Pages that link to "Item:Q3482738"
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The following pages link to ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES (Q3482738):
Displaying 5 items.
- New approaches for determining the degree of differencing necessary to induce stationarity in ARIMA models (Q689413) (← links)
- Order Choice in Nonlinear Autoregressive Models (Q4857302) (← links)
- Number of hidden states and memory: a joint order estimation problem for Markov chains with Markov regime (Q5851010) (← links)
- Identifiability and estimation of possibly non-invertible SVARMA models: the normalised canonical WHF parametrisation (Q6554226) (← links)
- Bootstrapping ARMA time series models after model selection (Q6641337) (← links)
