On Markov-switching periodic ARMA models
Author:
Affiliation:
1. RECITS Laboratory, Faculty of Mathematics, USTHB, Bab Ezzouar, Algiers, Algeria
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2017.1303734
Reference30 articles.
1. A Note on Calculating Autocovariances of PeriodicARMAModels
2. On some probabilistic properties of double periodic AR models
3. Periodic stationarity of random coefficient periodic autoregressions
4. Parameter Estimation for Periodically Stationary Time Series
5. ON THE INVERTIBILITY OF PERIODIC MOVING-AVERAGE MODELS
Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. New Data Novelty Check and Distributed Learning for IoT Data Anomaly Detection;Proceedings of Eighth International Congress on Information and Communication Technology;2023-09-15
2. Limiting Spectral Distribution of Large-Dimensional Sample Covariance Matrices Generated by the Periodic Autoregressive Model;Journal of Mathematics;2021-08-20
3. Yule–Walker Equations Using a Gini Covariance Matrix for the High-Dimensional Heavy-Tailed PVAR Model;Mathematics;2021-03-15
4. Probabilistic properties of a Markov-switching periodic GARCH process;Kybernetika;2020-03-01
5. Synthetic scenario generation of monthly streamflows conditioned to the El Niño–Southern Oscillation: application to operation planning of hydrothermal systems;Stochastic Environmental Research and Risk Assessment;2020-01-13
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3