Pages that link to "Item:Q3334817"
From MaRDI portal
The following pages link to AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE (Q3334817):
Displaying 8 items.
- Order selection for heteroscedastic autoregression: a study on concentration (Q613183) (← links)
- Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863) (← links)
- Analysis of multivariate arma processes with non-stationary innovations (Q3352337) (← links)
- (Q3578114) (← links)
- LEAST SQUARES ESTIMATES AND ORDER DETERMINATION PROCEDURES FOR AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE (Q3698117) (← links)
- On the prediction of multivariate arma processes with a time dependent covariance structure (Q3783389) (← links)
- AUTOREGRESSIVE PROCESSES WITH NORMAL STATIONARY DISTRIBUTIONS (Q3827440) (← links)
- Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance (Q4975562) (← links)