Pages that link to "Item:Q3323072"

The following pages link to Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models (Q3323072):

Displaying 38 items.

• A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
• Model identification of ARIMA family using genetic algorithms (Q556129) (← links)
• A knowledge-based fuzzy decision tree classifier for time series modeling (Q582857) (← links)
• New approaches for determining the degree of differencing necessary to induce stationarity in ARIMA models (Q689413) (← links)
• Hybridization of intelligent techniques and ARIMA models for time series prediction (Q835085) (← links)
• Generalized ARMA models with martingale difference errors (Q888346) (← links)
• Estimation of parameters in ARUMA models (Q917202) (← links)
• Recent developments in time series forecasting (Q1113249) (← links)
• A method for adaptive estimation of ARMA processes (Q1120537) (← links)
• The impact of information timeliness on the predictability of stock and futures returns: An application of vector models (Q1127245) (← links)
• Testing for unit roots in autoregressive moving average models. An instrumental variable approach (Q1176602) (← links)
• VARMAX-modelling of blast furnace process variables (Q1266520) (← links)
• Cut sharing for multistage stochastic linear programs with interstage dependency (Q1363428) (← links)
• Iterated logarithm law for sample generalized partial autocorrelations (Q1380590) (← links)
• Asymptotic normality of the instrumental variable estimates for ARIMA(\(p,m,q\)) processes (Q1801818) (← links)
• Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors (Q1807062) (← links)
• A comparison of some of pattern identification methods for order determination of mixed ARMA models (Q1962151) (← links)
• Simple estimators and inference for higher-order stochastic volatility models (Q2043263) (← links)
• Designing fuzzy time series forecasting models: a survey (Q2283291) (← links)
• Estimation for double-nonlinear cointegration (Q2305983) (← links)
• Two-mode network autoregressive model for large-scale networks (Q2305985) (← links)
• Autoregressive coefficient estimation in nonparametric analysis (Q2851985) (← links)
• Identification of seasonal arima models using a filtering method (Q3474145) (← links)
• A simple method for the estimation of rational distributed lag models (Q3793580) (← links)
• ESTIMATION OF AUTOREGRESSIVE PARAMETERS AND ORDER SELECTION FOR ARMA MODELS (Q3821442) (← links)
• ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP (Q4021568) (← links)
• Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in Arima Models (Q4490158) (← links)
• Testing for a unit root in an arima(p,1,0) signal observed with ma(q) noise (Q4843674) (← links)
• A comparison of some autocovariance-based methods of arma model selection: a simulation study (Q4851422) (← links)
• LINEAR INTERPOLATORS AND THE INVERSE CORRELATION FUNCTION OF NON‐STATIONARY TIME SERIES (Q4864576) (← links)
• Generalized autoregressive moving average models with GARCH errors (Q5030955) (← links)
• Mutual information model selection algorithm for time series (Q5037010) (← links)
• Maximum likelihood estimation of the change point in stationary state of auto regressive moving average (ARMA) models, using SVD-based smoothing (Q5039813) (← links)
• (Q5101791) (← links)
• A cointegration analysis of crime, economic activity, and police performance in São Paulo city (Q5129097) (← links)
• Bootstrap estimates of the sample bivariate autocorrelation and partial autocorrelation distributions (Q5287325) (← links)
• Econometric tests of rationality and market efficiency (Q5750316) (← links)
• Data mining on time series: an illustration using fast-food restaurant franchise data. (Q5958632) (← links)