The following pages link to (Q5613639):
Displaying 50 items.
- Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality (Q257479) (← links)
- On infinite dimensional periodically correlated random fields: spectrum and evolutionary spectra (Q273750) (← links)
- First and second order analysis for periodic random arrays using block bootstrap methods (Q315400) (← links)
- On periodic time-varying bilinear processes: structure and asymptotic inference (Q333536) (← links)
- A new structure for analyzing discrete scale invariant processes: covariance and spectra (Q385562) (← links)
- On general periodic time-varying bilinear processes (Q429167) (← links)
- A periodic Levinson-Durbin algorithm for entropy maximization (Q429609) (← links)
- Robust modelling of periodic vector autoregressive time series (Q466531) (← links)
- First order autoregressive periodically correlated model in Banach spaces: existence and central limit theorem (Q504897) (← links)
- Representation of strongly harmonizable periodically correlated processes and their covariances (Q581923) (← links)
- Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series (Q637103) (← links)
- Testing for periodic integration (Q672884) (← links)
- Spurious deterministic seasonality (Q672885) (← links)
- Macroeconomics and the reality of mixed frequency data (Q726586) (← links)
- On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (Q734550) (← links)
- On covariance generating functions and spectral densities of periodically correlated autoregressive processes (Q871351) (← links)
- Periodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: An alternative approach (Q872082) (← links)
- On bootstrapping periodic random arrays with increasing period (Q964810) (← links)
- Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models (Q990922) (← links)
- Aggregation and systematic sampling of periodic ARMA processes (Q1023773) (← links)
- Inference on periodograms of infinite dimensional discrete time periodically correlated processes (Q1049541) (← links)
- Almost periodically unitary stochastic processes (Q1201761) (← links)
- Seasonally and approximation errors in rational expectations models (Q1203073) (← links)
- Model-building problem of periodically correlated \(m\)-variate moving average processes (Q1268004) (← links)
- On the spectrum of correlation autoregressive sequences (Q1275942) (← links)
- Continuous time periodically correlated processes: Spectrum and prediction (Q1316602) (← links)
- Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes (Q1338755) (← links)
- Laws of large numbers for periodically and almost periodically correlated processes (Q1338760) (← links)
- A multivariate approach to modeling univariate seasonal time series (Q1341207) (← links)
- Dissipative periodic systems and symmetric interpolation in Schur classes (Q1358275) (← links)
- Impulse response functions for periodic integration (Q1389739) (← links)
- Estimation and identification of periodic autoregressive models with one exogenous variable (Q1674057) (← links)
- Periodically correlated modeling by means of the periodograms asymptotic distributions (Q1685304) (← links)
- A new method to detect periodically correlated structure (Q1695432) (← links)
- On periodically correlated wide-sense Markov processes (Q1708698) (← links)
- Generalized subsampling procedure for non-stationary time series (Q1711557) (← links)
- Forecasting seasonal time series data: a Bayesian model averaging approach (Q1729308) (← links)
- Periodically correlated sequences of less than full rank (Q1765668) (← links)
- On AR(1) models with periodic and almost periodic coefficients. (Q1766030) (← links)
- Properties of some bilinear models with periodic regime switching (Q1771457) (← links)
- On completeness of the spectral domain of harmonizable processes (Q1805006) (← links)
- Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes. (Q1871254) (← links)
- Correlation and spectral theory for periodically correlated random fields indexed on \(\mathbb Z^{2}\) (Q1882947) (← links)
- An interpolation problem with symmetry and related questions (Q1909640) (← links)
- Periodic integration: Further results on model selection and forecasting (Q1915112) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← 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)
- Asymptotic properties of \textit{QMLE} for seasonal threshold \textit{GARCH} model with periodic coefficients (Q2059106) (← links)
- Principal components analysis and cyclostationarity (Q2078536) (← links)
