourier-PARMA time series
- Periodic autoregressive conditional duration
- Periodic autoregressive models for time series with integrated seasonality
- On cointegration for processes integrated at different frequencies
- Bootstrapping periodic state-space models
- Combining domain knowledge and statistical models in time series analyis
- Causality conditions and autocovariance calculations in PVAR models
- On periodic EGARCH models
- Comparison methods of estimating missing data in real data time series
- Asymptotic negative binomial quasi-likelihood inference for periodic integer-valued time series models
- Estimating weak periodic vector autoregressive time series
- Generalized residuals and outlier detection for ordinal data with challenging data structures
- A Review of Seasonal Adjustment Diagnostics
- Event‐based output feedback control of periodic systems: A piecewise impulsive method
- Seasonal count time series
- Testing earnings management
- Random-coefficient periodic autoregressions
- Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters
- Existence of a periodic and seasonal INAR process
- Diagnostic checking of periodic vector autoregressive time series models with dependent errors
- The Markov approximation of the periodic multivariate Poisson autoregression
- Risk quantification using Rayleigh-tail modeling framework: a theoretical study and numerical simulations
- Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models
- Structural periodic vector autoregressions
- Complete and continuous invariants of 1-periodic sequences in polynomial time
- Seasonal periodic autoregressive processes with values in Hilbert spaces
- Shrinkage estimators for periodic autoregressions
- Periodic autoregressive models for stochastic seasonality
- Seasonal ARIMA models with a random period
- On multiplicative seasonal modelling for vector time series
- Seasonal Adjustment of Time Series Observed at Mixed Frequencies Using Singular Value Decomposition with Wavelet Thresholding
- Improved customer choice predictions using ensemble methods
- Optimizing profits from hydroelectricity production
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