Pages that link to "Item:Q899917"

The following pages link to The determination of the state covariance matrix of moving-average processes without computation (Q899917):

Displaying 2 items.

• Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models (Q803700) (← links)
• Recursive estimation in econometrics (Q956735) (← links)