Periodically Correlated Random Sequences
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Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) General second-order stochastic processes (60G12) Prediction theory (aspects of stochastic processes) (60G25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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- The modified Yule-Walker method for \(\alpha\)-stable time series models
- Sparse seasonal and periodic vector autoregressive modeling
- Periodically correlated modeling by means of the periodograms asymptotic distributions
- Subsampling for nonstationary time series with non-zero mean function
- A new method to detect periodically correlated structure
- Generalized subsampling procedure for non-stationary time series
- Periodic dynamic factor models: estimation approaches and applications
- Periodically correlated sequences of less than full rank
- Correlation and spectral theory for periodically correlated random fields indexed on \(\mathbb Z^{2}\)
- Component covariance analysis for periodically correlated random processes
- A new method to compare the spectral densities of two independent periodically correlated time series
- Semi-Lévy driven continuous-time GARCH process
- Integer-valued autoregressive processes with periodic structure
- On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes
- Periodic autoregressive models with closed skew-normal innovations
- Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes
- Estimation problems for periodically correlated isotropic random fields
- Hilbertian spatial periodically correlated first order autoregressive models
- On infinite dimensional periodically correlated random fields: spectrum and evolutionary spectra
- Theoretical prediction of periodically correlated sequences
- Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series
- Generalized resampling scheme with application to spectral density matrix in almost periodically correlated class of time series
- Minimax-robust filtering of functionals from periodically correlated random fields
- A wavelet characterization of continuous-time periodically correlated processes with application to simulation
- Limit theorems for aggregated linear processes
- Interpolation of periodically correlated stochastic sequences
- Generalized seasonal tapered block bootstrap
- Estimation and asymptotic properties in periodic GARCH(1,1) models
- Spectral representation of periodically correlated sequences
- Renewal sequences with periodic dynamics
- Filtration of linear functionals of periodically correlated sequences
- A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes
- A generalized block bootstrap for seasonal time series
- Spectrum of periodically correlated fields
- Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes
- First and second order analysis for periodic random arrays using block bootstrap methods
- Discretization of continuous time discrete scale invariant processes: estimation and spectra
- The Wold decomposition of Hilbertian periodically correlated processes
- Periodically Correlated Processes and Their Stationary Dilations
- On Spectral Domain of Periodically Correlated Processes
- Subsampling in testing autocovariance for periodically correlated time series
- scientific article; zbMATH DE number 3990097 (Why is no real title available?)
- A periodic Levinson-Durbin algorithm for entropy maximization
- Periodically correlated autoregressive Hilbertian processes
- scientific article; zbMATH DE number 6919724 (Why is no real title available?)
- Block bootstrap for periodic characteristics of periodically correlated time series
- scientific article; zbMATH DE number 6154583 (Why is no real title available?)
- Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models
- On the asymptotic behavior of the periodograms of periodically correlated spatial processes: Periodicity detection
- A computational method to compare spectral densities of independent periodically correlated time series
- PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models
- On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations
- An integer-valued autoregressive process for seasonality
- Measures of cross-dependence for bidimensional periodic AR(1) model with -stable distribution
- Certain periodically correlated multicomponent locally stationary processes
- Existence of time-periodic weak solutions to the stochastic Navier-Stokes equations around a moving body
- Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes
- ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL
- perARMA
- Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function
- Identification and validation of periodic autoregressive model with additive noise: finite-variance case
- Semi-Lévy-driven CARMA process: estimation and prediction
- Seasonal count time series
- Spectrum inference for replicated spatial locally time-harmonizable time series
- Matrix-valued isotropic covariance functions with local extrema
- Linear filtration methods for statistical analysis of periodically correlated random processes. I: Coherent and component methods and their generalization. II: Harmonic series representation
- Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series
- A space-time model with temporal cyclostationarity for probabilistic forecasting and simulation of solar irradiance data
- Alternative dependency measures-based approach for estimation of the α–stable periodic autoregressive model
- Optimal choice of bootstrap block length for periodically correlated time series
- Periodic trawl processes: simulation, statistical inference and applications in energy markets
- A cyclostationary model for temporal forecasting and simulation of solar global horizontal irradiance
- Spectral density estimation for a class of spectrally correlated processes
- Existence of a periodic and seasonal INAR process
- On periodic logGARCH model with empirical application model with empirical application
- Statistical inference for first-order periodic autoregressive conditional heteroscedasticity models.
- Mean square consistency and improved rate of convergence of generalized subsampling estimator for non-stationary time series
- Almost periodically unitary solutions to stochastic differential equations
- Empirical study of periodic autoregressive models with additive noise – estimation and testing
- On clustering of periodically correlated processes based on Hilbert-Schmidt inner product of Fourier transforms
- Asymptotic distribution and subsampling in spectral analysis for spectrally correlated processes
- Seasonal ARIMA models with a random period
- Towards unified native spaces in kernel methods
- boodd
- Robust estimation of periodic autoregressive processes in the presence of additive outliers
- Spectral analysis for processes with almost periodic covariances
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