Pages that link to "Item:Q1067337"
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The following pages link to Prediction of multivariate time series by autoregressive model fitting (Q1067337):
Displaying 37 items.
- LONG MEMORY TESTING IN THE TIME DOMAIN (Q3632376) (← links)
- Modeling of multichannel time series and extrapolation of matrix-valued autocorrelation sequences (Q3680122) (← links)
- ON SOME AMBIGUITIES ASSOCIATED WITH THE FITTING OF ARMA MODELS TO TIME SERIES (Q3685895) (← links)
- PREDICTION ERROR OF MULTIVARIATE TIME SERIES WITH MIS-SPECIFIED MODELS (Q3823698) (← links)
- ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE MODELS VIA HIGH-ORDER AUTOREGRESSIVE APPROXIMATIONS (Q4203662) (← links)
- A Review of Nonparametric Time Series Analysis (Q4361764) (← links)
- ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION (Q4443972) (← links)
- On the numerical evaluation of the theoretical variance‐covariance matrix of least squares estimators for echelon‐form varma models (Q4490202) (← links)
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
- Asymptotic Properties of the ISE in Nonparametric Regressions with Serially Correlated Errors (Q4681058) (← links)
- ESTIMATION OF THE PREDICTION ERROR VARIANCE AND AN R<sup>2</sup>MEASURE BY AUTOREGRESSIVE MODEL FITTING (Q4696570) (← links)
- Panel Unit Root Testing with Nonlinear Instruments for Infinite-Order Autoregressive Processes (Q4928515) (← links)
- Projection Pursuit Autoregression in Time Series (Q4956038) (← links)
- Forecasting with Multivariate Threshold Autoregressive Models (Q5029417) (← links)
- Linear bootstrap methods for vector autoregressive moving-average models (Q5220857) (← links)
- Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943) (← links)
- Parameter Estimation for Periodically Stationary Time Series (Q5467614) (← links)
- CHALLENGES FOR ECONOMETRIC MODEL SELECTION (Q5697623) (← links)
- AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS (Q5697626) (← links)
- ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS (Q5697631) (← links)
- Linear prediction of long-range dependent time series (Q5851014) (← links)
- OPTIMAL MULTISTEP VAR FORECAST AVERAGING (Q5859564) (← links)
- Portmanteau tests for linearity of stationary time series (Q5860904) (← links)
- Focused information criterion for locally misspecified vector autoregressive models (Q5860943) (← links)
- Semiparametric Sieve-Type Generalized Least Squares Inference (Q5863643) (← links)
- The Co-Integrated Vector Autoregression with Errors–in–Variables (Q5864352) (← links)
- Generalized Least Squares Model Averaging (Q5864519) (← links)
- Testing for Granger causality with mixed frequency data (Q5964759) (← links)
- NONPARAMETRIC PREDICTION WITH SPATIAL DATA (Q6078281) (← links)
- A practical multivariate approach to testing volatility spillover (Q6094458) (← links)
- A non‐parametric test for multi‐variate trend functions (Q6134633) (← links)
- High‐dimensional sparse multivariate stochastic volatility models (Q6135331) (← links)
- Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain (Q6135335) (← links)
- Bounded unit root processes with non-stationary volatility (Q6171853) (← links)
- Local projections, autocorrelation, and efficiency (Q6185467) (← links)
- Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application (Q6620935) (← links)
- Bayesian flexible local projections (Q6645250) (← links)
