Pages that link to "Item:Q1268004"
From MaRDI portal
The following pages link to Model-building problem of periodically correlated \(m\)-variate moving average processes (Q1268004):
Displaying 15 items.
- Spectral factorization of nonstationary moving average processes (Q793482) (← links)
- On the existence of higher-order moments of periodic GARCH models (Q958952) (← links)
- On some probabilistic properties of double periodic AR models (Q1003807) (← links)
- Forward Moving Average Representations for MA Processes of Finite Order: Multivariate Stationary and Periodically Correlated (Q2815349) (← links)
- On Mixture Periodic Vector Autoregressive Models (Q2876148) (← links)
- Moments of Mixture Periodic Autoregressive Models (Q2892598) (← links)
- An On-Line Estimation Algorithm for Periodic Autoregressive Models (Q3424175) (← links)
- Efficient Semiparametric Estimation of the Periods in a Superposition of Periodic Functions with Unknown Shape (Q3505310) (← links)
- Predictive Density Order Selection of Periodic AR Models (Q3527751) (← links)
- Adaptive Estimation of Causal Periodic Autoregressive Model (Q3652708) (← links)
- FORECASTING OF MULTIVARIATE PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4272781) (← links)
- Identification of Periodic Moving-Average Models (Q4434426) (← links)
- Calculation of the Fisher Information Matrix for Periodic ARMA Models (Q4681055) (← links)
- On mixture periodic Integer-Valued <i>ARCH</i> models (Q5086368) (← links)
- Causality conditions and autocovariance calculations in PVAR models (Q5438711) (← links)
