The following pages link to (Q3084297):
Displayed 28 items.
- Common cyclical features analysis in VAR models with cointegration (Q291630) (← links)
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
- Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms (Q538155) (← links)
- Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors (Q707402) (← links)
- On multiplicative seasonal modelling for vector time series (Q731947) (← links)
- Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999) (← links)
- Multivariate versions of Bartlett's formula (Q764471) (← links)
- Food web dynamics in correlated and autocorrelated environments (Q851316) (← links)
- An application of DPCA to oil data for CBM modeling (Q858336) (← links)
- Fast approximate likelihood evaluation for stable VARFIMA processes (Q893979) (← links)
- On the equivalence of time and frequency domain maximum likelihood estimation (Q983924) (← links)
- A time-series risk model with constant interest for dependent classes of business (Q997080) (← links)
- The exact likelihood function of a vector autoregressive moving average process (Q1009699) (← links)
- Combining multiple time series predictors: A useful inferential procedure (Q1400134) (← links)
- First-order seasonal autoregressive processes with periodically varying parameters (Q1827546) (← links)
- A Thurstonian analysis of preference change (Q1867356) (← links)
- Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models (Q1916221) (← links)
- Optimal Bayesian fault prediction scheme for a partially observable system subject to random failure (Q2275824) (← links)
- Instability detection of ARMA systems based on AR system identification (Q2430964) (← links)
- On the resultant property of the Fisher information matrix of a vector ARMA process (Q2484496) (← links)
- The impact of environmental fluctuations on structured discrete time population models: Resonance, synchrony and threshold behaviour (Q2489970) (← links)
- Time dependent neural network models for detecting changes of state in complex processes: applications in earth sciences and astronomy. (Q2490828) (← links)
- Nonstationary dynamic factor analysis (Q2491853) (← links)
- Smoothing spline based tests for nonlinearity in a partially linear model (Q2495821) (← links)
- A simple GLS procedure for seasonal cointegration (Q2515862) (← links)
- Inference on transformed stationary time series (Q2628839) (← links)
- THE LINEAR SYSTEMS APPROACH TO LINEAR RATIONAL EXPECTATIONS MODELS (Q4643225) (← links)
- Sequential monitoring of high‐dimensional time series (Q6073436) (← links)