Pages that link to "Item:Q1248876"

The following pages link to Linear prediction by autoregressive model fitting in the time domain (Q1248876):

Displaying 30 items.

• Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points (Q356616) (← links)
• Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
• Bias in dynamic panel models under time series misspecification (Q527974) (← links)
• Estimation of the memory parameter by fitting fractionally differenced autoregressive models (Q853943) (← links)
• On the predictability of long-range dependent series (Q966347) (← links)
• Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
• Prediction of multivariate time series by autoregressive model fitting (Q1067337) (← links)
• Simple consistent estimation of the coefficients of a linear filter (Q1098530) (← links)
• On prediction of integrated moving average processes (Q1150229) (← links)
• Innovations algorithm for periodically stationary time series (Q1613633) (← links)
• On same-realization prediction in an infinite-order autoregressive process. (Q1810711) (← links)
• The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models (Q1871691) (← links)
• Model averaging prediction for time series models with a diverging number of parameters (Q2024480) (← links)
• Innovations algorithm asymptotics for periodically stationary time series with heavy tails (Q2482609) (← links)
• Short and long run causality measures: theory and inference (Q2630148) (← links)
• Prediction of long memory processes on same-realisation (Q2655052) (← links)
• (WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? (Q2981819) (← links)
• COMPONENTS OF PREDICTION ERRORS FOR A STATIONARY PROCESS WITH ESTIMATED PARAMETERS (Q3313165) (← links)
• Using least squares to generate forecasts in regressions with serial correlation (Q3552838) (← links)
• THE CRITERION AUTOREGRESSIVE TRANSFER FUNCTION OF PARZEN (Q3730886) (← links)
• PREDICTION ERROR OF MULTIVARIATE TIME SERIES WITH MIS-SPECIFIED MODELS (Q3823698) (← links)
• ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE MODELS VIA HIGH-ORDER AUTOREGRESSIVE APPROXIMATIONS (Q4203662) (← links)
• A significance test for classifying arma models (Q4357248) (← links)
• Testing for unit roots in time series with nearly deterministic seasonal variation (Q4373277) (← links)
• Forecasting with serially correlated regression models (Q4826352) (← links)
• Asymptotic results for Fourier-PARMA time series (Q4979099) (← links)
• Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943) (← links)
• Linear prediction of long-range dependent time series (Q5851014) (← links)
• Portmanteau tests for linearity of stationary time series (Q5860904) (← links)
• NONPARAMETRIC PREDICTION WITH SPATIAL DATA (Q6078281) (← links)