Pages that link to "Item:Q1341185"
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The following pages link to The covariance matrix of ARMA errors in closed form (Q1341185):
Displayed 4 items.
- Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407) (← links)
- A simplified approach to inverting the autocovariance matrix of a general \(\mathrm{ARMA}(p,q)\) process (Q2475419) (← links)
- The exact covariance matrix of dynamic models with latent variables (Q2576380) (← links)
- Improved model selection criteria for SETAR time series models (Q2643276) (← links)