Pages that link to "Item:Q1371369"
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The following pages link to Analysis of cointegrated VARMA processes (Q1371369):
Displayed 4 items.
- Exact maximum likelihood estimation of partially nonstationary vector ARMA models (Q959448) (← links)
- DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA (Q3181960) (← links)
- ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS (Q3434193) (← links)
- Modeling assets and liabilities of a finnish pension insurance company: a VEqC approach (Q5430551) (← links)