Pages that link to "Item:Q1087288"
From MaRDI portal
The following pages link to A note on the properties of some nonstationary ARMA processes (Q1087288):
Displaying 11 items.
- Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863) (← links)
- An optimal prediction in general ARMA models (Q920529) (← links)
- A note on the modelling and analysis of vector ARMA processes with nonstationary innovations (Q1411024) (← links)
- Estimation for regression with infinite variance errors (Q1596877) (← links)
- Invariance principles for semi-stationary sequence of linear processes and applications to ARMA process (Q1899262) (← links)
- On a characterization of optimal predictors for nonstationary ARMA processes (Q2640300) (← links)
- A UNIFIED APPROACH TO THE STUDY OF SUMS, PRODUCTS, TIME-AGGREGATION AND OTHER FUNCTIONS OF ARMA PROCESSES (Q3327558) (← links)
- Analysis of multivariate arma processes with non-stationary innovations (Q3352337) (← links)
- Sur les natures des processus solutions de certaines equations stochastiques aux differences (Q3696239) (← links)
- (Q3747565) (← links)
- A note on interpolation of arima processes (Q4269968) (← links)