Pages that link to "Item:Q1837507"
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The following pages link to The evaluation of certain quadratic forms occurring in autoregressive model fitting (Q1837507):
Displaying 9 items.
- Approximation for the inverse of Toeplitz matrices with applications to stationary processes (Q909745) (← links)
- Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain (Q2054529) (← links)
- ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING (Q3197165) (← links)
- ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION (Q3219618) (← links)
- An efficient method for the estimation of multivariate moving averge models (Q3474140) (← links)
- Estimating multivariate autoregressive moving average models by fitting long autoregressions (Q3474141) (← links)
- ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS (Q3749989) (← links)
- ESTIMATION OF THE PREDICTION ERROR VARIANCE AND AN R<sup>2</sup>MEASURE BY AUTOREGRESSIVE MODEL FITTING (Q4696570) (← links)
- A characterization of the inverse autocorrelation function (Q5185870) (← links)
