summary:If the parameters of an autoregressive model are periodic functions we get a periodic autoregression. In the paper the case is investigated when the expectation can also be a periodic function. The innovations have either constant or periodically changing variances
In this paper the periodic integer-valued autoregressive model of order one with period T, driven by...
AbstractThe innovations algorithm can be used to obtain parameter estimates for periodically station...
The periodic correlation exists throughout the whole process in a analysis of variance (ANOVA) type ...
summary:If the parameters of an autoregressive model are periodic functions we get a periodic autore...
summary:The model of periodic autoregression is generalized to the multivariate case. The autoregres...
summary:Methods for estimating parameters and testing hypotheses in a periodic autoregression are in...
We propose a new periodic autoregressive model for seasonally observed time series, where the number...
We propose a new periodic autoregressive model for seasonally observed time series, where the number...
textabstractWe propose a new periodic autoregressive model for seasonally observed time series, wher...
summary:The periodic autoregressive process with non-vanishing mean and with exogenous variables is ...
summary:Periodic moving average processes are representatives of the class of periodic models suita...
This paper deals with some probabilistic properties of the class of periodic autoregressions (PAR) w...
In this paper, a bivariate integer-valued autoregressive model with periodic structure is introduced...
textabstractThis book considers periodic time series models for seasonal data, characterized by para...
This paper analyses the presence and consequences of a unit root in periodic autoregressive models f...
In this paper the periodic integer-valued autoregressive model of order one with period T, driven by...
AbstractThe innovations algorithm can be used to obtain parameter estimates for periodically station...
The periodic correlation exists throughout the whole process in a analysis of variance (ANOVA) type ...
summary:If the parameters of an autoregressive model are periodic functions we get a periodic autore...
summary:The model of periodic autoregression is generalized to the multivariate case. The autoregres...
summary:Methods for estimating parameters and testing hypotheses in a periodic autoregression are in...
We propose a new periodic autoregressive model for seasonally observed time series, where the number...
We propose a new periodic autoregressive model for seasonally observed time series, where the number...
textabstractWe propose a new periodic autoregressive model for seasonally observed time series, wher...
summary:The periodic autoregressive process with non-vanishing mean and with exogenous variables is ...
summary:Periodic moving average processes are representatives of the class of periodic models suita...
This paper deals with some probabilistic properties of the class of periodic autoregressions (PAR) w...
In this paper, a bivariate integer-valued autoregressive model with periodic structure is introduced...
textabstractThis book considers periodic time series models for seasonal data, characterized by para...
This paper analyses the presence and consequences of a unit root in periodic autoregressive models f...
In this paper the periodic integer-valued autoregressive model of order one with period T, driven by...
AbstractThe innovations algorithm can be used to obtain parameter estimates for periodically station...
The periodic correlation exists throughout the whole process in a analysis of variance (ANOVA) type ...
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