A generalized least squares estimation method for invertible vector moving average models (Q1389414): Difference between revisions
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| Property / cites work: Recursive estimation of mixed autoregressive-moving average order / rank | |||
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| Property / cites work: Likelihood Function of Stationary Multiple Autoregressive Moving Average Models / rank | |||
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| Property / cites work: FAST LINEAR ESTIMATION METHODS FOR VECTOR AUTOREGRESSIVE MOVING-AVERAGE MODELS / rank | |||
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| Property / cites work: Q4852355 / rank | |||
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| Property / cites work: A Fast Estimation Method for the Vector Autoregressive Moving Average Model With Exogenous Variables / rank | |||
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Revision as of 13:02, 28 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized least squares estimation method for invertible vector moving average models |
scientific article |
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A generalized least squares estimation method for invertible vector moving average models (English)
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30 June 1998
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VARMA models estimation
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model specification
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