scientific article; zbMATH DE number 3336457

zbMATH Open0212.21401MaRDI QIDQ5613639FDOQ5613639

Authors: E. G. Gladyshev 

Publication date: 1961

scientific article; zbMATH DE number Title of this publication is (Why is no real title available?)

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

Cited In (only showing first 100 items - show all)

• Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality
• 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
• Periodic autoregressive model identification using genetic algorithms
• A multivariate approach to modeling univariate seasonal time series
• On modelling and diagnostic checking of vector periodic autoregressive time series models
• On infinite dimensional periodically correlated random fields: spectrum and evolutionary spectra
• Asymptotic properties of weighted least squares estimation in weak PARMA models
• Seismic waves and correlation autoregressive processes
• On periodically correlated wide-sense Markov processes
• An interpolation problem with symmetry and related questions
• Periodic autoregressive models with closed skew-normal innovations
• A periodic Levinson-Durbin algorithm for entropy maximization
• Continuous time periodically correlated processes: Spectrum and prediction
• On the spectrum of correlation autoregressive sequences
• Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes
• Macroeconomics and the reality of mixed frequency data
• Representation of strongly harmonizable periodically correlated processes and their covariances
• Integer-valued autoregressive processes with periodic structure
• Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes
• Seasonally and approximation errors in rational expectations models
• On bootstrapping periodic random arrays with increasing period
• Minimax-robust filtering of functionals from periodically correlated random fields
• On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity
• First and second order analysis for periodic random arrays using block bootstrap methods
• Nonlinear least squares estimation of the periodic EXPAR(1) model
• A new structure for analyzing discrete scale invariant processes: covariance and spectra
• Correlation and spectral theory for periodically correlated random fields indexed on \(\mathbb Z^{2}\)
• Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models
• On covariance generating functions and spectral densities of periodically correlated autoregressive processes
• Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes.
• Inference on periodograms of infinite dimensional discrete time periodically correlated processes
• Robust modelling of periodic vector autoregressive time series
• 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
• Properties of some bilinear models with periodic regime switching
• Title not available (Why is no real title available?)
• Bootstrapping periodically autoregressive models
• Estimation and identification of periodic autoregressive models with one exogenous variable
• On infinite dimensional discrete time periodically correlated processes
• Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series
• Periodically correlated modeling by means of the periodograms asymptotic distributions
• Exact maximum likelihood estimation for non-stationary periodic time series models
• Spectrum of periodically correlated fields
• Almost periodically unitary stochastic processes
• First order autoregressive periodically correlated model in Banach spaces: existence and central limit theorem
• A new method to detect periodically correlated structure
• Laws of large numbers for periodically and almost periodically correlated processes
• Dissipative periodic systems and symmetric interpolation in Schur classes
• Periodic integration: Further results on model selection and forecasting
• Generalized subsampling procedure for non-stationary time series
• The ARMA alphabet soup: a tour of ARMA model variants
• On mixture periodic Integer-Valued ARCH models
• ON THE SPECTRAL DENSITY MATRIX OF A PERIODIC ARMA PROCESS
• Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes
• Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure
• Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes
• Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models
• Subsampling in testing autocovariance for periodically correlated time series
• Decomposition of discrete time periodically correlated and multivariate stationary symmetric stable processes
• Spurious deterministic seasonality
• Testing for periodic integration
• Alternative dependency measures-based approach for estimation of the α–stable periodic autoregressive model
• 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
• Optimal choice of bootstrap block length for periodically correlated time series
• Forecasting seasonal time series data: a Bayesian model averaging approach
• A new method to compare the spectral densities of two independent periodically correlated time series
• Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters
• Estimation problems for periodically correlated isotropic random fields
• Measures of cross-dependence for bidimensional periodic AR(1) model with \(\alpha \)-stable distribution
• Generalized resampling scheme with application to spectral density matrix in almost periodically correlated class of time series
• 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
• Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function
• QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations.
• A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases
• Minimax filtering of sequences with periodically stationary increments
• Periodically correlated models for short-term electricity load forecasting
• On periodic autoregressive stochastic volatility models: structure and estimation
• On a periodic SETINAR model
• Prediction for the processes with almost cyclostationary structure
• 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.
• On the support of the spectral measure of a harmonizable sequence
• Periodic trawl processes: simulation, statistical inference and applications in energy markets
• Adaptive test for periodicity in restrictive EXPAR(p) models
• Statistical analysis of periodic autoregression
• Periodic negative binomial INGARCH(1, 1) model
• A Review of Seasonal Adjustment Diagnostics
• On a periodic negative binomial SETINAR model
• 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
• Title not available (Why is no real title available?)
• Title not available (Why is no real title available?)

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