Pages that link to "Item:Q1881377"
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The following pages link to Consistent and asymptotically normal estimators for cyclically time-dependent linear models (Q1881377):
Displaying 11 items.
- On periodic time-varying bilinear processes: structure and asymptotic inference (Q333536) (← links)
- Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models (Q990922) (← links)
- A Bayesian analysis of moving average processes with time-varying parameters (Q1020904) (← links)
- Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity (Q1657957) (← links)
- Estimation of time-varying ARMA models with Markovian changes in regime (Q1767737) (← links)
- Asymptotic influence of mean-correction on estimating a periodic AR(1) model. (Q1775078) (← links)
- Estimating ARMA models with recurrent regime changes (Q1876898) (← links)
- Estimation of weak ARMA models with regime changes (Q1984643) (← links)
- Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (Q3103190) (← links)
- QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations (Q4568274) (← links)
- General estimation results for \textsc{tdVARMA} array models (Q6655925) (← links)
