Pages that link to "Item:Q1827546"
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The following pages link to First-order seasonal autoregressive processes with periodically varying parameters (Q1827546):
Displaying 15 items.
- Minimax filtering of sequences with periodically stationary increments (Q2132093) (← links)
- Goodness-of-fit tests for SPARMA models with dependent error terms (Q2151745) (← links)
- Integer-valued autoregressive processes with periodic structure (Q2270279) (← links)
- Parsimonious periodic autoregressive models for time series with evolving trend and seasonality (Q2302470) (← links)
- Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
- A higher-order random-parameter process for modeling and porecasting time series (Q3787333) (← links)
- Beta seasonal autoregressive moving average models (Q4960734) (← links)
- Asymptotic results for Fourier-PARMA time series (Q4979099) (← links)
- Parsimonious time series modeling for high frequency climate data (Q5001028) (← links)
- Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients (Q5190582) (← links)
- Seasonal count time series (Q6135336) (← links)
- Random-coefficient periodic autoregressions (Q6573444) (← links)
- Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters (Q6573700) (← links)
- Existence of a periodic and seasonal INAR process (Q6636851) (← links)
- Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise (Q6643456) (← links)
