Pages that link to "Item:Q1865225"
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The following pages link to Multivariate stable ARMA processes with time dependent coefficients (Q1865225):
Displaying 14 items.
- Multivariate Markov-switching ARMA processes with regularly varying noise (Q928854) (← links)
- A note on the modelling and analysis of vector ARMA processes with nonstationary innovations (Q1411024) (← links)
- Closed-form expression for finite predictor coefficients of multivariate ARMA processes (Q2293543) (← links)
- Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations (Q2692927) (← links)
- Analysis of multivariate arma processes with non-stationary innovations (Q3352337) (← links)
- (Q3777275) (← links)
- On the prediction of multivariate arma processes with a time dependent covariance structure (Q3783389) (← links)
- Bounded solutions for ARMA model with varying coefficients (Q4829419) (← links)
- Indirect inference for locally stationary ARMA processes with stable innovations (Q5033462) (← links)
- The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance (Q5062351) (← links)
- Cross-codifference for bidimensional VAR(1) time series with infinite variance (Q5082898) (← links)
- Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with <i>α</i>‐Stable Noise (Q5111857) (← links)
- Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution (Q5135322) (← links)
- The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 (Q6134391) (← links)
