M-regression spectral estimator for periodic ARMA models. An empirical investigation-Reference-Cited by-同舟云学术

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M-regression spectral estimator for periodic ARMA models. An empirical investigation

Published:2021-01-03 Issue:3 Volume:35 Page:653-664
ISSN:1436-3240
Container-title:Stochastic Environmental Research and Risk Assessment
language:en
Short-container-title:Stoch Environ Res Risk Assess

Author:

Sarnaglia Alessandro José Queiroz,Reisen Valdério Anselmo^ORCID,Bondon Pascal,Lévy-Leduc Céline

Publisher

Springer Science and Business Media LLC

Subject

General Environmental Science,Safety, Risk, Reliability and Quality,Water Science and Technology,Environmental Chemistry,Environmental Engineering

Link

http://link.springer.com/content/pdf/10.1007/s00477-020-01958-y.pdf

Reference35 articles.

1. Basawa IV, Lund RB (2001) Large sample properties of parameter estimates for periodic ARMA models. J Time Ser Anal 22:651–663

2. Bloomfield P, Hurd HL, Lund RB (1994) Periodic correlation in stratospheric ozone data. J Time Ser Anal 15:127–150

3. Brockwell PJ, Davis RA (2006) Time Series: Theory and Methods, 2nd edn. Springer, New York

4. Cabana E, Lillo RE, Laniado H (2020) Robust regression based on shrinkage with application to living Environment Deprivation. Stochastic environmental research and risk assessment pp 1–18

5. Deistler M, Dunsmuir W, Hannan EJ (1978) Vector linear time series models: corrections and extensions. Adv Appl Probab 10:360–372

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