Pages that link to "Item:Q3777271"

The following pages link to ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS (Q3777271):

Displaying 24 items.

• Estimating linear representations of nonlinear processes (Q111924) (← links)
• Autoregressive models with mixture of scale mixtures of Gaussian innovations (Q724914) (← links)
• Generalized ARMA models with martingale difference errors (Q888346) (← links)
• Estimation of autoregressive models with epsilon-skew-normal innovations (Q1026363) (← links)
• Limit distributions for linear programming time series estimators (Q1332320) (← links)
• Flexible panel stochastic frontier model with serially correlated errors (Q1787273) (← links)
• Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models (Q1987420) (← links)
• Multivariate transformed Gaussian processes (Q2195526) (← links)
• Parameter estimation for some time series models without contiguity (Q2277732) (← links)
• Periodic autoregressive models with closed skew-normal innovations (Q2319487) (← links)
• Time series models with asymmetric Laplace innovations (Q3070611) (← links)
• Identification of arma models with non-gaussian innovations (Q3135638) (← links)
• Time series models with asymmetric innovations (Q4266711) (← links)
• Beta seasonal autoregressive moving average models (Q4960734) (← links)
• Autoregressive processes with generalized hyperbolic innovations (Q5083924) (← links)
• Maximum likelihood estimation in vector autoregressive models with multivariate scaled <i>t</i>-distributed innovations using EM-based algorithms (Q5084753) (← links)
• Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions (Q5106838) (← links)
• On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations (Q5107312) (← links)
• Semiparametric Time Series Models with Log‐concave Innovations: Maximum Likelihood Estimation and its Consistency (Q5177947) (← links)
• Diagnostic Tests for Innovations of ARMA Models Using Empirical Processes of Residuals (Q5272951) (← links)
• Time series AR(1) model for short-tailed distributions (Q5312724) (← links)
• Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models (Q5507358) (← links)
• Goodness-of-fit tests for Laplace, Gaussian and exponential power distributions based on <i>λ</i>-th power skewness and kurtosis (Q5880773) (← links)
• Genetically evolved models and normality of their fitted residuals (Q5941430) (← links)