The following pages link to Estimation of vector Armax models (Q1145456):
Displayed 15 items.
- Convergence results for maximum likelihood type estimators in multivariable ARMA models (Q580858) (← links)
- The uniqueness of the transfer function of linear systems from input- output observations (Q760711) (← links)
- On the asymptotic distribution of residual autocovariances in VARX models with applications (Q820209) (← links)
- Tensor Sylvester matrices and the Fisher information matrix of VARMAX processes (Q848578) (← links)
- Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices (Q959872) (← links)
- The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend (Q1057607) (← links)
- The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model (Q1084822) (← links)
- ARMAX model specification testing, with an application to unemployment in the Netherlands (Q1090051) (← links)
- Some properties of the parameterization of ARMA systems with unknown order (Q1163327) (← links)
- Estimating the dimension of a linear system (Q1172612) (← links)
- On the use of minimal parametrisations in multivariable ARMAX identification (Q1267250) (← links)
- Modeling of time series arrays by multistep prediction or likelihood methods. (Q1421317) (← links)
- Modified Whittle estimation of multilateral models on a lattice (Q2493134) (← links)
- SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS (Q3729869) (← links)
- TESTING THE ORDER OF DIFFERENCING IN TIME SERIES REGRESSION (Q4715811) (← links)