scientific article; zbMATH DE number 3410457
From MaRDI portal
Publication:5674824
zbMath0259.62074MaRDI QIDQ5674824
Publication date: 1973
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
Related Items (22)
Testing causality using efficiently parametrized vector ARMA models ⋮ Multivariate contemporaneous ARMA model with hydrological applications ⋮ The exact Gaussian likelihood estimation of time-dependent VARMA models ⋮ Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form ⋮ Empirically feasible solutions and explicit dynamics for rational expectation models ⋮ Large sample estimation and testing procedures for dynamic equation systems ⋮ An effectiveness study of the Bayesian inference with multivariate autoregressive moving average processes ⋮ Comment to: Large sample estimation and testing procedures for dynamic equation systems ⋮ New approximation for ARMA parameters estimate ⋮ On robust forecasting in dynamic vector time series models ⋮ Exact maximum likelihood estimation of structured or unit root multivariate time series models ⋮ Global optimization of statistical functions with simulated annealing ⋮ The CBD Mortality Indexes: Modeling and Applications ⋮ Gains in efficiency from joint estimation of systems of autoregressive- moving average processes ⋮ Causality in temporal systems. Characterizations and a Survey ⋮ The information matrices of the parameters of multiple mixed time series ⋮ On multiplicative seasonal modelling for vector time series ⋮ Bias reduction of a conditional maximum likelihood estimator for a Gaussian second-order moving average model ⋮ Analytic derivatives for estimation of linear dynamic models ⋮ The exact quasi-likelihood of time-dependent ARMA models ⋮ The exact likelihood for a multivariate ARMA model ⋮ Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications
This page was built for publication:
