Pages that link to "Item:Q5424040"

The following pages link to Periodically Correlated Random Sequences (Q5424040):

Displaying 50 items.

• On infinite dimensional periodically correlated random fields: spectrum and evolutionary spectra (Q273750) (← links)
• Generalized seasonal tapered block bootstrap (Q286451) (← links)
• First and second order analysis for periodic random arrays using block bootstrap methods (Q315400) (← links)
• Discretization of continuous time discrete scale invariant processes: estimation and spectra (Q315677) (← links)
• A periodic Levinson-Durbin algorithm for entropy maximization (Q429609) (← links)
• Periodically correlated autoregressive Hilbertian processes (Q453784) (← links)
• Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes (Q548644) (← links)
• Linear filtration methods for statistical analysis of periodically correlated random processes. I: Coherent and component methods and their generalization. II: Harmonic series representation (Q634869) (← links)
• Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series (Q637103) (← links)
• Robust estimation of periodic autoregressive processes in the presence of additive outliers (Q990899) (← links)
• Spectral analysis for processes with almost periodic covariances (Q993796) (← links)
• Spatial interpolation of high-frequency monitoring data (Q1018619) (← links)
• The modified Yule-Walker method for \(\alpha\)-stable time series models (Q1620393) (← links)
• Sparse seasonal and periodic vector autoregressive modeling (Q1658508) (← links)
• Periodically correlated modeling by means of the periodograms asymptotic distributions (Q1685304) (← links)
• Subsampling for nonstationary time series with non-zero mean function (Q1687223) (← links)
• A new method to detect periodically correlated structure (Q1695432) (← links)
• Generalized subsampling procedure for non-stationary time series (Q1711557) (← links)
• Periodic dynamic factor models: estimation approaches and applications (Q1711582) (← links)
• Component covariance analysis for periodically correlated random processes (Q1957222) (← links)
• A new method to compare the spectral densities of two independent periodically correlated time series (Q1997541) (← links)
• Semi-Lévy driven continuous-time GARCH process (Q2141451) (← links)
• Integer-valued autoregressive processes with periodic structure (Q2270279) (← links)
• On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes (Q2316342) (← links)
• Periodic autoregressive models with closed skew-normal innovations (Q2319487) (← links)
• Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes (Q2339216) (← links)
• Estimation problems for periodically correlated isotropic random fields (Q2340295) (← links)
• Hilbertian spatial periodically correlated first order autoregressive models (Q2418373) (← links)
• Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series (Q2787359) (← links)
• Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series (Q2802914) (← links)
• Minimax-robust filtering of functionals from periodically correlated random fields (Q2813508) (← links)
• A Wavelet Characterization of Continuous-Time Periodically Correlated Processes with Application to Simulation (Q2830679) (← links)
• Limit Theorems for Aggregated Linear Processes (Q2837758) (← links)
• Interpolation of periodically correlated stochastic sequences (Q2849244) (← links)
• Estimation and Asymptotic Properties in Periodic<i>GARCH</i>(1, 1) Models (Q2864659) (← links)
• RENEWAL SEQUENCES WITH PERIODIC DYNAMICS (Q2894054) (← links)
• Filtration of linear functionals of periodically correlated sequences (Q2922888) (← links)
• A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes (Q2930878) (← links)
• A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES (Q2933193) (← links)
• Spectrum of periodically correlated fields (Q2969440) (← links)
• Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes (Q2980133) (← links)
• The Wold decomposition of Hilbertian periodically correlated processes (Q3386936) (← links)
• Subsampling in testing autocovariance for periodically correlated time series (Q3552861) (← links)
• (Q4581311) (← links)
• Block bootstrap for periodic characteristics of periodically correlated time series (Q4634444) (← links)
• Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models (Q5078113) (← links)
• On the asymptotic behavior of the periodograms of periodically correlated spatial processes: Periodicity detection (Q5078380) (← links)
• A computational method to compare spectral densities of independent periodically correlated time series (Q5078483) (← 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)