The exact Gaussian likelihood estimation of time-dependent VARMA models (Q1659153): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
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: Computation of the theoretical autocovariance function for a vector arma process / rank
 
Normal rank
Property / cites work
 
Property / cites work: The exact quasi-likelihood of time-dependent ARMA models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time series: theory and methods. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4040130 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A frequency domain test for detecting nonstationary time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: The evaluation of exact maximum likelihood estimates for varma models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixed autoregressive-moving average multivariate processes with time- dependent coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-stationary <i>q</i>-dependent processes and time-varying moving-average models: invertibility properties and the forecasting problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039983 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4195812 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact maximum likelihood estimation for non-stationary periodic time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression and time series model selection in small samples / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on obtaining the theoretical autocovariances of an ARMA process / rank
 
Normal rank
Property / cites work
 
Property / cites work: On an autoregressive model with time-dependent coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: NONCAUSAL VECTOR AUTOREGRESSION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5312885 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Exact Likelihood Function of a Vector Autoregressive Moving Average Model / 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: Q3968337 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact maximum likelihood estimation of structured or unit root multivariate time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The exact likelihood of an autoregressive-moving average model with incomplete data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling by shortest data description / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the dimension of a model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3343284 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Bayesian analysis of moving average processes with time-varying parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of Financial Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5674824 / rank
 
Normal rank

Latest revision as of 08:10, 16 July 2024

scientific article
Language Label Description Also known as
English
The exact Gaussian likelihood estimation of time-dependent VARMA models
scientific article

    Statements

    The exact Gaussian likelihood estimation of time-dependent VARMA models (English)
    0 references
    0 references
    0 references
    0 references
    15 August 2018
    0 references
    vector VARMA
    0 references
    time-varying models
    0 references
    Cholesky decomposition method
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers