The following pages link to (Q4331747):
Displaying 9 items.
- PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models (Q5086089) (← links)
- Bootstrapping Periodic State-Space Models (Q5252835) (← links)
- Nonlinear modelling of periodic threshold autoregressions using Tsmars (Q5467630) (← links)
- On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity (Q5944502) (← links)
- Recursive and rolling regression-based tests of the seasonal unit root hypothesis (Q5959568) (← links)
- The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 (Q6134391) (← links)
- Autoregressive model with double Pareto distributed noise (Q6200055) (← links)
- Testing earnings management (Q6552761) (← links)
- Alternative dependency measures-based approach for estimation of the α–stable periodic autoregressive model (Q6558493) (← links)
