Pages that link to "Item:Q4299020"

The following pages link to DIAGNOSTIC CHECKING OF PERIODIC AUTOREGRESSION MODELS WITH APPLICATION (Q4299020):

Displaying 31 items.

• Robust modelling of periodic vector autoregressive time series (Q466531) (← links)
• Robust estimation of periodic autoregressive processes in the presence of additive outliers (Q990899) (← links)
• The modified Yule-Walker method for \(\alpha\)-stable time series models (Q1620393) (← links)
• Estimation and identification of periodic autoregressive models with one exogenous variable (Q1674057) (← links)
• On AR(1) models with periodic and almost periodic coefficients. (Q1766030) (← links)
• Dependence on a collection of Poisson random variables (Q2125965) (← links)
• Goodness-of-fit tests for SPARMA models with dependent error terms (Q2151745) (← links)
• Detection and estimation of additive outliers in seasonal time series (Q2203427) (← 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)
• Periodic autoregressive models with closed skew-normal innovations (Q2319487) (← links)
• Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
• Exact maximum likelihood estimation for non-stationary periodic time series models (Q2445716) (← links)
• Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models (Q2851994) (← links)
• Forecasting with prediction intervals for periodic autoregressive moving average models (Q2852490) (← 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)
• Improved multivariate portmanteau test (Q2930880) (← links)
• Periodic autoregressive model identification using genetic algorithms (Q2931589) (← links)
• On modelling and diagnostic checking of vector periodic autoregressive time series models (Q3077642) (← links)
• Asymptotic Inefficiency of Mean-Correction on Parameter Estimation for a Periodic First-Order Autoregressive Model (Q3424229) (← links)
• Estimation in periodic restricted EXPAR(1) models (Q5085063) (← 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)
• On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations (Q5107312) (← links)
• EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS (Q5176764) (← links)
• A seasonal analysis of riverflow trends (Q5290904) (← links)
• Simulation of time series using periodic gamma autoregressive models (Q6066590) (← links)
• Portmanteau tests for periodic ARMA models with dependent errors (Q6153720) (← links)
• Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters (Q6573700) (← links)
• Existence of a periodic and seasonal INAR process (Q6636851) (← links)
• Diagnostic checking of periodic vector autoregressive time series models with dependent errors (Q6656674) (← links)