Pages that link to "Item:Q4012953"
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The following pages link to MAXIMUM LIKELIHOOD ESTIMATORS IN THE MULTIVARIATE AUTOREGRESSIVE MOVING-AVERAGE MODEL FROM A GENERALIZED LEAST SQUARES VIEWPOINT (Q4012953):
Displaying 12 items.
- On multiplicative seasonal modelling for vector time series (Q731947) (← links)
- Joint modeling of cointegration and conditional heteroscedasticity with applications (Q816593) (← links)
- Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (Q1623428) (← links)
- Estimating models with high-order noise dynamics using semi-parametric weighted null-space fitting (Q1737773) (← links)
- Asymmetric vector moving average models: estimation and testing (Q2032234) (← links)
- Maximum likelihood estimation for uncertain autoregressive moving average model with application in financial market (Q2088780) (← links)
- New approximation for ARMA parameters estimate (Q2228687) (← links)
- Estimating the system order by subspace methods (Q2512738) (← links)
- Improved multivariate portmanteau test (Q2930880) (← links)
- A generalized least squares estimation method for VARMA models (Q3153643) (← links)
- ECM algorithm for estimating vector ARMA model with variance gamma distribution and possible unbounded density (Q6075127) (← links)
- Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application (Q6620935) (← links)
