The following pages link to (Q4039983):
Displaying 50 items.
- The admissible parameter space for exponential smoothing models (Q1019454) (← links)
- Subspace estimation and prediction methods for hidden Markov models (Q1043726) (← links)
- Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs (Q1127411) (← links)
- Local parametrizations of ARMAX systems with nonlinear restrictions (Q1190396) (← links)
- Exact modelling and identifiability of linear systems (Q1194869) (← links)
- Forecasting international growth rates with leading indicators: A system- theoretic approach (Q1202455) (← links)
- Fitting longitudinal reduced-rank regression models by alternating least squares (Q1205744) (← links)
- System identifiability from finite time series (Q1261096) (← links)
- On ARX(\(\infty)\) approximation (Q1263912) (← links)
- On the use of minimal parametrisations in multivariable ARMAX identification (Q1267250) (← links)
- Computation of the Beveridge--Nelson decomposition for multivariate economic time series (Q1274780) (← links)
- Experimental evidence showing that stochastic subspace identification methods may fail (Q1275161) (← links)
- Identification of multivariate ARMA models (Q1286663) (← links)
- Estimation of an autoregressive semiparametric model with exogenous variables (Q1299534) (← links)
- On the underfitting and overfitting sets of models chosen by order selection criteria. (Q1303860) (← links)
- Stochastic realization of a Gaussian stochastic control system (Q1332526) (← links)
- Parameter estimation for ARMA processes with errors in models (Q1332884) (← links)
- On Rissanen's predictive stochastic complexity for stationary ARMA processes (Q1338377) (← links)
- The information matrix of multiple-input single-output time series models (Q1339357) (← links)
- Simplified conditions for noncausality between vectors in multivariate ARMA models (Q1341213) (← links)
- On robust AML identification algorithms (Q1345631) (← links)
- Comment on `Adaptive estimation in time series regression models' by D. G. Steigerwald (Q1347094) (← links)
- Dependent versions of a central limit theorem for the squared length of a sample mean (Q1347177) (← links)
- Improved estimates of the parameters of state space time series models (Q1351643) (← links)
- A new preliminary estimator for MA(1) models (Q1351838) (← links)
- Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator (Q1362034) (← links)
- Analysis of cointegrated VARMA processes (Q1371369) (← links)
- Optimal calculation of residuals for ARMAX models with application to model verification (Q1375155) (← links)
- Modeling of time series arrays by multistep prediction or likelihood methods. (Q1421317) (← links)
- Nonlinear instrumental variable estimation of an autoregression. (Q1421319) (← links)
- Variance expressions for spectra estimated using auto-regressions. (Q1421321) (← links)
- The asymptotic variance of subspace estimates. (Q1421322) (← links)
- The relation of the CCA subspace method to a balanced reduction of an autoregressive model. (Q1421323) (← links)
- Deterministic least squares filtering. (Q1421325) (← links)
- On sieve bootstrap prediction intervals. (Q1423099) (← links)
- On consistent testing for serial correlation of unknown form in vector time series models. (Q1427530) (← links)
- Numerical conditioning and asymptotic variance of subspace estimates (Q1433070) (← links)
- A generalization of Whittle's formula for the information matrix of vector-mixed time series (Q1595149) (← links)
- Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules (Q1595150) (← links)
- Some facts about the choice of the weighting matrices in Larimore type of subspace algorithms (Q1614294) (← links)
- An \(L^{p}\) analog to AAK theory for \(p\geq 2\) (Q1614770) (← links)
- Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (Q1623428) (← links)
- Forecasting with a noncausal VAR model (Q1623550) (← links)
- Cointegration analysis with state space models (Q1633206) (← links)
- Open-loop asymptotically efficient model reduction with the Steiglitz-McBride method (Q1640262) (← links)
- Identifiability of linear dynamic networks (Q1640269) (← links)
- Continuous time ARMA processes: discrete time representation and likelihood evaluation (Q1655581) (← links)
- DSGE pileups (Q1655666) (← links)
- The exact Gaussian likelihood estimation of time-dependent VARMA models (Q1659153) (← links)
- On multivariable proper rational interpolation using coprime factors (Q1659557) (← links)
