scientific article; zbMATH DE number 3336457

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A cyclostationary model for temporal forecasting and simulation of solar global horizontal irradiance
Comparison methods of estimating missing data in real data time series
Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality
The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1
Empirical study of robust estimation methods for PAR models with application to the air quality area
PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models
Alternative dependency measures-based approach for estimation of the α–stable periodic autoregressive model
Geometric ergodicity and -mixing of the periodic multivariate BEKK-GARCH model
The Wold decomposition of Hilbertian periodically correlated processes
Impulse response functions for periodic integration
Model-building problem of periodically correlated m-variate moving average processes
Propriétés dans L²et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques
Forecasting seasonal time series data: a Bayesian model averaging approach
Periodic autoregressive model identification using genetic algorithms
Optimal choice of bootstrap block length for periodically correlated time series
A multivariate approach to modeling univariate seasonal time series
On clustering of periodically correlated processes based on Hilbert-Schmidt inner product of Fourier transforms
On infinite dimensional periodically correlated random fields: spectrum and evolutionary spectra
A new method to compare the spectral densities of two independent periodically correlated time series
On modelling and diagnostic checking of vector periodic autoregressive time series models
Seasonal periodic autoregressive processes with values in Hilbert spaces
Asymptotic properties of weighted least squares estimation in weak PARMA models
On periodically correlated wide-sense Markov processes
Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters
Seismic waves and correlation autoregressive processes
Estimation problems for periodically correlated isotropic random fields
Generalized resampling scheme with application to spectral density matrix in almost periodically correlated class of time series
An interpolation problem with symmetry and related questions
Measures of cross-dependence for bidimensional periodic AR(1) model with -stable distribution
Periodic autoregressive models with closed skew-normal innovations
A periodic Levinson-Durbin algorithm for entropy maximization
On the asymptotic behavior of the periodograms of periodically correlated spatial processes: Periodicity detection
Empirical determination of the frequencies of an almost periodic time series
Continuous time periodically correlated processes: Spectrum and prediction
On the spectrum of correlation autoregressive sequences
Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function
Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes
Minimax filtering of sequences with periodically stationary increments
A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases
QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations.
Periodically correlated models for short-term electricity load forecasting
Macroeconomics and the reality of mixed frequency data
Representation of strongly harmonizable periodically correlated processes and their covariances
Shrinkage estimators for periodic autoregressions
On periodic autoregressive stochastic volatility models: structure and estimation
On a periodic SETINAR model
Integer-valued autoregressive processes with periodic structure
Prediction for the processes with almost cyclostationary structure
Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes
ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL
Periodically correlated sequences of less than full rank
On AR(1) models with periodic and almost periodic coefficients.
Seasonally and approximation errors in rational expectations models
On bootstrapping periodic random arrays with increasing period
Zero-inflated Poisson INAR(1) model with periodic structure
On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity
On the support of the spectral measure of a harmonizable sequence
Minimax-robust filtering of functionals from periodically correlated random fields
First and second order analysis for periodic random arrays using block bootstrap methods
A new structure for analyzing discrete scale invariant processes: covariance and spectra
Periodic trawl processes: simulation, statistical inference and applications in energy markets
Statistical analysis of periodic autoregression
Adaptive test for periodicity in restrictive EXPAR(p) models
Nonlinear least squares estimation of the periodic EXPAR(1) model
Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models
Correlation and spectral theory for periodically correlated random fields indexed on \(\mathbb Z^{2}\)
Periodic negative binomial INGARCH(1, 1) model
A Review of Seasonal Adjustment Diagnostics
On a periodic negative binomial SETINAR model
On covariance generating functions and spectral densities of periodically correlated autoregressive processes
A computational method to compare spectral densities of independent periodically correlated time series
On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations
Inference on periodograms of infinite dimensional discrete time periodically correlated processes
Robust modelling of periodic vector autoregressive time series
Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes.
scientific article; zbMATH DE number 3938367 (Why is no real title available?)
Aggregation and systematic sampling of periodic ARMA processes
On periodic time-varying bilinear processes: structure and asymptotic inference
Periodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: An alternative approach
On general periodic time-varying bilinear processes
scientific article; zbMATH DE number 6919724 (Why is no real title available?)
Properties of some bilinear models with periodic regime switching
Statistical inference for first-order periodic autoregressive conditional heteroscedasticity models.
scientific article; zbMATH DE number 4032862 (Why is no real title available?)
Estimation and identification of periodic autoregressive models with one exogenous variable
A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes
On infinite dimensional discrete time periodically correlated processes
Bootstrapping periodically autoregressive models
Existence of a periodic and seasonal INAR process
Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series
On completeness of the spectral domain of harmonizable processes
Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients
The dual frequency spectral density function of locally periodic stationary processes with an application to testing for correlation between different frequency bands of a time series
Periodically correlated modeling by means of the periodograms asymptotic distributions
Exact maximum likelihood estimation for non-stationary periodic time series models
A wavelet characterization of continuous-time periodically correlated processes with application to simulation
Structural periodic vector autoregressions
Spectrum of periodically correlated fields
Periodic INAR(1) model with Bell innovations distribution
Diagnostic checking of periodic vector autoregressive time series models with dependent errors

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