Pages that link to "Item:Q4204975"
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The following pages link to FAST LINEAR ESTIMATION METHODS FOR VECTOR AUTOREGRESSIVE MOVING-AVERAGE MODELS (Q4204975):
Displaying 14 items.
- Model identification of ARIMA family using genetic algorithms (Q556129) (← links)
- New approaches for determining the degree of differencing necessary to induce stationarity in ARIMA models (Q689413) (← links)
- Assessing uncertainty in the American Indian trust fund (Q965104) (← links)
- A generalized least squares estimation method for invertible vector moving average models (Q1389414) (← links)
- New approximation for ARMA parameters estimate (Q2228687) (← links)
- Estimating the system order by subspace methods (Q2512738) (← links)
- Inference on transformed stationary time series (Q2628839) (← links)
- A generalized least squares estimation method for VARMA models (Q3153643) (← links)
- Estimation of the Polynomial Matrices of Vector Moving Average Processes (Q3350578) (← links)
- Fast estimation methods for time-series models in state–space form (Q3615060) (← links)
- On the numerical evaluation of the theoretical variance‐covariance matrix of least squares estimators for echelon‐form varma models (Q4490202) (← links)
- A simple nearly unbiased estimator of cross‐covariances (Q4997697) (← links)
- A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models (Q5080149) (← links)
- ROBUST RECURSIVE ANALYSIS OF SEASONAL MOVING AVERAGE MODELS (Q5237614) (← links)