Pages that link to "Item:Q2864627"

The following pages link to Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications (Q2864627):

Displaying 7 items.

• On multiplicative seasonal modelling for vector time series (Q731947) (← links)
• On the asymptotic distribution of residual autocovariances in VARX models with applications (Q820209) (← links)
• Estimation and identification of periodic autoregressive models with one exogenous variable (Q1674057) (← links)
• On modelling and diagnostic checking of vector periodic autoregressive time series models (Q3077642) (← links)
• Calculating the autocovariances and the likelihood for periodic V ARMA models (Q3636723) (← 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)