Pages that link to "Item:Q3948971"
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The following pages link to On a procedure for testing the order of time series (Q3948971):
Displayed 7 items.
- A high-order Yule-Walker method for estimation of the AR parameters of an ARMA model (Q1104907) (← links)
- Testing for unit roots in autoregressive moving average models. An instrumental variable approach (Q1176602) (← links)
- Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (Q1203088) (← links)
- On the order of the minimal output representation of stochastic linear systems (Q3335602) (← links)
- JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS (Q4012960) (← links)
- An efficient linear method for ARMA spectral estimation (Q4286535) (← links)
- Generalized Yule-Walker equations and testing the orders of multivariate time series (Q4749710) (← links)