Pages that link to "Item:Q5748781"
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The following pages link to Testing for periodic autocorrelations in seasonal time series data (Q5748781):
Displaying 15 items.
- Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series (Q637103) (← links)
- The effects of seasonally adjusting a periodic autoregressive process (Q672964) (← links)
- On bootstrapping periodic random arrays with increasing period (Q964810) (← links)
- Robust estimation of periodic autoregressive processes in the presence of additive outliers (Q990899) (← links)
- Model-building problem of periodically correlated \(m\)-variate moving average processes (Q1268004) (← links)
- Innovations algorithm for periodically stationary time series (Q1613633) (← links)
- Functional data analysis of the dynamics of the monthly index of nondurable goods production. (Q1858948) (← links)
- Periodic integration: Further results on model selection and forecasting (Q1915112) (← links)
- Innovations algorithm asymptotics for periodically stationary time series with heavy tails (Q2482609) (← links)
- A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes (Q2930878) (← links)
- On modelling and diagnostic checking of vector periodic autoregressive time series models (Q3077642) (← links)
- ASYMPTOTIC RESULTS FOR PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4696576) (← links)
- Asymptotic results for Fourier-PARMA time series (Q4979099) (← links)
- Parsimonious time series modeling for high frequency climate data (Q5001028) (← links)
- EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS (Q5176764) (← links)
