Moving-average representation of autoregressive approximations
暂无分享,去创建一个
[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 .