Pages that link to "Item:Q1192964"
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The following pages link to Identification of echelon canonical forms for vector linear processes using least squares (Q1192964):
Displaying 4 items.
- Large Bayesian VARMAs (Q281043) (← links)
- Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054) (← links)
- Exact maximum likelihood estimation of structured or unit root multivariate time series models (Q959386) (← links)
- Estimation and forecasting in vector autoregressive moving average models for rich datasets (Q1680191) (← links)
