Estimation in the first-order moving average model through the finite autoregressive approximation: Some asymptotic results (Q1241002): Difference between revisions

@@ Property / cites work @@
+Power spectrum estimation through autoregressive model fitting
+Normal rank
@@ Property / cites work @@
+Q5631966
@@ Property / cites work: Q5631966 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation of parameters of autoregressive processes with moving average residuals and other covariance matrices with linear structure
+Normal rank
@@ Property / cites work @@
+Estimation for autoregressive moving average models in the time and frequency domains
+Normal rank
@@ Property / cites work @@
+Consistent autoregressive spectral estimates
@@ Property / cites work: Consistent autoregressive spectral estimates / rank @@
+Normal rank
@@ Property / cites work @@
+EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
+Normal rank
@@ Property / cites work @@
+The estimation of mixed moving average autoregressive systems
+Normal rank
@@ Property / cites work @@
+Q5612941
@@ Property / cites work: Q5612941 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3214241
@@ Property / cites work: Q3214241 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4042558
@@ Property / cites work: Q4042558 / rank @@
+Normal rank
@@ Property / cites work @@
+Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models
+Normal rank
@@ Property / cites work @@
+On the Inverse of Some Covariance Matrices of Toeplitz Type
+Normal rank
@@ Property / cites work @@
+The first-order moving average process. Identification, estimation and prediction
+Normal rank
@@ Property / cites work @@
+The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey
+Normal rank
@@ Property / cites work @@
+On the inverse of the covariance matrix of a first order moving average
+Normal rank
@@ Property / cites work @@
+On Durbin's formula for the limiting generalized variance of a sample of consecutive observations from a moving-average process
+Normal rank
@@ Property / cites work @@
+Estimation and information in stationary time series
+Normal rank