Moving-average representation of autoregressive approximations

[1]  I. M. Gelfand,et al.  Commutative Normed Rings. , 1967 .

[2]  H. Lütkepohl A note on the asymptotic distribution of impulse response functions of estimated var models with orthogonal residuals , 1989 .

[3]  R. Bhansali ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING , 1989 .

[4]  B. Efron Bootstrap Methods: Another Look at the Jackknife , 1979 .

[5]  James Durbin,et al.  The fitting of time series models , 1960 .

[6]  K. Berk Consistent Autoregressive Spectral Estimates , 1974 .

[7]  David R. Brillinger,et al.  New directions in time series analysis , 1993 .

[8]  E. J. Hannan,et al.  REGRESSION, AUTOREGRESSION MODELS , 1986 .

[9]  E. Hannan Rational Transfer Function Approximation , 1987 .

[10]  N. Wiener The Fourier Integral: and certain of its Applications , 1933, Nature.

[11]  E. Hannan,et al.  The statistical theory of linear systems , 1989 .

[12]  David R. Brillinger,et al.  Time Series , 2018, Randomization, Bootstrap and Monte Carlo Methods in Biology.

[13]  E. Robinson,et al.  Deconvolution of Geophysical Time Series in the Exploration for Oil and Natural Gas , 1979 .

[14]  B. M. Pöscher Convergence results for maximum likelihood type estimators in multivariable ARMAmodels , 1987 .

[15]  Richard A. Davis,et al.  Time Series: Theory and Methods , 2013 .

[16]  E. Hannan,et al.  Autocorrelation, Autoregression and Autoregressive Approximation , 1982 .

[17]  Emanuel Parzen,et al.  ARARMA models for time series analysis and forecasting , 1982 .

[18]  L. Ljung Convergence analysis of parametric identification methods , 1978 .

[19]  Pentti Saikkonen,et al.  Asymptotic Properties Of Some Preliminary Estimators For Autoregressive Moving Average Time Series Models , 1986 .

[20]  Helmut Lütkepohl,et al.  Introduction to multiple time series analysis , 1991 .

[21]  C. Withers Central Limit Theorems for dependent variables. I , 1981 .

[22]  E. Paparoditis,et al.  ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP , 1992 .

[23]  E. Hannan,et al.  Correction: Autocorrelation, Autoregression and Autoregressive Approximation , 1983 .

[24]  G. Reinsel,et al.  Prediction of multivariate time series by autoregressive model fitting , 1985 .