Pages that link to "Item:Q1252691"
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The following pages link to Mixed autoregressive-moving average multivariate processes with time- dependent coefficients (Q1252691):
Displaying 24 items.
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
- Nonstationary Yule-Walker equations (Q594516) (← links)
- On recursive estimation for time varying autoregressive processes (Q817986) (← links)
- Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- The exact quasi-likelihood of time-dependent ARMA models (Q1299531) (← links)
- Fitting time series models to nonstationary processes (Q1355167) (← links)
- A note on the modelling and analysis of vector ARMA processes with nonstationary innovations (Q1411024) (← links)
- The exact Gaussian likelihood estimation of time-dependent VARMA models (Q1659153) (← links)
- On the Kullback-Leibler information divergence of locally stationary processes (Q1915850) (← links)
- Asymptotic analysis of synchrosqueezing transform -- toward statistical inference with nonlinear-type time-frequency analysis (Q2105191) (← links)
- On a characterization of optimal predictors for nonstationary ARMA processes (Q2640300) (← links)
- Threshold Vector Arma Models (Q2792294) (← links)
- ON DISCRETE SAMPLING OF TIME-VARYING CONTINUOUS-TIME SYSTEMS (Q3181958) (← links)
- AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE (Q3334817) (← links)
- Analysis of multivariate arma processes with non-stationary innovations (Q3352337) (← links)
- SOME DOUBLY STOCHASTIC TIME SERIES MODELS (Q3716152) (← links)
- On the prediction of multivariate arma processes with a time dependent covariance structure (Q3783389) (← links)
- CONTRIBUTIONS TO EVOLUTIONARY SPECTRAL THEORY (Q4204977) (← links)
- On prediction with time dependent arma models (Q4721469) (← links)
- ON ADAPTIVE ESTIMATION FOR LOCALLY STATIONARY WAVELET PROCESSES AND ITS APPLICATIONS (Q5697085) (← links)
- Nonparametric factor analysis of residual time series (Q5952301) (← links)
- A conversation with Marc Hallin (Q6612362) (← links)
- General estimation results for \textsc{tdVARMA} array models (Q6655925) (← links)
