9 citations · 12 across the 2 of their papers we have counts for
3 papers
math.ST2024
Diagnostic checking of periodic vector autoregressive time series models with dependent errors
Yacouba Boubacar Mainassara, Eugen Ursu
In this article, we study the asymptotic behaviour of the residual autocorrelations for periodic vector autoregressive time series models (PVAR henceforth) with uncorrelated but de…
math.ST2024★ 3 cited
Estimating weak periodic vector autoregressive time series
Yacouba Boubacar Maïnassara, Eugen Ursu
This article develops the asymptotic distribution of the least squares estimator of the model parameters in periodicvector autoregressive time series models (hereafter PVAR) with u…
stat.AP2018★ 9 cited
Multiple changepoint detection for periodic autoregressive models with an application to river flow analysis
Domenico Cucina, Manuel Rizzo, Eugen Ursu
In river flow analysis and forecasting there are some key elements to consider in order to obtain reliable results. For example, seasonality is often accounted for in statistical m…