Estimating multivariate autoregressive moving average models by fitting long autoregressions (Q3474141): Difference between revisions

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+The evaluation of certain quadratic forms occurring in autoregressive model fitting
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+Vector linear time series models
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+EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
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+THE CONVERGENCE OF AUTOCORRELATIONS AND AUTOREGRESSIONS1
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+Multivariate linear time series models
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+REGRESSION, AUTOREGRESSION MODELS
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+Estimation Of Paramters Of A Multivatiate Moving Average Model From Estimates Of The Inverse Autocovariance Function
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+The information matrices of the parameters of multiple mixed time series
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+The exact likelihood function of multivariate autoregressive-moving average models
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+ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS
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+An efficient method for the estimation of multivariate moving averge models
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+ESTIMATION OF MULTIVARIATE TIME SERIES
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+The exact likelihood for a multivariate ARMA model
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+Bias of some commonly-used time series estimates
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