Pages that link to "Item:Q3695155"
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The following pages link to Optimal instrumental variable estimates of the AR parameters of an ARMA process (Q3695155):
Displaying 15 items.
- Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054) (← links)
- Detection and diagnosis of changes in the eigenstructure of nonstationary multivariable systems (Q580296) (← links)
- Recursive identification for EIV ARMAX systems (Q848399) (← links)
- Testing for unit roots in autoregressive moving average models. An instrumental variable approach (Q1176602) (← links)
- An improved bias-compensation approach for errors-in-variables model identification (Q2467491) (← links)
- On the indirect approaches for CARMA model identification (Q2467508) (← links)
- Closed-loop identification of unstable systems using noncausal FIR models (Q2978036) (← links)
- Min-max optimal instrumental variable estimation method for multivariate linear time-series systems (Q3032170) (← links)
- Least-squares, Yule-Walker, and overdetermined Yule—Walker estimation of AR parameters: a Monte Carlo analysis of finite-sample properties (Q3728779) (← links)
- Approximate maximum-likelihood approach to ARMA spectral estimation (Q3760406) (← links)
- Order-recursive methods for instrumental variable estimates and instrumental variable inverses (Q3775449) (← links)
- Non-iterative optimal min-max instrumental variable method for system identification (Q3792609) (← links)
- JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS (Q4012960) (← links)
- RESIDUAL AUTOCOVARIANCES AND UNIT ROOT TESTS BASED ON INSTRUMENTAL VARIABLE ESTIMATORS FROM TIME SERIES REGRESSION MODELS (Q4864579) (← links)
- Optimal instrumental variables estimation for ARMA models (Q5952957) (← links)
