Image de couverture de livre

Wavelet Based Periodic Autoregressive Moving Average Models

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Davis, Rhea, Balakrishna, N.
Format:	Preprint
Publié:	2024
Sujets:	Methodology Statistics Theory 62M10
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Coherent forecasting of NoGeAR(1) model
par: Andrews, Divya Kuttenchalil, et autres
Publié: (2024)

Unit-Weibull Autoregressive Moving Average Models
par: Pumi, Guilherme, et autres
Publié: (2022)

A Global Wavelet Based Bootstrapped Test of Covariance Stationarity
par: Hill, Jonathan B., et autres
Publié: (2022)

Nonparametric Vector Quantile Autoregression
par: González-Sanz, Alberto, et autres
Publié: (2025)

Self-Normalization for CUSUM-based Change Detection in Locally Stationary Time Series
par: Heinrichs, Florian
Publié: (2025)

Forecasting High Dimensional Time Series with Dynamic Dimension Reduction
par: Peña, Daniel, et autres
Publié: (2025)

Pivotal inference for linear predictions in stationary processes
par: Dette, Holger, et autres
Publié: (2025)

Residual spectrum: Brain functional connectivity detection beyond coherence
par: Goto, Yuichi, et autres
Publié: (2023)

Sequential Outlier Detection in Non-Stationary Time Series
par: Heinrichs, Florian, et autres
Publié: (2025)

Identification by non-Gaussianity in structural threshold and smooth transition vector autoregressive models
par: Virolainen, Savi
Publié: (2024)

A mixture autoregressive model based on Gaussian and Student's $t$-distributions
par: Virolainen, Savi
Publié: (2020)

A Note on Local Linear Regression for Time Series in Banach Spaces
par: Heinrichs, Florian
Publié: (2025)

Parametric generalized spectrum for heavy-tailed time series
par: Goto, Yuichi, et autres
Publié: (2026)

Empirical study of periodic autoregressive models with additive noise -- estimation and testing
par: Żuławiński, Wojciech, et autres
Publié: (2023)

An Extension of the Iterated Moving Average
par: Valachovic, Edward
Publié: (2025)

Counterfactual Forecasting for Panel Data
par: Deb, Navonil, et autres
Publié: (2025)

At the edge of Donsker's Theorem: Asymptotics of multiscale scan statistics
par: Köhne, Johann, et autres
Publié: (2025)

Sparsity of the Main Effect Matrix Factor Model
par: Cen, Zetai, et autres
Publié: (2025)

Tensor Time Series Imputation through Tensor Factor Modelling
par: Cen, Zetai, et autres
Publié: (2024)

Matrix-valued Factor Model with Time-varying Main Effects
par: Lam, Clifford, et autres
Publié: (2024)

Concentration inequalities for high-dimensional linear processes with dependent innovations
par: Mendes, Eduardo Fonseca, et autres
Publié: (2023)

A test for counting sequences of integer-valued autoregressive models
par: Goto, Yuichi, et autres
Publié: (2023)

Choosing the Right Norm for Change Point Detection in Functional Data
par: Bastian, Patrick
Publié: (2025)

Adaptive functional principal components analysis
par: Wang, Sunny G. W., et autres
Publié: (2023)

Multiscale detection of practically significant changes in a gradually varying time series
par: Bastian, Patrick, et autres
Publié: (2025)

Mixed difference integer-valued GARCH model for $ \mathbb{Z}$-valued time series
par: Aknouche, Abdelhakim, et autres
Publié: (2026)

Identification-Robust Testing in Endogenous Functional Linear Regression with Weak or Irrelevant Auxiliary Variables
par: Seo, Won-Ki
Publié: (2026)

Extreme-PLS with missing data under weak dependence
par: Girard, Stéphane, et autres
Publié: (2025)

Generalized Stochastic Approximation of the Log-Likelihood Ratio for Robust Sequential Change-Point Detection
par: Zabolotnii, Serhii
Publié: (2026)

The Integer-valued Moving-Average Random Field
par: Silbernagel, Angelika, et autres
Publié: (2026)

Bivariate generalized autoregressive models for forecasting bivariate non-Gaussian times series
par: Ribeiro, Tatiane Fontana, et autres
Publié: (2025)

On Testing Kronecker Product Structure in Tensor Factor Models
par: Cen, Zetai, et autres
Publié: (2025)

Identification and Estimation of Multi-order Tensor Factor Models
par: Cen, Zetai
Publié: (2025)

Subsample-Based Estimation under Dynamic Contamination
par: Yang, Yukai, et autres
Publié: (2026)

Bayesian joint quantile autoregression
par: Castillo-Mateo, Jorge, et autres
Publié: (2023)

Hypothesis Testing for Functional Linear Models via Bootstrapping
par: Lin, Yinan, et autres
Publié: (2021)

On the Spherical Dirichlet Distribution: Corrections and Results
par: Guardiola, Jose H
Publié: (2025)

A Matsuoka-Based GARMA Model for Hydrological Forecasting: Theory, Estimation, and Applications
par: Pumi, Guilherme, et autres
Publié: (2025)

Granger Causality in Extremes
par: Bodik, Juraj, et autres
Publié: (2024)

Balancing the edge effect and dimension of spectral spatial statistics under irregular sampling with applications to isotropy testing
par: Eckle, Theresa, et autres
Publié: (2024)