The following pages link to (Q4039983):
Displaying 50 items.
- Identification and estimation of non-Gaussian structural vector autoregressions (Q77374) (← links)
- New developments for matrix fraction descriptions: a fully-parametrised approach (Q254516) (← links)
- Minimax principle and lower bounds in \(H^2\)-rational approximation (Q268416) (← links)
- Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054) (← links)
- Nonparametric transformation to white noise (Q290951) (← links)
- Temporal aggregation of multivariate GARCH processes (Q290974) (← links)
- Restricted Kalman filtering revisited (Q295404) (← links)
- Matrix algebraic properties of the Fisher information matrix of stationary processes (Q296456) (← links)
- A novel method for the identification of synchronization effects in multichannel ECoG with an application to epilepsy (Q353892) (← links)
- Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes (Q408083) (← links)
- A time-series modeling method based on the boosting gradient-descent theory (Q412870) (← links)
- Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation (Q417806) (← links)
- From general state-space to VARMAX models (Q419456) (← links)
- A type of matrix Padé approximant inspired by scalar component models (Q421849) (← links)
- Consistency of subspace methods for signals with almost-periodic components (Q445091) (← links)
- Baxter's inequality for triangular arrays (Q498608) (← links)
- Kernel-weighted GMM estimators for linear time series models (Q528056) (← links)
- Estimating structural VARMA models with uncorrelated but non-independent error terms (Q631613) (← links)
- Weighted extremal domains and best rational approximation (Q655345) (← links)
- A two-stage information criterion for stochastic systems revisited (Q665218) (← links)
- Autoregressive models of singular spectral matrices (Q694820) (← links)
- Asymptotic variance of subspace methods by data orthogonalization and model decoupling: a comparative analysis (Q705468) (← links)
- Model selection criteria in multivariate models with multiple structural changes (Q738024) (← links)
- A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
- Closed loop parameter identifiability and adaptive control of a linear stochastic system (Q804537) (← links)
- On the martingale approximation of the estimation error of ARMA parameters (Q807566) (← links)
- On the sufficient statistics for multivariate ARMA models: approximate approach (Q840970) (← links)
- Tensor Sylvester matrices and the Fisher information matrix of VARMAX processes (Q848578) (← links)
- Learning in linear models with expectational leads (Q859604) (← links)
- HAC estimation and strong linearity testing in weak ARMA models (Q860337) (← links)
- Spectra of bivariate \(\mathrm{VAR}(p)\) models (Q861224) (← links)
- Strong consistency of the regularized least-squares estimates of infinite autoregressive models (Q872084) (← links)
- Improving the finite sample performance of tests for a shift in mean (Q897636) (← links)
- Bayesian analysis of the functional-coefficient autoregressive heteroscedastic model (Q899028) (← links)
- Forward and backward Markovian state space models of second order process (Q911147) (← links)
- Extimation and structure determination of multivariate input systems (Q914310) (← links)
- The asymptotic and exact Fisher information matrices of a vector ARMA process (Q945777) (← links)
- On robust forecasting in dynamic vector time series models (Q951052) (← links)
- Learning to predict rationally when beliefs are heterogeneous (Q953703) (← links)
- On the performance of efficient portfolios (Q953774) (← links)
- Exact maximum likelihood estimation of structured or unit root multivariate time series models (Q959386) (← links)
- Reducing the dimensionality of linear quadratic control problems (Q959725) (← links)
- Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices (Q959872) (← links)
- Using subspace algorithm cointegration analysis: simulation performance and application to the term structure (Q961388) (← links)
- Maximum likelihood estimation in vector long memory processes via EM algorithm (Q961903) (← links)
- Note on optimization of individual psychotherapeutic processes (Q972245) (← links)
- Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms (Q1000570) (← links)
- Time series clustering based on forecast densities (Q1010412) (← links)
- Departure from normality of increasing-dimension martingales (Q1012546) (← links)
- A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes (Q1017833) (← links)
