Pages that link to "Item:Q2784953"
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The following pages link to Large Sample Properties of Parameter Estimates for Periodic ARMA Models (Q2784953):
Displayed 50 items.
- Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality (Q257479) (← links)
- A conditional least squares approach to PGARCH and PARMA-PGARCH time series estimation (Q611171) (← links)
- A test for comparing two discrete stochastic dynamical systems under heteroskedasticity (Q691309) (← links)
- Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863) (← links)
- Aggregation and systematic sampling of periodic ARMA processes (Q1023773) (← links)
- Estimation and identification of periodic autoregressive models with one exogenous variable (Q1674057) (← links)
- Estimation of time-varying ARMA models with Markovian changes in regime (Q1767737) (← links)
- Least-squares estimation and ANOVA for periodic autoregressive time series (Q1771465) (← links)
- Asymptotic influence of mean-correction on estimating a periodic AR(1) model. (Q1775078) (← links)
- First-order seasonal autoregressive processes with periodically varying parameters (Q1827546) (← links)
- Estimating ARMA models with recurrent regime changes (Q1876898) (← links)
- Modelling and forecasting wind speed intensity for weather risk management (Q1927127) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- Estimation of weak ARMA models with regime changes (Q1984643) (← links)
- A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases (Q2243476) (← links)
- Integer-valued autoregressive processes with periodic structure (Q2270279) (← links)
- Periodic autoregressive models with closed skew-normal innovations (Q2319487) (← links)
- Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
- Innovations algorithm asymptotics for periodically stationary time series with heavy tails (Q2482609) (← links)
- Mixture periodic autoregressive time series models (Q2489872) (← 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)
- 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)
- Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes (Q3077640) (← links)
- On modelling and diagnostic checking of vector periodic autoregressive time series models (Q3077642) (← links)
- Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (Q3103190) (← 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)
- PARSIMONIOUS PERIODIC TIME SERIES MODELING (Q3429881) (← links)
- Inference in Autoregression under Heteroskedasticity (Q3440759) (← links)
- Efficient Semiparametric Estimation of the Periods in a Superposition of Periodic Functions with Unknown Shape (Q3505310) (← links)
- Robust Estimation For Periodic Autoregressive Time Series (Q3608197) (← links)
- Calculating the autocovariances and the likelihood for periodic V ARMA models (Q3636723) (← links)
- QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations (Q4568274) (← links)
- Bootstrapping periodically autoregressive models (Q4578059) (← links)
- Large sample properties of parameter least squares estimates for time‐varying arma models (Q4677042) (← links)
- The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance (Q5062351) (← links)
- Empirical study of robust estimation methods for PAR models with application to the air quality area (Q5085567) (← links)
- PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models (Q5086089) (← links)
- Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution (Q5135322) (← links)
- EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS (Q5176764) (← links)
- A seasonal analysis of riverflow trends (Q5290904) (← links)
- Propriétés dans L<sup>2</sup>et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques (Q5476455) (← links)
- A prediction‐residual approach for identifying rare events in periodic time series (Q5495688) (← links)
- Estimation for periodic ARMA models with unspecified noises (Q5866042) (← links)
- On periodic EGARCH models (Q5867420) (← links)
- The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 (Q6134391) (← links)
- Seasonal count time series (Q6135336) (← links)