SOME DOUBLY STOCHASTIC TIME SERIES MODELS
From MaRDI portal
Publication:3716152
Recommendations
Cites work
- scientific article; zbMATH DE number 3759401 (Why is no real title available?)
- scientific article; zbMATH DE number 3550005 (Why is no real title available?)
- scientific article; zbMATH DE number 3576395 (Why is no real title available?)
- scientific article; zbMATH DE number 3591256 (Why is no real title available?)
- scientific article; zbMATH DE number 3208729 (Why is no real title available?)
- Autoregressive series with random parameters
- Estimation and tests of hypotheses for the initial mean and covariance in the kalman filter model
- Mixed autoregressive-moving average multivariate processes with time- dependent coefficients
- Non-linear time series models for non-linear random vibrations
- ON THE SELECTION OF SUBSET AUTOREGRESSIVE TIME SERIES MODELS
- On the mean convergence of the best linear interpolator of multivariate stationary stochastic processes
- Optimal control of discrete time stochastic systems
- Random coefficient autoregressive models: an introduction
- Stationarity and invertibility of simple bilinear models
- Threshold models in non-linear time series analysis
Cited in
(35)- Time series modeling on dynamic networks
- ON STATIONARITY OF THE SOLUTION OF A DOUBLY STOCHASTIC MODEL
- Renewal regime switching and stable limit laws
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
- Stochastic models for time series
- Generalized Fokker-Planck equation for superstatistical systems
- Modelling and analysis of non-linear time series
- Doubly stochastic models with asymmetric GARCH errors
- A hierarchical Bayes ensemble Kalman filter
- An introduction to stochastic unit-root processes
- scientific article; zbMATH DE number 958377 (Why is no real title available?)
- Doubly stochastic models with threshold GARCH innovations
- Unistochastic matrices and related problems
- A model for variables with suddenly changing parameters
- Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching
- Doubly stochastic models with GARCH innovations
- Covariance operator estimation of a functional autoregressive process with random coefficients
- GEOMETRIC ERGODICITY OF A DOUBLY STOCHASTIC TIME SERIES MODEL
- Sequential detection of switches in models with changing structures
- Pitfalls in testing for long run relationships
- scientific article; zbMATH DE number 6027064 (Why is no real title available?)
- Joint estimation using quadratic estimating function
- Stationarity of multivariate Markov-switching ARMA models
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\)
- Limit theorems for some doubly stochastic processes
- scientific article; zbMATH DE number 4205504 (Why is no real title available?)
- Bayesian hidden Markov models for dependent large-scale multiple testing
- scientific article; zbMATH DE number 4211325 (Why is no real title available?)
- scientific article; zbMATH DE number 94016 (Why is no real title available?)
- Exact predictors for a generalized ar(1) process with an ar(1) parameter
- Nonparametric regression for nonstationary processes
- Random coefficient autoregression, regime switching and long memory
- On nonlinear models for time series
- A higher-order random-parameter process for modeling and porecasting time series
- Model-free forecasting for nonlinear time series (with application to exchange rates)
This page was built for publication: SOME DOUBLY STOCHASTIC TIME SERIES MODELS
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3716152)