scientific article; zbMATH DE number 3336457

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Component covariance analysis for periodically correlated random processes
On periodic logGARCH model with empirical application model with empirical application
Almost periodically unitary stochastic processes
First order autoregressive periodically correlated model in Banach spaces: existence and central limit theorem
Forecasting with prediction intervals for periodic autoregressive moving average models
Laws of large numbers for periodically and almost periodically correlated processes
A new method to detect periodically correlated structure
Dissipative periodic systems and symmetric interpolation in Schur classes
An integer-valued autoregressive process for seasonality
Periodic integration: Further results on model selection and forecasting
Parsimonious periodic autoregressive models for time series with evolving trend and seasonality
Generalized subsampling procedure for non-stationary time series
Principal components analysis and cyclostationarity
Minimum Hellinger distance estimates for a periodically time-varying long memory parameter
Periodic autoregressive stochastic volatility
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
Probabilistic properties of a Markov-switching periodic GARCH process.
Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes
QMLE for periodic absolute value GARCH models
On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes
Fractional periodic autoregression
Spurious deterministic seasonality
Testing for periodic integration
Decomposition of discrete time periodically correlated and multivariate stationary symmetric stable processes
Subsampling in testing autocovariance for periodically correlated time series
Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models
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

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