The following pages link to (Q2885002):
Displayed 19 items.
- The structure of multivariate AR and ARMA systems: regular and singular systems; the single and the mixed frequency case (Q281040) (← links)
- Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown (Q1659146) (← links)
- Cointegration in singular ARMA models (Q1673429) (← links)
- Inference and model selection in general causal time series with exogenous covariates (Q2136604) (← links)
- Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
- On partial-sum processes of ARMAX residuals (Q2284371) (← links)
- Generalised cepstral models for the spectrum of vector time series (Q2293719) (← links)
- Formal and non-Archimedean structures of dynamic systems on manifolds (Q2320222) (← links)
- Strongly consistent model selection for general causal time series (Q2657997) (← links)
- On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling (Q3120662) (← links)
- THE LINEAR SYSTEMS APPROACH TO LINEAR RATIONAL EXPECTATIONS MODELS (Q4643225) (← links)
- Necessary and sufficient conditions for the identifiability of observation‐driven models (Q4997691) (← links)
- Identifiability of structural singular vector autoregressive models (Q5001027) (← links)
- Simultaneous inference for autocovariances based on autoregressive sieve bootstrap (Q5012852) (← links)
- General Hannan and Quinn criterion for common time series (Q5064935) (← links)
- Cointegrated continuous-time linear state-space and MCARMA models (Q5086527) (← links)
- On consistency for time series model selection (Q6166021) (← links)
- Estimation of functional ARMA models (Q6178553) (← links)
- Inverse covariance operators of multivariate nonstationary time series (Q6201845) (← links)