Pages that link to "Item:Q2851994"
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The following pages link to Asymptotic properties of weighted least squares estimation in weak PARMA models (Q2851994):
Displaying 13 items.
- On periodic time-varying bilinear processes: structure and asymptotic inference (Q333536) (← links)
- Weighted least squares estimation in a binary random coefficient panel model with infinite variance (Q826678) (← links)
- Weighted least squares estimators for the Parzen tail index (Q2151159) (← links)
- Goodness-of-fit tests for SPARMA models with dependent error terms (Q2151745) (← links)
- Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
- Weighted least absolute deviations estimation for periodic ARMA models (Q2516021) (← links)
- An asymptotic theory for weighted least-squares with weights estimated by replication (Q3774757) (← links)
- QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations (Q4568274) (← links)
- Periodic autoregressive conditional duration (Q5030949) (← links)
- Estimation for periodic ARMA models with unspecified noises (Q5866042) (← links)
- Estimating weak periodic vector autoregressive time series (Q6064239) (← links)
- Portmanteau tests for periodic ARMA models with dependent errors (Q6153720) (← links)
- Diagnostic checking of periodic vector autoregressive time series models with dependent errors (Q6656674) (← links)