Residual variance estimation in moving average models (Q4269936): Difference between revisions

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+Raul Pedro Mentz
@@ Property / author: Raul Pedro Mentz / rank @@
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+Pedro Alberto Morettin
@@ Property / author: Pedro Alberto Morettin / rank @@
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+ITSM
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+MaRDI publication profile
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+https://doi.org/10.1080/03610929708832021
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+W2083742620
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@@ Property / cites work @@
+Q5631966
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@@ Property / cites work @@
+WHY DO NONINVERTIBLE ESTIMATED MOVING AVERAGES OCCUR?*
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+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
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@@ Property / cites work @@
+Q3999459
@@ Property / cites work: Q3999459 / rank @@
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@@ Property / cites work @@
+Bias correction in ARMA models
@@ Property / cites work: Bias correction in ARMA models / rank @@
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@@ Property / cites work @@
+Robust interval estimation of the innovation variance of an ARMA model
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+Q4884570
@@ Property / cites work: Q4884570 / rank @@
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@@ Property / cites work @@
+On the Inverse of Some Covariance Matrices of Toeplitz Type
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+A NOTE ON THE MAXIMUM LIKELIHOOD ESTIMATION OF REGRESSION MODELS WITH FIRST ORDER MOVING AVERAGE ERRORS WITH ROOTS ON THE UNIT CIRCLE
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@@ Property / cites work @@
+On the estimation of variance for autoregressive and moving average processes (Corresp.)
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+Q3323077
@@ Property / cites work: Q3323077 / rank @@
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@@ Property / cites work @@
+On the inverse of the covariance matrix for an autoregressive-moving average process
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