Pages that link to "Item:Q583814"
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The following pages link to Maximum likelihood estimation of the dynamic shock-error model (Q583814):
Displaying 4 items.
- Dynamic modeling of mean-reverting spreads for statistical arbitrage (Q545522) (← links)
- Estimation of quantized linear errors-in-variables models (Q1902579) (← links)
- Identification of ARX and ARARX models in the presence of input and output noises (Q2638170) (← links)
- The strong consistency of quasi-maximum likelihood estimators for \(p\)-order random coefficient autoregressive (RCA) models (Q6133735) (← links)