Pages that link to "Item:Q1244776"

The following pages link to A Monte Carlo study of autoregressive integrated moving average processes (Q1244776):

Displaying 8 items.

• Finite sample properties of estimators for autoregressive moving average models (Q1138872) (← links)
• New exact ML estimation and inference for a Gaussian \(MA(1)\) process (Q1934735) (← links)
• Exact maximum likelihood for incomplete data from a correlated gaussian process (Q3345635) (← links)
• Least-squares, Yule-Walker, and overdetermined Yule—Walker estimation of AR parameters: a Monte Carlo analysis of finite-sample properties (Q3728779) (← links)
• ON THE UNIMODALITY OF THE EXACT LIKELIHOOD FUNCTION FOR NORMAL AR(2) SERIES (Q4272770) (← links)
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS (Q4727244) (← links)
• CONFIDENCE REGIONS FOR PARAMETERS IN THE AR(1) MODEL (Q4837789) (← links)
• Developments in Maximum Likelihood Unit Root Tests (Q4921617) (← links)