Pages that link to "Item:Q1244776"

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

Displayed 6 items.

• Finite sample properties of estimators for autoregressive moving average models (Q1138872) ‎ (← 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)