Pages that link to "Item:Q5080149"
From MaRDI portal
The following pages link to A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models (Q5080149):
Displaying 6 items.
- Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054) (← links)
- Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (Q1623428) (← links)
- Estimation and forecasting in vector autoregressive moving average models for rich datasets (Q1680191) (← links)
- A simple nearly unbiased estimator of cross‐covariances (Q4997697) (← links)
- On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations (Q5107312) (← links)
- Correcting the bias of the sample cross‐covariance estimator (Q6194051) (← links)
