Pages that link to "Item:Q1251881"
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The following pages link to On periodic and multiple autoregressions (Q1251881):
Displaying 50 items.
- Composite quantile regression estimation for P-GARCH processes (Q295137) (← links)
- Robust modelling of periodic vector autoregressive time series (Q466531) (← links)
- Representation of strongly harmonizable periodically correlated processes and their covariances (Q581923) (← links)
- A conditional least squares approach to PGARCH and PARMA-PGARCH time series estimation (Q611171) (← links)
- Testing for periodic integration (Q672884) (← links)
- Macroeconomics and the reality of mixed frequency data (Q726586) (← links)
- An MDL approach to the climate segmentation problem (Q977634) (← links)
- Seasonally and approximation errors in rational expectations models (Q1203073) (← links)
- Model-building problem of periodically correlated \(m\)-variate moving average processes (Q1268004) (← links)
- Continuous time periodically correlated processes: Spectrum and prediction (Q1316602) (← links)
- A multivariate approach to modeling univariate seasonal time series (Q1341207) (← links)
- Impulse response functions for periodic integration (Q1389739) (← links)
- Innovations algorithm for periodically stationary time series (Q1613633) (← links)
- On periodically correlated wide-sense Markov processes (Q1708698) (← links)
- Forecasting seasonal time series data: a Bayesian model averaging approach (Q1729308) (← links)
- Periodically correlated sequences of less than full rank (Q1765668) (← links)
- On AR(1) models with periodic and almost periodic coefficients. (Q1766030) (← links)
- Properties of some bilinear models with periodic regime switching (Q1771457) (← links)
- Spectral factorization of linear periodic systems with application to the optimal prediction of periodic ARMA models (Q1802000) (← links)
- An LDU decomposition algorithm for a block Toeplitz matrix having a parallel and pipelined computing structure (Q1822449) (← links)
- First-order seasonal autoregressive processes with periodically varying parameters (Q1827546) (← links)
- Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes. (Q1871254) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- Minimum Hellinger distance estimates for a periodically time-varying long memory parameter (Q2080960) (← links)
- Periodically correlated models for short-term electricity load forecasting (Q2284058) (← links)
- Periodic autoregressive models with closed skew-normal innovations (Q2319487) (← links)
- Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
- Bayesian skew selection for multivariate models (Q2445637) (← links)
- A note on integrated periodic \textit{GARCH} processes (Q2452884) (← links)
- Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes (Q2476824) (← links)
- Innovations algorithm asymptotics for periodically stationary time series with heavy tails (Q2482609) (← links)
- Weighted least absolute deviations estimation for periodic ARMA models (Q2516021) (← links)
- Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models (Q2851994) (← links)
- Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications (Q2864627) (← links)
- On Mixture Periodic Vector Autoregressive Models (Q2876148) (← links)
- An unbiased autoregressive conditional intraday seasonal variance filtering process (Q2893207) (← links)
- A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes (Q2930878) (← links)
- Periodic autoregressive model identification using genetic algorithms (Q2931589) (← links)
- Optimized regression models for time series (Q3031808) (← links)
- On modelling and diagnostic checking of vector periodic autoregressive time series models (Q3077642) (← links)
- Maximum entropy for periodically correlated processes from nonconsecutive autocovariance coefficients (Q3077658) (← links)
- ON THE SPECTRAL DENSITY MATRIX OF A PERIODIC ARMA PROCESS (Q3197170) (← links)
- Statistical analysis of periodic autoregression (Q3323074) (← links)
- The Wold decomposition of Hilbertian periodically correlated processes (Q3386936) (← links)
- An On-Line Estimation Algorithm for Periodic Autoregressive Models (Q3424175) (← links)
- Asymptotic Inefficiency of Mean-Correction on Parameter Estimation for a Periodic First-Order Autoregressive Model (Q3424229) (← links)
- An algorithm for the exact likelihood of periodic autoregressive moving average models (Q3471566) (← links)
- Periodic autoregression with exogenous variables and periodic variances (Q3474000) (← links)
- Predictive Density Order Selection of Periodic AR Models (Q3527751) (← links)
- Calculating the autocovariances and the likelihood for periodic V ARMA models (Q3636723) (← links)
