ALGORITHMS FOR ESTIMATION OF POSSIBLY NONSTATIONARY VECTOR TIME SERIES (Q4012956): Difference between revisions

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+An algorithm for the exact likelihood of a mixed autoregressive-moving average process
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+Time series: theory and methods
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+Measures of Conditional Linear Dependence and Feedback Between Time Series
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+Antithetic acceleration of Monte Carlo integration in Bayesian inference
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+Q5612941
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+Likelihood Function of Stationary Multiple Autoregressive Moving Average Models
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+Computing the likelihood and its dierivatives for a gaussian ARMA model
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+Algorithm AS 197: A Fast Algorithm for the Exact Likelihood of Autoregressive-Moving Average Models
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+Covariance characterization by partial autocorrelation matrices
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+Spurious Periodicity in Inappropriately Detrended Time Series
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+Computation of the exact likelihood function of multivariate moving average models
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+Time Series Regression with a Unit Root
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+Q4692920
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+Maximum Likelihood Estimation of Stochastic Linear Difference Equations with Autoregressive Moving Average Errors
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+Modeling Multiple Times Series with Applications
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+On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
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+Q3790504
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+Some efficient computational procedures for high order ARMA models
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