Pages that link to "Item:Q3033160"
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The following pages link to IDENTIFYING MULTIVARIATE TIME SERIES MODELS (Q3033160):
Displaying 9 items.
- Exact maximum likelihood estimation of structured or unit root multivariate time series models (Q959386) (← links)
- Model specification and selection for multivariate time series (Q2293377) (← links)
- Estimating the system order by subspace methods (Q2512738) (← links)
- Likelihood Function and Canonical Correlation Analysis of the Peña–Box Model (Q3006276) (← links)
- ORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELS (Q3203889) (← links)
- A complete VARMA modelling methodology based on scalar components (Q3552837) (← links)
- On the identification of ARMA echelon-form models (Q4036388) (← links)
- Inference for impulse response coefficients from multivariate fractionally integrated processes (Q5864455) (← links)
- Identification of canonical models for vectors of time series: a subspace approach (Q6579386) (← links)
