Pages that link to "Item:Q3716154"
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The following pages link to A RANDOM PARAMETER PROCESS FOR MODELING AND FORECASTING TIME SERIES (Q3716154):
Displaying 15 items.
- Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence (Q629519) (← links)
- On properties of the second order generalized autoregressive GAR(2) model with index (Q1037798) (← links)
- Using the methods of successive analysis for forecasting abrupt changes in random time series (Q1290677) (← links)
- An introduction to stochastic unit-root processes (Q1367137) (← links)
- Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
- A parametric, information-theory model for predictions in time series (Q1782799) (← links)
- Forecast of random oscillation processes based on the method of exponential smoothing (Q1920373) (← links)
- On the construction of uncertain time series surrogates using polynomial chaos and Gaussian processes (Q2292255) (← links)
- Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations (Q2345655) (← links)
- (Q3776445) (← links)
- Exact predictors for a generalized ar(1) process with an ar(1) parameter (Q3783390) (← links)
- A higher-order random-parameter process for modeling and porecasting time series (Q3787333) (← links)
- On nonlinear models for time series (Q4203659) (← links)
- Approximate Asymptotic Variance-Covariance Matrix for the Whittle Estimators of GAR(1) Parameters (Q4921636) (← links)
- Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises (Q6489810) (← links)
