Pages that link to "Item:Q4272781"
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The following pages link to FORECASTING OF MULTIVARIATE PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4272781):
Displaying 20 items.
- Conditional forecasting with a multivariate time series model (Q899882) (← links)
- Forecast modelling for rotations of principal axes of multidimensional data sets. (Q1129105) (← links)
- Prediction and fundamental moving averages for discrete multidimensional harmonizable processes (Q1201120) (← links)
- Periodic moving averages of random variables with regularly varying tails (Q1359424) (← links)
- Innovations algorithm for periodically stationary time series (Q1613633) (← links)
- Forecasting aggregated vector ARMA processes (Q2198127) (← links)
- Innovations algorithm asymptotics for periodically stationary time series with heavy tails (Q2482609) (← links)
- Forecasting with prediction intervals for periodic autoregressive moving average models (Q2852490) (← links)
- A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes (Q2930878) (← links)
- On modelling and diagnostic checking of vector periodic autoregressive time series models (Q3077642) (← links)
- Predictive Density Order Selection of Periodic AR Models (Q3527751) (← links)
- Forecast Functions Implied by Autoregressive Integrated Moving Average Models and Other Related Forecast Procedures (Q3732802) (← links)
- An efficient algorithm for Harrison-Stevens forecasting using the multi-process multivariate dynamic linear model (Q3740088) (← links)
- Direct multiperiod forecasting for algorithmic trading (Q4687662) (← links)
- Asymptotic results for Fourier-PARMA time series (Q4979099) (← links)
- Parsimonious time series modeling for high frequency climate data (Q5001028) (← links)
- Forecasting with Multivariate Threshold Autoregressive Models (Q5029417) (← links)
- Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution (Q5135322) (← links)
- The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 (Q6134391) (← links)
- Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters (Q6573700) (← links)
