The following pages link to Periodic Time Series Models (Q4827373):
Displaying 50 items.
- Composite quantile regression estimation for P-GARCH processes (Q295137) (← links)
- Asymptotic inference of unstable periodic ARCH processes (Q411545) (← links)
- A periodic Levinson-Durbin algorithm for entropy maximization (Q429609) (← links)
- Robust modelling of periodic vector autoregressive time series (Q466531) (← links)
- On multiplicative seasonal modelling for vector time series (Q731947) (← links)
- Improved customer choice predictions using ensemble methods (Q872292) (← links)
- Optimizing profits from hydroelectricity production (Q954052) (← links)
- On some probabilistic properties of double periodic AR models (Q1003807) (← links)
- Forecasting daily time series using periodic unobserved components time series models (Q1010432) (← links)
- Periodic stationarity of random coefficient periodic autoregressions (Q1012233) (← links)
- Aggregation and systematic sampling of periodic ARMA processes (Q1023773) (← links)
- Dynamic seasonality in time series (Q1615231) (← links)
- Sparse seasonal and periodic vector autoregressive modeling (Q1658508) (← links)
- Estimation and identification of periodic autoregressive models with one exogenous variable (Q1674057) (← links)
- Periodic dynamic factor models: estimation approaches and applications (Q1711582) (← links)
- Forecasting seasonal time series data: a Bayesian model averaging approach (Q1729308) (← links)
- Detection and estimation of additive outliers in seasonal time series (Q2203427) (← links)
- Integer-valued autoregressive processes with periodic structure (Q2270279) (← links)
- Parsimonious periodic autoregressive models for time series with evolving trend and seasonality (Q2302470) (← links)
- Asymptotic analysis of non-periodical cointegration with high seasonals (Q2316792) (← links)
- Periodic autoregressive models with closed skew-normal innovations (Q2319487) (← links)
- Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
- Data revisions and periodic properties of macroeconomic data (Q2442382) (← links)
- Bayesian skew selection for multivariate models (Q2445637) (← links)
- Exact maximum likelihood estimation for non-stationary periodic time series models (Q2445716) (← links)
- Limiting spectral distribution of large-dimensional sample covariance matrices generated by the periodic autoregressive model (Q2666454) (← 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)
- On Mixture Periodic Vector Autoregressive Models (Q2876148) (← links)
- A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes (Q2930878) (← links)
- Periodic autoregressive model identification using genetic algorithms (Q2931589) (← links)
- Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes (Q3077640) (← links)
- On modelling and diagnostic checking of vector periodic autoregressive time series models (Q3077642) (← links)
- Robust Estimation For Periodic Autoregressive Time Series (Q3608197) (← links)
- On periodic autoregressive stochastic volatility models: structure and estimation (Q4960634) (← links)
- Asymptotic results for Fourier-PARMA time series (Q4979099) (← links)
- Periodic autoregressive conditional duration (Q5030949) (← links)
- Periodic autoregressive models for time series with integrated seasonality (Q5065246) (← links)
- On cointegration for processes integrated at different frequencies (Q5095290) (← links)
- Bootstrapping Periodic State-Space Models (Q5252835) (← links)
- Causality conditions and autocovariance calculations in PVAR models (Q5438711) (← links)
- On periodic EGARCH models (Q5867420) (← links)
- Comparison methods of estimating missing data in real data time series (Q5876827) (← links)
- Estimating weak periodic vector autoregressive time series (Q6064239) (← links)
- Generalized residuals and outlier detection for ordinal data with challenging data structures (Q6067174) (← links)
- A Review of Seasonal Adjustment Diagnostics (Q6067576) (← links)
- Event‐based output feedback control of periodic systems: A piecewise impulsive method (Q6092354) (← links)
- Seasonal count time series (Q6135336) (← links)
- Testing earnings management (Q6552761) (← links)
