Estimating weak periodic vector autoregressive time series
From MaRDI portal
Publication:6064239
Recommendations
- Correction to: ``Estimating weak periodic vector autoregressive time series
- Robust modelling of periodic vector autoregressive time series
- On periodic autoregressive processes estimation
- Robust Estimation For Periodic Autoregressive Time Series
- ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY
- On modelling and diagnostic checking of vector periodic autoregressive time series models
- ESTIMATION IN MULTIPLE AUTOREGRESSIVE-MOVING AVERAGE MODELS USING PERIODICITY
- Nonparametric Trend Estimation for Periodic Autoregressive Time Series
- scientific article; zbMATH DE number 2123868
- Least-squares estimation and ANOVA for periodic autoregressive time series
Cites work
- A completely automatic french curve: fitting spline functions by cross validation
- A functional central limit theorem for weakly dependent sequences of random variables
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- An MDL approach to the climate segmentation problem
- Asymptotic properties of QML estimation of multivariate periodic CCC-GARCH models
- Asymptotic properties of weighted least squares estimation in weak PARMA models
- Computing and estimating information matrices of weak ARMA models
- Consistent autoregressive spectral estimates
- Covariance matrix estimation for estimators of mixing weak ARMA models
- DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
- Diagnostic Checking in ARMA Models With Uncorrelated Errors
- Diagnostic checking in multivariate ARMA models with dependent errors using normalized residual autocorrelations
- Estimating linear representations of nonlinear processes
- Estimating structural VARMA models with uncorrelated but non-independent error terms
- Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models
- GARCH models. Structure, statistical inference and financial applications
- Goodness-of-fit tests for SPARMA models with dependent error terms
- HAC estimation and strong linearity testing in weak ARMA models
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- scientific article; zbMATH DE number 1211744 (Why is no real title available?)
- scientific article; zbMATH DE number 1077338 (Why is no real title available?)
- scientific article; zbMATH DE number 2199188 (Why is no real title available?)
- scientific article; zbMATH DE number 3278899 (Why is no real title available?)
- scientific article; zbMATH DE number 3357844 (Why is no real title available?)
- scientific article; zbMATH DE number 3395169 (Why is no real title available?)
- Inference For Autocorrelations Under Weak Assumptions
- Modified Schwarz and Hannan-Quinn information criteria for weak VARMA models
- Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors
- Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms
- Nonlinear time series. Nonparametric and parametric methods
- On an explicit formula in linear least squares prediction
- On modelling and diagnostic checking of vector periodic autoregressive time series models
- Periodic Time Series Models
- Selection of weak VARMA models by modified Akaike's information criteria
- Statistical Modeling and Analysis for Complex Data Problems
- Time series: theory and methods.
Cited in
(3)
This page was built for publication: Estimating weak periodic vector autoregressive time series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6064239)