Seasonal generalized AR models

DOI10.1080/03610926.2022.2100422MaRDI QIDQ6118232zbMATH OpenFDO

Authors Richard Hunt, Shelton Peiris, Neville Weber

Publication date 23 February 2024

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2022.2100422

zbMATH Keywords

Box-JenkinsGARGegenbauerseasonality

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• A k-Factor GARMA Long-memory Model
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• Applied time series analysis with R
• Estimation of the location and exponent of the spectral singularity of a long memory process
• Fractional differencing
• Gaussian estimation of parametric spectral density with unknown pole
• Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study
• scientific article; zbMATH DE number 3139051 (Why is no real title available?)
• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• scientific article; zbMATH DE number 486467 (Why is no real title available?)
• scientific article; zbMATH DE number 1046773 (Why is no real title available?)
• scientific article; zbMATH DE number 2206036 (Why is no real title available?)
• scientific article; zbMATH DE number 6193733 (Why is no real title available?)
• scientific article; zbMATH DE number 3070807 (Why is no real title available?)
• scientific article; zbMATH DE number 3086018 (Why is no real title available?)
• Improving the quality of forecasting using generalized AR models: an application to statistical quality control
• Long-memory processes. Probabilistic properties and statistical methods
• Long‐Memory Time Series
• Mathematical Foundations of Time Series Analysis
• ON GENERALIZED FRACTIONAL PROCESSES
• On properties of the second order generalized autoregressive GAR(2) model with index
• Semiparametric estimation for stationary processes whose spectra have an unknown pole
• Some Elementary Inequalities Relating to the Gamma and Incomplete Gamma Function
• The ARMA alphabet soup: a tour of ARMA model variants
• The asymptotic theory of linear time-series models
• Time series properties of the class of generalized first-order autoregressive processes with moving average errors

This page was built for publication: Seasonal generalized AR models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6118232)