scientific article; zbMATH DE number 3940531

MaRDI QIDQ3711570zbMATH OpenFDO

Authors Tomáš Cipra

Publication date 1985

Full work available at URL https://eudml.org/doc/15398

zbMATH Keywords

Durbin's constructionestimation proceduremultivariate moving average modelsnumerical simulationsPeriodic moving average processesseasonal time seriestest of the periodic structure

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
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• scientific article; zbMATH DE number 3680971 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• On periodic and multiple autoregressions
• Statistical analysis of periodic autoregression
• Time series with periodic structure
• Using Periodic Autoregressions for Multiple Spectral Estimation

Cited in

(23)

• Model-building problem of periodically correlated m-variate moving average processes
• Periodic dynamic factor models: estimation approaches and applications
• First-order seasonal autoregressive processes with periodically varying parameters
• The implications of periodically varying coefficients for seasonal time- series processes
• Centered and noncentered moving averages: Construction and Comparison
• Forward moving average representations for MA processes of finite order: multivariate stationary and periodically correlated
• Forecasting with prediction intervals for periodic autoregressive moving average models
• A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes
• Two-Way Analysis of Variance for Stationary Periodic Time Series
• Statistical analysis of periodic autoregression
• PARSIMONIOUS PERIODIC TIME SERIES MODELING
• scientific article; zbMATH DE number 3938367 (Why is no real title available?)
• On interpolation in periodic autoregressive processes
• FORECASTING OF MULTIVARIATE PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
• PERIODIC CORRELATION IN STRATOSPHERIC OZONE DATA
• scientific article; zbMATH DE number 1067025 (Why is no real title available?)
• Identification of Periodic Moving-Average Models
• ASYMPTOTIC RESULTS FOR PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
• scientific article; zbMATH DE number 3992726 (Why is no real title available?)
• Parsimonious time series modeling for high frequency climate data
• An Analysis of Poisson Moving-Average Processes
• An analogue model of phase-averaging procedures
• Fractional periodic autoregression

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