Pages that link to "Item:Q1606272"
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The following pages link to A fast and stable method to compute the likelihood of time invariant state-space models. (Q1606272):
Displaying 12 items.
- From general state-space to VARMAX models (Q419456) (← links)
- On multiplicative seasonal modelling for vector time series (Q731947) (← links)
- On simulation of optimal strategies and Nash equilibrium in the financial market context (Q1959239) (← links)
- Minimally conditioned likelihood for a nonstationary state space model (Q2229843) (← links)
- Estimating the system order by subspace methods (Q2512738) (← links)
- Decomposition of a state-space model with inputs (Q3012674) (← links)
- Fast estimation methods for time-series models in state–space form (Q3615060) (← links)
- Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models (Q4586243) (← links)
- Single and multiple error state-space models for signal extraction (Q5220774) (← links)
- Unit roots and cointegration modelling through a family of flexible information criteria (Q5306331) (← links)
- Convergence of Discount Time Series Dynamic Linear Models (Q5421562) (← links)
- Identification of canonical models for vectors of time series: a subspace approach (Q6579386) (← links)
