Computing and using residuals in time series models (Q1023503): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.csda.2007.05.034 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2032347311 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An algorithm for the exact likelihood of a mixed autoregressive-moving average process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite sample properties of estimators for autoregressive moving average models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4137964 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4862306 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Time Series and Forecasting / rank
 
Normal rank
Property / cites work
 
Property / cites work: Algorithm AS 154: An Algorithm for Exact Maximum Likelihood Estimation of Autoregressive-Moving Average Models by Means of Kalman Filtering / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002938 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4821817 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a measure of lack of fit in time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The likelihood function of stationary autoregressive-moving average models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact Maximum Likelihood Estimation of Stationary Vector ARMA Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4375707 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An algorithm for the exact likelihood of a stationary vector autoregressive‐moving average model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact maximum likelihood estimation of partially nonstationary vector ARMA models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Matrix Analysis of Linear Time-Varying Circuits / rank
 
Normal rank
Property / cites work
 
Property / cites work: Algorithm AS 197: A Fast Algorithm for the Exact Likelihood of Autoregressive-Moving Average Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Elements of multivariate time series analysis. / rank
 
Normal rank

Latest revision as of 16:26, 1 July 2024

scientific article
Language Label Description Also known as
English
Computing and using residuals in time series models
scientific article

    Statements

    Computing and using residuals in time series models (English)
    0 references
    12 June 2009
    0 references
    0 references
    autoregressive moving average model
    0 references
    conditional residuals
    0 references
    innovations
    0 references
    normalized residuals
    0 references
    unconditional residuals
    0 references
    0 references
    0 references
    0 references
    0 references