scientific article; zbMATH DE number 2206034
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Publication:5317341
Cited in
(12)- Aggregation and systematic sampling of periodic ARMA processes
- Periodically correlated sequences of less than full rank
- On AR(1) models with periodic and almost periodic coefficients.
- Innovations algorithm asymptotics for periodically stationary time series with heavy tails
- Mixture periodic autoregressive time series models
- On stationarity and \(\beta \)-mixing of periodic bilinear processes
- Parsimonious time series modeling for high frequency climate data
- Empirical study of robust estimation methods for PAR models with application to the air quality area
- Seasonal count time series
- Diagnostic checking of periodic vector autoregressive time series models with dependent errors
- Statistical inference for first-order periodic autoregressive conditional heteroscedasticity models.
- On multiplicative seasonal modelling for vector time series
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