Time series with periodic structure

Cited in

(49)

Aggregation and systematic sampling of periodic ARMA processes
Temporal aggregation in a periodically integrated autoregressive process
Seasonally and approximation errors in rational expectations models
Model-building problem of periodically correlated m-variate moving average processes
On cross-correlation function evaluation from a periodically time-varying digital filter's output
Innovations algorithm for periodically stationary 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
Spectral factorization of linear periodic systems with application to the optimal prediction of periodic ARMA models
First-order seasonal autoregressive processes with periodically varying parameters
The ARMA alphabet soup: a tour of ARMA model variants
Component covariance analysis for periodically correlated random processes
Efficient tracking and ego-motion recovery using gait analysis
Innovations algorithm asymptotics for periodically stationary time series with heavy tails
Random integral representation of operator-semi-self-similar processes with independent incre\-ments.
Seasonality and non-linear price effects in scanner-data-based market-response models
Asymptotic properties of weighted least squares estimation in weak PARMA models
Forecasting with prediction intervals for periodic autoregressive moving average models
An unbiased autoregressive conditional intraday seasonal variance filtering process
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
On modelling and diagnostic checking of vector periodic autoregressive time series models
Statistical analysis of periodic autoregression
scientific article; zbMATH DE number 3940531 (Why is no real title available?)
scientific article; zbMATH DE number 4032862 (Why is no real title available?)
Bootstrapping periodically autoregressive models
Robust modelling of periodic vector autoregressive time series
ESTIMATION OF THE PERIOD OF PERIODICALLY CORRELATED SEQUENCES
Asymptotic results for Fourier-PARMA time series
Parsimonious time series modeling for high frequency climate data
Measures of cross-dependence for bidimensional periodic AR(1) model with -stable distribution
Time-varying periodicity in intraday volatility
A prediction-residual approach for identifying rare events in periodic time series
Representation of strongly harmonizable periodically correlated processes and their covariances
perARMA
The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1
Portmanteau tests for periodic ARMA models with dependent errors
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
Random-coefficient periodic autoregressions
Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters
Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models
Mean square consistency and improved rate of convergence of generalized subsampling estimator for non-stationary time series
Structural periodic vector autoregressions
Empirical study of periodic autoregressive models with additive noise – estimation and testing
Seasonal periodic autoregressive processes with values in Hilbert spaces
Estimating SPARMA models with dependent error terms
Parsimonious modeling of periodic time series using Fourier and wavelet techniques

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