Pages that link to "Item:Q1868966"
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The following pages link to Estimating cointegrated systems using subspace algorithms (Q1868966):
Displayed 14 items.
- A new proposal to solve the autocorrelation problem for monitoring processes in the cutlery industry (Q403846) (← links)
- Exact maximum likelihood estimation of partially nonstationary vector ARMA models (Q959448) (← links)
- Using subspace algorithm cointegration analysis: simulation performance and application to the term structure (Q961388) (← links)
- Cointegration analysis with state space models (Q1633206) (← links)
- Business cycle analysis and VARMA models (Q2271626) (← links)
- Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
- Forecasting key macroeconomic variables from a large number of predictors: a state space approach (Q3065521) (← links)
- On the Run Length of a State-Space Control Chart for Multivariate Autocorrelated Data (Q3652727) (← links)
- Cointegrated continuous-time linear state-space and MCARMA models (Q5086527) (← links)
- Unit roots and cointegration modelling through a family of flexible information criteria (Q5306331) (← links)
- Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs (Q5467621) (← links)
- Forecasting linear dynamical systems using subspace methods (Q5495692) (← links)
- AUTOMATED DISCOVERY IN ECONOMETRICS (Q5697621) (← links)
- ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS (Q5697631) (← links)