Pages that link to "Item:Q5337639"
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The following pages link to On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix (Q5337639):
Displaying 44 items.
- Canonical correlation for principal components of time series (Q2403411) (← links)
- An efficient algorithm for maximum entropy extension of block-circulant covariance matrices (Q2435387) (← links)
- Stochastic flows and finite block frames (Q2481891) (← links)
- Wiener prediction and exponentially discounted least squares (Q2535633) (← links)
- Spectral analysis of EEG's by autoregressive decomposition of time series (Q2539739) (← links)
- Estimation of transfer functions in closed loop stochastic systems (Q2544097) (← links)
- Power spectrum estimation through autoregressive model fitting (Q2546761) (← links)
- System identification. A survey (Q2547187) (← links)
- Autoregressive model fitting for control (Q2558847) (← links)
- Factorization of moving-average spectral densities by state-space representations and stacking (Q2581834) (← links)
- Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks (Q2697067) (← links)
- Electrocardiogram classification using delay differential equations (Q2787849) (← links)
- The Kähler Mean of Block-Toeplitz Matrices with Toeplitz Structured Blocks (Q2818271) (← links)
- Realizing turbulent statistics (Q2891608) (← links)
- Computationally efficient methods for two multivariate fractionally integrated models (Q3077667) (← links)
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (Q3317942) (← links)
- ON THE RECURSIVE FITTING OF SUBSET AUTOREGRESSIONS (Q3660740) (← links)
- A NOTE ON ARMA ESTIMATION (Q3666098) (← links)
- A NOTE ON SOME STATISTICS USEFUL IN IDENTIFYING THE ORDER OF AUTOREGRESSIVE MOVING AVERAGE MODEL (Q3685894) (← links)
- ON SOME AMBIGUITIES ASSOCIATED WITH THE FITTING OF ARMA MODELS TO TIME SERIES (Q3685895) (← links)
- A NOTE ON AIC ORDER DETERMINATION FOR MULTIVARIATE AUTOREGRESSIONS (Q3821443) (← links)
- PREDICTION ERROR OF MULTIVARIATE TIME SERIES WITH MIS-SPECIFIED MODELS (Q3823698) (← links)
- TIME DELAY ESTIMATION (Q3834925) (← links)
- Some alternatives in recursive estimation† (Q3882305) (← links)
- Asymptotic distribution of the order selected by AIC in multivariate autoregressive model fitting (Q3914266) (← links)
- On the stationarity of multiple autoregressive approximants: theory and algorithms (Q3936068) (← links)
- ALGORITHMS FOR ESTIMATION OF POSSIBLY NONSTATIONARY VECTOR TIME SERIES (Q4012956) (← links)
- RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS (Q4012957) (← links)
- Linear least squares estimation of complex processes (Q4120457) (← links)
- THE RECURSIVE FITTING OF SUBSET VARX MODELS (Q4272778) (← links)
- The theory of <i>KM</i><sub>2</sub><i>O</i>-Langevin equations and applications to data analysis (II): Causal analysis (1) (Q4305902) (← links)
- Multivariate autoregressive time semes modeling: one scalar autoregressive model at-A-time (Q4337096) (← links)
- Probing Changes in Neural Interaction During Adaptation (Q4461327) (← links)
- RECURSIVE COMPUTATION OF THE PARAMETERS OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4715705) (← links)
- ESTIMATION OF MULTIVARIATE TIME SERIES (Q4720615) (← links)
- An Extension Problem for Non-Negative Hermitian Block Toeplitz Matrices. III (Q4729919) (← links)
- On the covariance matrix estimators of the white noise process of a vector autoregressive model (Q4843724) (← links)
- Prediction of weakly locally stationary processes by auto-regression (Q4962123) (← links)
- AN EFFICIENT MAXIMUM LIKELIHOOD ESTIMATOR FOR TWO-DIMENSIONAL FRACTIONAL BROWNIAN MOTION (Q5024753) (← links)
- Doob: A Half-Century on (Q5312855) (← links)
- A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN (Q5384844) (← links)
- A generalised instrumental variable estimator for multivariable errors-in-variables identification problems (Q5745576) (← links)
- Linear prediction of long-range dependent time series (Q5851014) (← links)
- Periodic vector processes with an internal reciprocal dynamics (Q6161362) (← links)
