Pages that link to "Item:Q4328375"

The following pages link to PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS (Q4328375):

Displaying 33 items.

• General model selection estimation of a periodic regression with a Gaussian noise (Q907060) (← links)
• Model-building problem of periodically correlated \(m\)-variate moving average processes (Q1268004) (← links)
• Using ARMA models to forecast workpiece roundness error in a turning operation (Q1305559) (← links)
• On the singular value decomposition, applied in the analysis and prediction of almost periodic signals (Q1341384) (← links)
• Periodic moving averages of random variables with regularly varying tails (Q1359424) (← links)
• Innovations algorithm for periodically stationary time series (Q1613633) (← links)
• Estimation and identification of periodic autoregressive models with one exogenous variable (Q1674057) (← links)
• On AR(1) models with periodic and almost periodic coefficients. (Q1766030) (← links)
• Estimating ARMA models with recurrent regime changes (Q1876898) (← links)
• Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
• Innovations algorithm asymptotics for periodically stationary time series with heavy tails (Q2482609) (← links)
• Recursive prediction and likelihood evaluation for periodic ARMA models (Q2742774) (← links)
• Large sample properties of parameter estimates for periodic ARMA models (Q2784953) (← links)
• An On-Line Estimation Algorithm for Periodic Autoregressive Models (Q3424175) (← links)
• Asymptotic Inefficiency of Mean-Correction on Parameter Estimation for a Periodic First-Order Autoregressive Model (Q3424229) (← links)
• Predictive Density Order Selection of Periodic AR Models (Q3527751) (← links)
• A Note on Calculating Autocovariances of Periodic<i>ARMA</i>Models (Q3625317) (← links)
• Calculating the autocovariances and the likelihood for periodic V ARMA models (Q3636723) (← links)
• Parameter estimation with closed-loop operating data under time varying discrete proportional-integral control (Q4387654) (← links)
• Identification of Periodic Moving-Average Models (Q4434426) (← links)
• The effect of temporal aggregation on the estimation accuracy of time series models (Q4607333) (← links)
• RECURSIVE COMPUTATION OF THE PARAMETERS OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4715705) (← links)
• Asymptotic results for Fourier-PARMA time series (Q4979099) (← links)
• Parsimonious time series modeling for high frequency climate data (Q5001028) (← links)
• The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance (Q5062351) (← links)
• Efficient estimation in periodic INAR(1) model: parametric case (Q5088091) (← links)
• Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution (Q5135322) (← links)
• Bootstrapping Periodic State-Space Models (Q5252835) (← links)
• Causality conditions and autocovariance calculations in PVAR models (Q5438711) (← links)
• A prediction‐residual approach for identifying rare events in periodic time series (Q5495688) (← links)
• On periodic EGARCH models (Q5867420) (← links)
• The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 (Q6134391) (← links)
• Alternative dependency measures-based approach for estimation of the α–stable periodic autoregressive model (Q6558493) (← links)