Pages that link to "Item:Q3730890"
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The following pages link to Non-stationary <i>q</i>-dependent processes and time-varying moving-average models: invertibility properties and the forecasting problem (Q3730890):
Displaying 21 items.
- Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors (Q707402) (← links)
- Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863) (← links)
- Asymptotically most powerful rank tests for multivariate randomness against serial dependence (Q1262052) (← links)
- Model-building problem of periodically correlated \(m\)-variate moving average processes (Q1268004) (← links)
- The exact quasi-likelihood of time-dependent ARMA models (Q1299531) (← 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)
- A note on the properties of some time varying bilinear models. (Q1871243) (← links)
- Random continued fractions and inverse Gaussian distribution on a symmetric cone (Q1890736) (← links)
- On the Kullback-Leibler information divergence of locally stationary processes (Q1915850) (← links)
- Rank-based testing for semiparametric VAR models: a measure transportation approach (Q2108478) (← links)
- Rank-based optimal tests of the adequacy of an elliptic VARMA model (Q2388338) (← links)
- A note on state space representations of locally stationary wavelet time series (Q2518952) (← links)
- Asymptotic linearity of serial and nonserial multivariate signed rank statistics (Q2581796) (← links)
- On a characterization of optimal predictors for nonstationary ARMA processes (Q2640300) (← links)
- Data-Adaptive Estimation of Time-Varying Spectral Densities (Q3391227) (← links)
- On the prediction of multivariate arma processes with a time dependent covariance structure (Q3783389) (← links)
- CONTRIBUTIONS TO EVOLUTIONARY SPECTRAL THEORY (Q4204977) (← links)
- ON THE INVERTIBILITY OF PERIODIC MOVING-AVERAGE MODELS (Q4299033) (← links)
- Causality conditions and autocovariance calculations in PVAR models (Q5438711) (← links)
- On some classes of nonstationary parametric processes (Q5950723) (← links)
