Pages that link to "Item:Q1050059"
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The following pages link to Autocorrelation, autoregression and autoregressive approximation (Q1050059):
Displayed 44 items.
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- Model and variable selection procedures for semiparametric time series regression (Q609678) (← links)
- Extimation and structure determination of multivariate input systems (Q914310) (← links)
- Estimation of parameters in ARUMA models (Q917202) (← links)
- Subspace estimation and prediction methods for hidden Markov models (Q1043726) (← links)
- On the recursive fitting of subset autoregressive-moving average process (Q1098212) (← links)
- A method for adaptive estimation of ARMA processes (Q1120537) (← links)
- Identification and hypothesis testing on ARIMA (p,d,q) models (Q1122913) (← links)
- On the convergence of finite linear predictors of stationary processes (Q1122914) (← links)
- The asymptotic properties of the multichannel autoregressive spectral estimates (Q1262672) (← links)
- Subset regression time series and its modeling procedures (Q1263208) (← links)
- A test of conditional heteroscedasticity in time series (Q1283077) (← links)
- On residual sums of squares in non-parametric autoregression (Q1313134) (← links)
- Estimation of spatial AR models (Q1314949) (← links)
- Parameter estimation for ARMA processes with errors in models (Q1332884) (← links)
- A new class of consistent estimators for stochastic linear regressive models (Q1375109) (← links)
- On sieve bootstrap prediction intervals. (Q1423099) (← links)
- Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors (Q1432849) (← links)
- A mixed-type test for linearity in time series (Q1580009) (← links)
- Recursive method for ARMA model estimation. I (Q1812567) (← links)
- Recursive method for ARMA model estimation. II (Q1813490) (← links)
- Nonasymptotic bounds for autoregressive time series modeling. (Q1848866) (← links)
- Consistent order selection with strongly dependent data and its application to efficient estimation. (Q1858970) (← links)
- Moving-average representation of autoregressive approximations (Q1910902) (← links)
- A fast estimation method for ARMA processes (Q1911256) (← links)
- Estimation of the parameters for unstable AR models (Q1916494) (← links)
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors (Q2433821) (← links)
- Uniform convergence of autocovariances (Q2483462) (← links)
- A parametric estimation method for dynamic factor models of large dimensions (Q3077648) (← links)
- Testing Normality for Linear AR(<b><i>p</i></b>) Models (Q3155301) (← links)
- SELECTING ORDER FOR GENERAL AUTOREGRESSIVE MODELS BY MINIMUM DESCRIPTION LENGTH (Q3476164) (← links)
- ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES (Q3482738) (← links)
- SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA (Q3482739) (← links)
- THE ASYMPTOTIC EFFICIENCY OF A LINEAR PROCEDURE OF ESTIMATION FOR ARMA MODELS (Q3681785) (← links)
- ON SOME AMBIGUITIES ASSOCIATED WITH THE FITTING OF ARMA MODELS TO TIME SERIES (Q3685895) (← links)
- REGRESSION, AUTOREGRESSION MODELS (Q3716147) (← links)
- THE CRITERION AUTOREGRESSIVE TRANSFER FUNCTION OF PARZEN (Q3730886) (← links)
- ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS (Q3749989) (← links)
- A LIMITING PROPERTY OF SAMPLE AUTOCOVARIANCES OF PERIODICALLY CORRELATED PROCESSES WITH APPLICATION TO PERIOD DETERMINATION (Q3821445) (← links)
- AN ALTERNATIVE CONSISTENT PROCEDURE FOR DETECTING HIDDEN FREQUENCIES (Q3833470) (← links)
- ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE MODELS VIA HIGH-ORDER AUTOREGRESSIVE APPROXIMATIONS (Q4203662) (← links)
- ESTIMATION FOR REGRESSIVE AND AUTOREGRESSIVE MODELS WITH NON-NEGATIVE RESIDUAL ERRORS (Q4696574) (← links)
- ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS (Q4864583) (← links)
- AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS (Q5697626) (← links)