ARMA spectral estimation based on partial autocorrelations (Q791492): Difference between revisions

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+Q5631966
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+The Fitting of Time-Series Models
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+Large-sample estimation of parameters for autoregressive processes with moving-average residuals
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+The estimation of mixed moving average autoregressive systems
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+Maximum likelihood identification of Gaussian autoregressive moving average models
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+Maximum likelihood estimation of parameters of autoregressive processes with moving average residuals and other covariance matrices with linear structure
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+Estimation for autoregressive moving average models in the time and frequency domains
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+High performance spectral estimation--A new ARMA method
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+A new look at the statistical model identification
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+Inconsistency of the AIC rule for estimating the order of autoregressive models
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+Identification of autoregressive moving-average parameters of time series
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+On another approach to the Schur-Cohn criterion
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+A combined penalty function and gradient projection method for nonlinear programming
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+Recursive least squares ladder estimation algorithms
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