Estimation of the Polynomial Matrices of Vector Moving Average Processes (Q3350578): Difference between revisions

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+https://doi.org/10.1080/00949658708811040
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+W2018111797
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+Vector linear time series models
@@ Property / cites work: Vector linear time series models / rank @@
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+EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
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+A vector autoregressive moving average time series approach for describing asymmetries of antennal control of two millipede species
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+Recursive estimation of mixed autoregressive-moving average order
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+Likelihood Function of Stationary Multiple Autoregressive Moving Average Models
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+FAST LINEAR ESTIMATION METHODS FOR VECTOR AUTOREGRESSIVE MOVING-AVERAGE MODELS
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+The exact likelihood function of multivariate autoregressive-moving average models
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+Computation of the exact likelihood function of multivariate moving average models
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+The effect of transformations of variables upon their correlation coefficients
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+A Fast Estimation Method for the Vector Autoregressive Moving Average Model With Exogenous Variables
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+Modeling Multiple Times Series with Applications
@@ Property / cites work: Modeling Multiple Times Series with Applications / rank @@
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+Publication:3350578