Pages that link to "Item:Q1051605"
From MaRDI portal
The following pages link to Linear estimation of ARMA processes (Q1051605):
Displaying 5 items.
- Open-loop asymptotically efficient model reduction with the Steiglitz-McBride method (Q1640262) (← links)
- Estimating models with high-order noise dynamics using semi-parametric weighted null-space fitting (Q1737773) (← links)
- A fast estimation method for ARMA processes (Q1911256) (← links)
- ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS (Q3749989) (← links)
- A LINEAR ESTIMATION PROCEDURE FOR THE PARAMETERS OF AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q3985817) (← links)
