scientific article; zbMATH DE number 3336457

Cited in

(only showing first 100 items - show all)

Aggregation and systematic sampling of periodic ARMA processes
Inference on periodograms of infinite dimensional discrete time periodically correlated processes
Almost periodically unitary stochastic processes
Seasonally and approximation errors in rational expectations models
Model-building problem of periodically correlated m-variate moving average processes
On the spectrum of correlation autoregressive sequences
Continuous time periodically correlated processes: Spectrum and prediction
Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes
Laws of large numbers for periodically and almost periodically correlated processes
A multivariate approach to modeling univariate seasonal time series
Dissipative periodic systems and symmetric interpolation in Schur classes
Impulse response functions for periodic integration
Estimation and identification of periodic autoregressive models with one exogenous variable
Periodically correlated modeling by means of the periodograms asymptotic distributions
A new method to detect periodically correlated structure
On periodically correlated wide-sense Markov processes
Generalized subsampling procedure for non-stationary time series
Forecasting seasonal time series data: a Bayesian model averaging approach
Periodically correlated sequences of less than full rank
On AR(1) models with periodic and almost periodic coefficients.
Properties of some bilinear models with periodic regime switching
On completeness of the spectral domain of harmonizable processes
Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes.
Correlation and spectral theory for periodically correlated random fields indexed on \(\mathbb Z^{2}\)
An interpolation problem with symmetry and related questions
Periodic integration: Further results on model selection and forecasting
The ARMA alphabet soup: a tour of ARMA model variants
Component covariance analysis for periodically correlated random processes
A new method to compare the spectral densities of two independent periodically correlated time series
Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients
Principal components analysis and cyclostationarity
Minimum Hellinger distance estimates for a periodically time-varying long memory parameter
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
Integer-valued autoregressive processes with periodic structure
Periodically correlated models for short-term electricity load forecasting
Parsimonious periodic autoregressive models for time series with evolving trend and seasonality
On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes
Periodic autoregressive models with closed skew-normal innovations
Estimation problems for periodically correlated isotropic random fields
Periodic autoregressive stochastic volatility
Exact maximum likelihood estimation for non-stationary periodic time series models
Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure
Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes
On infinite dimensional discrete time periodically correlated processes
Decomposition of discrete time periodically correlated and multivariate stationary symmetric stable processes
Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality
On infinite dimensional periodically correlated random fields: spectrum and evolutionary spectra
Generalized resampling scheme with application to spectral density matrix in almost periodically correlated class of time series
Minimax-robust filtering of functionals from periodically correlated random fields
A wavelet characterization of continuous-time periodically correlated processes with application to simulation
Asymptotic properties of weighted least squares estimation in weak PARMA models
Forecasting with prediction intervals for periodic autoregressive moving average models
Empirical determination of the frequencies of an almost periodic time series
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
Spectrum of periodically correlated fields
Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes
On modelling and diagnostic checking of vector periodic autoregressive time series models
First and second order analysis for periodic random arrays using block bootstrap methods
ON THE SPECTRAL DENSITY MATRIX OF A PERIODIC ARMA PROCESS
Probabilistic properties of a Markov-switching periodic GARCH process.
Statistical analysis of periodic autoregression
On periodic time-varying bilinear processes: structure and asymptotic inference
The Wold decomposition of Hilbertian periodically correlated processes
On the support of the spectral measure of a harmonizable sequence
Subsampling in testing autocovariance for periodically correlated time series
scientific article; zbMATH DE number 3938367 (Why is no real title available?)
scientific article; zbMATH DE number 4032862 (Why is no real title available?)
A new structure for analyzing discrete scale invariant processes: covariance and spectra
On general periodic time-varying bilinear processes
A periodic Levinson-Durbin algorithm for entropy maximization
QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations.
Bootstrapping periodically autoregressive models
scientific article; zbMATH DE number 6919724 (Why is no real title available?)
Robust modelling of periodic vector autoregressive time series
On periodic autoregressive stochastic volatility models: structure and estimation
Prediction for the processes with almost cyclostationary structure
First order autoregressive periodically correlated model in Banach spaces: existence and central limit theorem
Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes
Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models
On the asymptotic behavior of the periodograms of periodically correlated spatial processes: Periodicity detection
A computational method to compare spectral densities of independent periodically correlated time series
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
On mixture periodic Integer-Valued ARCH models
Nonlinear least squares estimation of the periodic EXPAR(1) model
Adaptive test for periodicity in restrictive EXPAR(p) models
On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations
An integer-valued autoregressive process for seasonality
Measures of cross-dependence for bidimensional periodic AR(1) model with -stable distribution
Propriétés dans L²et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques
Representation of strongly harmonizable periodically correlated processes and their covariances
Comparison methods of estimating missing data in real data time series
ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL
Seismic waves and correlation autoregressive processes
A Review of Seasonal Adjustment Diagnostics
Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function
QMLE for periodic absolute value GARCH models
The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5613639)