The following pages link to (Q3876877):
Displaying 37 items.
- Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality (Q257479) (← links)
- Estimating DSGE models using seasonally adjusted and unadjusted data (Q528165) (← links)
- Representation of strongly harmonizable periodically correlated processes and their covariances (Q581923) (← links)
- Testing for periodic integration (Q672884) (← links)
- The effects of seasonally adjusting a periodic autoregressive process (Q672964) (← links)
- Macroeconomics and the reality of mixed frequency data (Q726586) (← links)
- Robust estimation of periodic autoregressive processes in the presence of additive outliers (Q990899) (← links)
- Probabilistic properties of periodic GARCH prosses (Q1009536) (← links)
- Forecasting daily time series using periodic unobserved components time series models (Q1010432) (← links)
- Seasonally and approximation errors in rational expectations models (Q1203073) (← links)
- Model-building problem of periodically correlated \(m\)-variate moving average processes (Q1268004) (← links)
- Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions (Q1314479) (← links)
- Kalman-filtering methods for computing information matrices for time- invariant, periodic, and generally time-varying VARMA models and samples (Q1334708) (← links)
- A multivariate approach to modeling univariate seasonal time series (Q1341207) (← links)
- Periodic moving averages of random variables with regularly varying tails (Q1359424) (← links)
- On seasonality and business cycle durations: A nonparametric investigation (Q1362481) (← links)
- Multiple unit roots in periodic autoregression (Q1367143) (← links)
- Innovations algorithm for periodically stationary time series (Q1613633) (← links)
- Forecasting seasonal time series data: a Bayesian model averaging approach (Q1729308) (← links)
- Estimation of time-varying ARMA models with Markovian changes in regime (Q1767737) (← links)
- First-order seasonal autoregressive processes with periodically varying parameters (Q1827546) (← links)
- Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes. (Q1871254) (← links)
- Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling (Q1927099) (← links)
- Casting vector time series: algorithms for forecasting, imputation, and signal extraction (Q2106771) (← links)
- The implications of periodically varying coefficients for seasonal time- series processes (Q2277740) (← links)
- Periodically correlated models for short-term electricity load forecasting (Q2284058) (← links)
- Periodic autoregressive stochastic volatility (Q2412761) (← links)
- Exact maximum likelihood estimation for non-stationary periodic time series models (Q2445716) (← links)
- Extension of the Chandrasekhar filter to the case of periodic state-space models (Q2472984) (← links)
- On stationarity and \(\beta \)-mixing of periodic bilinear processes (Q2518956) (← links)
- Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models (Q2851994) (← links)
- A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes (Q2930878) (← links)
- Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes (Q3077640) (← links)
- Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (Q3103190) (← links)
- Statistical analysis of periodic autoregression (Q3323074) (← links)
- Asymptotic results for Fourier-PARMA time series (Q4979099) (← links)
- A Review of Seasonal Adjustment Diagnostics (Q6067576) (← links)
