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

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+https://doi.org/10.1016/j.csda.2007.05.034
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+W2032347311
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@@ Property / cites work @@
+An algorithm for the exact likelihood of a mixed autoregressive-moving average process
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+Finite sample properties of estimators for autoregressive moving average models
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+Q4137964
@@ Property / cites work: Q4137964 / rank @@
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+Q4862306
@@ Property / cites work: Q4862306 / rank @@
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+Introduction to Time Series and Forecasting
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+Algorithm AS 154: An Algorithm for Exact Maximum Likelihood Estimation of Autoregressive-Moving Average Models by Means of Kalman Filtering
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+Q4002938
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+Q4821817
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+On a measure of lack of fit in time series models
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+The likelihood function of stationary autoregressive-moving average models
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+Exact Maximum Likelihood Estimation of Stationary Vector ARMA Models
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+An algorithm for the exact likelihood of a stationary vector autoregressive‐moving average model
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+Exact maximum likelihood estimation of partially nonstationary vector ARMA models
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+Matrix Analysis of Linear Time-Varying Circuits
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+Algorithm AS 197: A Fast Algorithm for the Exact Likelihood of Autoregressive-Moving Average Models
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+Elements of multivariate time series analysis.
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